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ECONIS (ZBW)
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1
Does aggregate relative risk aversion change countercyclically over time? : Evidence from the stock market
Guo, Hui
(
contributor
);
Wang, Zijun
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003740147
Saved in:
2
The emerging market crisis and stock market linkages : further evidence
Yang, Jian
;
Hsiao, Cheng
;
Li, Qi
;
Wang, Zijun
- In:
Journal of applied econometrics
21
(
2006
)
6
,
pp. 727-744
Persistent link: https://www.econbiz.de/10003387912
Saved in:
3
Dynamics and causality in industry-specific volatility
Wang, Zijun
- In:
Journal of banking & finance
34
(
2010
)
7
,
pp. 1688-1699
Persistent link: https://www.econbiz.de/10008649410
Saved in:
4
The high volume return premium and economic fundamentals
Wang, Zijun
- In:
Journal of financial economics
140
(
2021
)
1
,
pp. 325-345
Persistent link: https://www.econbiz.de/10013188703
Saved in:
5
Stock market reaction to food recalls : a GARCH application
Wang, Zijun
;
Salin, Victoria
;
Hooker, Neal H.
;
Leatham, …
- In:
Applied economics letters
9
(
2002
)
15
,
pp. 979-987
Persistent link: https://www.econbiz.de/10001723992
Saved in:
6
Estimation of market information shares : a comparison
Lien, Da-hsiang Donald
;
Wang, Zijun
- In:
The journal of futures markets
36
(
2016
)
11
,
pp. 1108-1124
Persistent link: https://www.econbiz.de/10011569017
Saved in:
7
Dynamic trading volume and stock return relation : does it hold out of sample?
Wang, Zijun
;
Qian, Yan
;
Wang, Shiwen
- In:
International review of financial analysis
58
(
2018
),
pp. 195-210
Persistent link: https://www.econbiz.de/10012006446
Saved in:
8
Examining intraday returns with buy/sell information
Lin, Shinn-juh
;
Yang, Jian
- In:
Applied financial economics
13
(
2003
)
6
,
pp. 447-461
Persistent link: https://www.econbiz.de/10001770761
Saved in:
9
Extreme correlation of stock and bond futures markets : international evidence
Chui, Chin Man
;
Yang, Jian
- In:
The financial review : the official publication of the …
47
(
2012
)
3
,
pp. 565-587
Persistent link: https://www.econbiz.de/10009577033
Saved in:
10
Contagion around the October 1987 stock market crash
Yang, Jian
;
Bessler, David A.
- In:
European journal of operational research : EJOR
184
(
2008
)
1
,
pp. 291-310
Persistent link: https://www.econbiz.de/10003768206
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