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Investors' preference towards risk : evidence from the Taiwan stock and stock index futures markets

Qiao, Zhuo; Clark, Ephraim; Wong, Wing Keung - In: Accounting and finance : journal of the Accounting … 54 (2014) 1, pp. 251-274

Persistent link: https://www.econbiz.de/10010342382

Granger causal relations among Greater China stock markets : a nonlinear perspective

Qiao, Zhuo; Lam, Keith S. K. - In: Applied financial economics 21 (2011) 19/21, pp. 1437-1450

Persistent link: https://www.econbiz.de/10009356136

Stochastic dominance relationships between stock and stock index futures markets : international evidence

Qiao, Zhuo; Wong, Wing Keung; Fung, Joseph K. W. - In: Economic modelling 33 (2013), pp. 552-559

Persistent link: https://www.econbiz.de/10010193326

Empirical investigation of the causal relationships among herding, stock market returns, and illiquidity : evidence from major Asian markets

Qiao, Zhuo; Chiang, Thomas C.; Lin Tan - In: Review of Pacific Basin financial markets and policies 17 (2014) 3, pp. 1-27

Persistent link: https://www.econbiz.de/10010402979

New evidence on the relation between return volatility and trading volume

Chiang, Thomas C.; Qiao, Zhuo; Wong, Wing Keung - In: Journal of forecasting 29 (2010) 5, pp. 502-515

Persistent link: https://www.econbiz.de/10008934874

Examining stock volatility in the segmented Chinese stock markets : a SWARCH approach

Qiao, Zhuo; Qiao, Weiwei; Wong, Wing Keung - In: Global economic review 39 (2010) 3, pp. 225-246

Persistent link: https://www.econbiz.de/10008936717

Volatility switching and regime interdependence between information technology stocks : 1995 - 2005

Qiao, Zhuo; Smyth, Russell; Wong, Wing Keung - In: Global finance journal 19 (2008) 2, pp. 139-156

Persistent link: https://www.econbiz.de/10003756926

New Evidence on the Relation between Return Volatility and Trading Volume

Chiang, Thomas C. - 2010

In his seminal paper, Brooks argues that the relation between return volatility and trading volume can be both linear and nonlinear. Adopting both linear and nonlinear Granger causality tests, he shows that there exists both linear and nonlinear bi-directional causality between trading volumes...

Persistent link: https://www.econbiz.de/10013142026

Controlling the risk : a case study of the Indian liquidity crisis 1990 - 92

Clark, Ephraim; Lakshmi, Geeta - In: Journal of international development : the journal of … 15 (2003) 3, pp. 285-298

Persistent link: https://www.econbiz.de/10001749245

The market reaction to reported country risk in India

Lakshmi, Geeta; Clark, Ephraim - In: Economics of transition : theory, experiences and EU …, (pp. 285-308). 2001

Persistent link: https://www.econbiz.de/10001672214