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Market reactions to trade friction between China and the United States : evidence from the soybean futures market

Wen, Tian; Li, Ping; Chen, Lei; An, Yunbi - In: Journal of management science and engineering 8 (2023) 3, pp. 325-341

In March 2018, the US used an immense trade deficit as an excuse to provoke trade friction with China. This study uses the EGARCH model and event study methods to study the impact of the major risk event of Sino-US trade friction on soybean futures markets in China and the United States. Results...

Persistent link: https://www.econbiz.de/10014383294

The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets

Li, Ping; Tang, Huailin; Liao, Jingchi - In: China finance review international 5 (2015) 3, pp. 277-302

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Short-run price performance of venture capital trust in initial public offerings

Yang, Tianna; Hou, Wenxuan; Li, Ping - In: Finance research letters 25 (2018), pp. 177-182

Persistent link: https://www.econbiz.de/10012003513

Empirical analysis of the dynamic dependence between WTI oil and Chinese energy stocks

Li, Jie; Li, Ping - In: Energy economics 93 (2021), pp. 1-13

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Information transmission between China's IH and SGX FTSE A50 stock index futures markets : the role of trading restrictions

Wen, Tianxiang; Li, Ping; An, Yunbi - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 6, pp. 1639-1650

Persistent link: https://www.econbiz.de/10013190176