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ECONIS (ZBW)
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1
Trades or quotes : which drives price discovery? : evidence from Chinese index futures markets
Jin, Liwei
;
Yuan, Xianghui
;
Wang, Shihao
;
Li, Peiran
; …
- In:
The journal of futures markets
42
(
2022
)
12
,
pp. 2235-2247
Persistent link: https://www.econbiz.de/10013465881
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2
Category-specific EPU indices, macroeconomic variables and stock market return predictability
Zeng, Qing
;
Lu, Xinjie
;
Dong, Dayong
;
Li, Pan
- In:
International review of financial analysis
84
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013472730
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3
New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran
;
Li, Pan
;
Wang, Lu
;
Zhang, Yaojie
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
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4
Option features and price discovery in convertible bonds
Jin, Liwei
;
Yuan, Xianghui
;
Li, Peiran
;
Xu, Hailun
; …
- In:
The journal of futures markets
43
(
2023
)
3
,
pp. 384-403
Persistent link: https://www.econbiz.de/10014293106
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5
Leveraged trading and stock returns : evidence from international stock markets
Chen, Zhuo
;
Li, Pengfei
;
Wang, Zhengwei
;
Zhang, Bohui
- In:
Journal of financial markets
69
(
2024
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014574385
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6
Informed trading and return predictability in china : research based on ensemble neural network
Li, Peiran
;
Yang, Lu
- In:
Emerging markets, finance & trade : a journal of the …
61
(
2025
)
1
,
pp. 216-240
Persistent link: https://www.econbiz.de/10015190061
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7
Investor sentiment, extrapolation and asset pricing
Wu, Huihui
;
Yang, Chunpeng
- In:
Romanian journal of economic forecasting
25
(
2022
)
4
,
pp. 182-205
Persistent link: https://www.econbiz.de/10013532000
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8
Sentiment approach to negative expected return in the stock market
Yang, Chunpeng
;
Yan, Wei
;
Zhang, Rengui
- In:
Economic modelling
35
(
2013
),
pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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9
Investor sentiment, information and asset pricing model
Yang, Chunpeng
;
Li, Jinfang
- In:
Economic modelling
35
(
2013
),
pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
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10
Dynamic asset pricing model with heterogeneous sentiments
Yang, Chunpeng
;
Zhang, Rengui
- In:
Economic modelling
33
(
2013
),
pp. 248-253
Persistent link: https://www.econbiz.de/10010192963
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