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Adjusted dividend-price ratios and stock return predictability : evidence from China

Yin, Libo; Nie, Jing - In: International review of financial analysis 73 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012803441

Implied volatility slopes and jumps in bitcoin options market

Chen, Tian; Deng, Jun; Nie, Jing - In: Operations research letters : a journal of INFORMS … 55 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10015049725

Do dividends signal safety? : evidence from China

Nie, Jing; Yin, Libo - In: International review of financial analysis 82 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013426163

Comparative responses of renewable energy stock market to economic policy uncertainty and climate policy uncertainty shocks : evidence from China

Yang, Xiuqi; Nie, Jing - In: Review of development economics : an essential resource … 29 (2025) 1, pp. 450-475

Persistent link: https://www.econbiz.de/10015334801

High-Frequency Price Discovery and Price Efficiency on Interest Rate Futures

Nie, Jing - 2018

This paper examines the impact of price efficiency of high-frequency trading in the Eurodollar futures market. In a high-frequency world, the price can be decomposed into the efficient price (long term) and the pricing error (short term). To capture price efficiency, I calculate the mid-price...

Persistent link: https://www.econbiz.de/10012936150