Narrow search
Showing 1 - 3 of 3
Cover Image
An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Zhou, Haigang; Zhu, John Qi - In: Pacific-Basin finance journal 20 (2012) 5, pp. 857-880
Persistent link: https://www.econbiz.de/10009619749
Cover Image
Jump risk and cross section of stock returns : evidence from China's stock market
Zhou, Haigang; Zhu, John Qi - In: Journal of economics and finance 35 (2011) 3, pp. 309-331
Persistent link: https://www.econbiz.de/10009271632
Cover Image
Asset pricing, jump risk, and China's B-share discount puzzle
Zhou, Haigang; Zhu, John Qi - In: International journal of financial services management … 6 (2013) 4, pp. 352-366
Persistent link: https://www.econbiz.de/10010483943