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The performance of value-at-risk models during the crisis
Skoglund, Jimmy; Erdman, Donald; Chen, Wei - In: The journal of risk model validation 4 (2010/11) 1, pp. 3-21
Persistent link: https://www.econbiz.de/10003971967
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Do attention-grabbing stocks attract all investors? : evidence from China
Li, Zhuwei; Shi, Yongdong; Chen, Wei; Kargbo, Mohamed - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 158-183
Persistent link: https://www.econbiz.de/10011339538
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Impact of oil prices on firm stock return : industry-wise analysis
Waheed, Rida; Chen, Wei; Sarwar, Suleman; Lv, Yulan - In: Empirical economics : a journal of the Institute for … 55 (2018) 2, pp. 765-780
Persistent link: https://www.econbiz.de/10011949913
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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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Turnover premia in China's stock markets
Zhang, Bing; Chen, Wei; Yeh, Chung-Ying - In: Pacific-Basin finance journal 65 (2021), pp. 1-23
Persistent link: https://www.econbiz.de/10013209696