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Trading volume, bid-ask spread, and price volatility in futures markets

Wang, George H. K.; Yau, Jot - In: The journal of futures markets 20 (2000) 10, pp. 943-970

Persistent link: https://www.econbiz.de/10001530842

A test of integration and cointegration of commercial mortgage rates

Sa-Aadu, Jarjisu; Shilling, James D.; Wang, George H. K. - In: Journal of financial services research : JFSR 18 (2000) 1, pp. 45-61

Persistent link: https://www.econbiz.de/10001538096

A time series approach to testing for market linkage : unit root and cointegration tests

Wang, George H. K. - In: The journal of futures markets 14 (1994) 4, pp. 457-474

Persistent link: https://www.econbiz.de/10001169791

An intraday analysis of bid-ask spreads and price volatility in the S&P 500 index futures market

Wang, George H. K. (contributor) - In: The journal of futures markets 14 (1994) 7, pp. 837-859

Persistent link: https://www.econbiz.de/10001171172

Asymmetric volatility of basis and the theory of storage

Gao, Andre H.; Wang, George H. K. - In: The journal of futures markets 25 (2005) 4, pp. 399-418

Persistent link: https://www.econbiz.de/10002647873

Contract modifications and the basis behavior of Live Cattle Futures

Newsome, James E.; Wang, George H. K.; Boyd, M. E.; … - In: The journal of futures markets 24 (2004) 6, pp. 557-590

Persistent link: https://www.econbiz.de/10002059384

Stress testing and model validation : application of the Bayesian approach to a credit risk portfolio

Jacobs, Michael <Jr.>; Karagozoglu, Ahmet K.; … - In: The journal of risk model validation 9 (2015) 3, pp. 41-70

Persistent link: https://www.econbiz.de/10011410323

News and idiosyncratic volatility : the public information processing hypothesis

Engle, Robert F.; Hansen, Martin Klint; Karagozoglu, … - In: Journal of financial econometrics 19 (2021) 1, pp. 1-38

Persistent link: https://www.econbiz.de/10012504316

Multiple Transactions Model : A Panel Data Approach to Estimate Housing Market Indices

Gao, Andre; Wang, George H. K. - 2007

In this paper, a multiple transactions model with a panel data approach is used to estimate housing market indices. The multiple transactions model keeps the same features of the repeat transactions index model (i.e., tracking the price appreciation of same houses). However, the multiple...

Persistent link: https://www.econbiz.de/10014048120

Multiple transactions model : a panel data approach to estimate housing market indices

Gao, Andre H.; Wang, George H. K. - In: The journal of real estate research 29 (2007) 3, pp. 241-266

Persistent link: https://www.econbiz.de/10003577536