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A threshold model approach to estimating the abnormal stock returns

Chong, Terence Tai-Leung; Mak, Wing Hei; Yan, Isabel K. M. - In: Annals of financial economics 8 (2013) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10010192088

Regional capital mobility in China : economic reform with limited financial integration

Lai, Jennifer T.; McNelis, Paul D.; Yan, Isabel K. M. - In: Journal of international money and finance 37 (2013), pp. 493-503

Persistent link: https://www.econbiz.de/10010209029

Consumption risk sharing and self-insurance across provinces in China : 1952 - 2008

Chan, Kenneth S.; Lai, Jennifer T.; Yan, Isabel K. M. - In: China economic review : an international journal 30 (2014), pp. 66-85

Persistent link: https://www.econbiz.de/10011392422

Estimation and inference of threshold regression models with measurement errors

Chong, Terence Tai-Leung; Chen, Haiqiang; Wong, Tsz-Nga; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 22 (2018) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10011897392

The heterogeneous sectoral productivity impacts of FDI on real exchange rate

Guo, Fei; Opoku, Eric Evans Osei; Yan, Isabel K. M. - In: Journal of international trade & economic development : … 30 (2021) 7, pp. 1101-1121

Persistent link: https://www.econbiz.de/10012624725

The inflation-unemployment trade-off and the significance of the interest rate : some evidence from United States data from 1939 through 2007

Chen, Tao; Gentle, Paul F. - In: Economia internazionale 64 (2011) 2, pp. 153-171

Persistent link: https://www.econbiz.de/10009248164

Do Investors Choose Trade-Size According to Liquidity, Empirical Evidence from the S&P 500 Index Future Market

Wu, Liang - 2018

We develop a three dimensional liquidity measure to study the interaction between liquidity and order flow in the E-mini S&P 500 index future market. We find that investors choose trade-size according to liquidity and place large trades at times when liquidity is high. Particularly, the thicker...

Persistent link: https://www.econbiz.de/10012928272

Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market

Wu, Liang; Yan, Xin; Fu, Zhiming; Zhang, Rui - In: Finance research letters 28 (2019), pp. 275-280

Persistent link: https://www.econbiz.de/10012388324

Market price determination : Interpreting quote order imbalance under zero-profit equilibrium

Long, Yunshen; Yan, Jingzhou; Wu, Liang; Long, Xingchen - In: Economic modelling 134 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014548479

Investor protection and post-disclosure disagreement : international evidence

Chen, Tao - In: The international journal of accounting 57 (2022) 3, pp. 1-28

Persistent link: https://www.econbiz.de/10013389343