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Which kind of investor causes comovement?

Li, Jie; Zhang, Yongjie; Feng, Xu; An, Yahui - In: Journal of international financial markets, … 61 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012128268

Is college education less necessary with AI? : evidence from firm-level labor structure changes

Xue, Mei; Cao, Xing; Feng, Xu; Gu, Bin; Zhang, Yongjie - In: Journal of management information systems : JMIS 39 (2022) 3, pp. 865-905

Persistent link: https://www.econbiz.de/10013367814

Month-end effect on Chinese stock returns : explanation of the liquidity hypothesis

Li, Jie; Feng, Xu; Zhang, Yongjie - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 5, pp. 1283-1298

Persistent link: https://www.econbiz.de/10013415484

Information demand density matters : evidence from the post-earnings announcement drift

Chu, Gang; Dowling, Michael; Shen, Dehua; Zhang, Yongjie - In: International review of financial analysis 86 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248312

Understanding short-term price pressure from index reconstitutions : evidence from the CSI 300

Chu, Gang; Goodell, John W.; Li, Xiao; Zhang, Yongjie - In: Accounting and finance 63 (2023) 2, pp. 2421-2440

Persistent link: https://www.econbiz.de/10014302097

Intradaily periodicity and volatility spillovers between international stock index futures markets

Wu, Chunchi; Li, Jinliang; Zhang, Wei - In: The journal of futures markets 25 (2005) 6, pp. 553-585

Persistent link: https://www.econbiz.de/10002846393

Jump volatility estimates of high frequency data and analysis based on HHT

Chen, Jiangrui; Yin, Lianqian; Hou, Sizhe; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 11, pp. 242-249

Persistent link: https://www.econbiz.de/10011401479

Realized volatility analysis from various perspectives based on Hilbert Huang transform

Hou, Sizhe; Chen, Jiangrui; Yin, Lianqian; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 12, pp. 189-199

Persistent link: https://www.econbiz.de/10011411813

Valuing productivity loss due to absenteeism : firm-level evidence from a Canadian linked employer-employee survey

Zhang, Wei; Sun, Huiying; Woodcock, Simon; Anis, Aslam H. - In: Health economics review 7 (2017) 3, pp. 1-14

In health economic evaluation studies, to value productivity loss due to absenteeism, existing methods use wages as a proxy value for marginal productivity. This study is the first to test the equality between wage and marginal productivity losses due to absenteeism separately for team workers...

Persistent link: https://www.econbiz.de/10011587228

The equity premium in China

Huang, Ping; Zhou, Zhong-Qiang; Zhang, Wei - In: Applied economics letters 27 (2020) 13, pp. 1112-1118

Persistent link: https://www.econbiz.de/10012267068