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Contract settlement specification and price discovery : empirical evidence in Australia individual share futures market

Lien, Da-hsiang Donald; Li, Yang - In: International review of economics & finance : IREF 12 (2003) 4, pp. 495-512

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Return autocorrelations on individual stocks and corresponding futures : evidence from Australian, Hong Kong, and United Kingdom markets

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Co-movement between RMB and New Taiwan Dollars : evidences from NDF markets

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Forecasting U.S. real GDP using oil prices : a time-varying parameter MIDAS model

Pan, Zhiyuan; Wang, Qing; Wang, Yudong; Li, Yang - In: Energy economics 72 (2018), pp. 177-187

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How many, how often, and how new? : a multivariate profiling of mobile app users

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Do cash flow imbalances facilitate leverage adjustments of Chinese listed firms? : evidence from a dynamic panel threshold model

Zhang, Jianhua; Zhao, Zhao; Jian, Wenqing - In: Economic modelling 89 (2020), pp. 201-214

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Quantile nonlinear unit root test with covariates and an application to the PPP hypothesis

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A large-dimensional test for cross-sectional anomalies : efficient sorting revisited

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Do External Imbalances Matter in Explaining the Cross-Section of Currency Excess Returns?

Barroso, Pedro - 2018

External imbalance is a central variable in international economics and recent research shows it is priced in currency portfolios. But Ang et al. (2017), among others, show that with a small and time-varying cross section, tests with individual assets are preferable. We find testing with...

Persistent link: https://www.econbiz.de/10012912924