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Stock returns volatility and trading volume : evidence from the Chinese stock market

Wang, Ping; Wang, Peijie; Liu, Aying - In: Journal of Chinese economic and business studies 3 (2005) 1, pp. 39-54

Persistent link: https://www.econbiz.de/10003123431

Forecasting the returns on UK investment trusts : a comparison

Copeland, Laurence S.; Wang, Ping - In: The European journal of finance 6 (2000) 3, pp. 298-310

Persistent link: https://www.econbiz.de/10001526132

Return and risk interactions in Chinese stock markets

Wang, Ping; Liu, Aying; Wang, Peijie - In: Journal of international financial markets, … 14 (2004) 4, pp. 367-384

Persistent link: https://www.econbiz.de/10002142006

Sudden changes in volatility : the case of five central European stock markets

Wang, Ping; Moore, Tomoe - In: Journal of international financial markets, … 19 (2009) 1, pp. 33-46

Persistent link: https://www.econbiz.de/10003797264

Sudden changes in volatility : the case of five central European stock markets

Wang, Ping (contributor); Moore, Tomoe (contributor) - 2007

Persistent link: https://www.econbiz.de/10003641889

Volatility in stock returns for new EU member states : Markov regime switching model

Moore, Tomoe; Wang, Ping - In: International review of financial analysis 16 (2007) 3, pp. 282-292

Persistent link: https://www.econbiz.de/10003510457

Asymmetry in Return Reversals or Asymmetry in Volatilities? - New Evidence from New Markets

Wang, Ping - 2013

The paper analyses asymmetry in return reversals and in time-varying volatilities and their interactions using daily returns on the Shanghai Stock Exchange and Shenzhen Stock Exchange. It is concluded that asymmetry in volatilities arises from unconfirmed asymmetry in return reversals, or...

Persistent link: https://www.econbiz.de/10013072251

Stock market volatility and equity returns : evidence from a two-state Markov-switching model with regressors

Liu, Xinyi; Margaritis, Dimitris; Wang, Peiming - In: Journal of empirical finance 19 (2012) 4, pp. 483-496

Persistent link: https://www.econbiz.de/10009615667

Information content in CDS spreads for equity returns

Wang, Peipei; Bhar, Ramaprasad - In: Journal of international financial markets, … 30 (2014), pp. 55-80

Persistent link: https://www.econbiz.de/10011293053

Is disposition related to momentum in Chinese market?

Kong, Liu Liu; Bai, Min; Wang, Peiming - In: Managerial finance 41 (2015) 6, pp. 600-614

Persistent link: https://www.econbiz.de/10011336652