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Does idiosyncratic volatility predict future growth of the Australian economy?
Liu, Bin; Di Iorio, Amalia - In: Studies in economics and finance 33 (2016) 1, pp. 69-90
Persistent link: https://www.econbiz.de/10011718726
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Equity fund performance : can momentum be explained by the pricing of idiosyncratic volatility?
Liu, Bin; Di Iorio, Amalia; De Silva, Ashton - In: Studies in economics and finance 33 (2016) 3, pp. 359-376
Persistent link: https://www.econbiz.de/10011722529
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The pricing of idiosyncratic volatility : an Australian study
Liu, Bin; Di Iorio, Amalia - In: Australian journal of management 41 (2016) 2, pp. 353-375
Persistent link: https://www.econbiz.de/10011577340
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Public information content and market information efficiency : a comparison between China and the U.S.
Liu, Bin; Xia, XiangYang; Xiao, Wen - In: China economic review : an international journal 60 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012604772
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On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market : evidence from Australia
Frankovic, Jozo; Liu, Bin; Suardi, Sandy - In: Global finance journal 54 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013470113
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Estimating stock pledge rate using VaR and modified ES model
Tao, Kangsheng; Liu, Bin; Wang, Can - In: Applied economics letters 31 (2024) 2, pp. 139-145
Persistent link: https://www.econbiz.de/10014448275
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On the predictive power of tweet sentiments and attention on bitcoin
Suardi, Sandy; Rasel, Atiqur Rahman; Liu, Bin - In: International review of economics & finance : IREF 79 (2022), pp. 289-301
Persistent link: https://www.econbiz.de/10013343399