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Does size matter in the cryptocurrency market?

Li, Yi; Zhang, Wei; Xiong, Xiong; Wang, Pengfei - In: Applied economics letters 27 (2020) 14, pp. 1141-1149

Persistent link: https://www.econbiz.de/10012267073

A blessing or a curse? : non-local mutual fund holdings and firm investment efficiency

Zuo, Junqing; Zhang, Wei; Ruan, Chenghao; Xiong, Xiong - In: Finance research letters 66 (2024), pp. 1-6

Persistent link: https://www.econbiz.de/10015060800

Downside risk and the cross-section of cryptocurrency returns

Zhang, Wei; Li, Yi; Xiong, Xiong; Wang, Pengfei - In: Journal of banking & finance 133 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013256328

Program trading and its risk analysis based on agent-based computational finance

Xiong, Xiong; Yuan, Hailiang; Zhang, Wei; Zhang, Yongjie - In: International journal of financial engineering 2 (2015) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011333457

Alumni social networks and hedge fund performance : evidence from China

Lin, Junqin; Wang, Fan; Wei, Lijian - In: International review of financial analysis 78 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013255662

Asset Pricing Under Keeping Up with the Joneses and Heterogeneous Beliefs

He, Xue-zhong - 2013

When agents agree to disagree about the expected growth rate of the aggregate endowment process, we study the asset price dynamics under “Keeping up with the Joneses” (KUJ) meaning that each agent maximizes the expected life-time CRRA utility of his relative consumption to the other agent in...

Persistent link: https://www.econbiz.de/10013091259