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Consumption and stock markets in Asian economies

Liu, Xiaohui; Shu, Chang - In: International review of applied economics 18 (2004) 4, pp. 483-496

Persistent link: https://www.econbiz.de/10002377452

Do cross-border mergers and acquisitions increase short-term market performance? : the case of Chinese firms

Tao, Fang; Liu, Xiaohui; Gao, Lan; Xia, Enjun - In: International business review : the official journal of … 26 (2017) 1, pp. 189-202

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A unified test for predictability of asset returns regardless of properties of predicting variables

Liu, Xiaohui; Yang, Bingduo; Cai, Zongwu; Peng, Liang - In: Journal of econometrics 208 (2019) 1, pp. 141-159

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Volatility Modeling and Prediction : The Role of Price Impact

Jiang, Ying - 2018

In this paper, we are interested in exploring the role of price impact, derived from the order book, in modeling and predicting stock volatility. This is motivated by the microstructure literature that focuses on the mechanics of price formation and its relevance to market quality. Using a...

Persistent link: https://www.econbiz.de/10012913968

Unpredicted costly dividends and temporary short squeezes

Huo, Xiaolin; Liu, Xin; Qiu, Zhigang; Yang, Sijie - In: European financial management : the journal of the … 29 (2023) 5, pp. 1553-1575

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The model-free measures and the volatility spread

Chen, Jian; Liu, Xiaoquan - In: Applied economics letters 17 (2010) 16/18, pp. 1829-1833

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Equity returns and business cycles in small open economies

Jahan-Parvar, Mohammad R.; Liu, Xuan; Rothman, Philip - In: Journal of money, credit and banking : JMCB 45 (2013) 6, pp. 1117-1146

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IPOs, operating activities, and IPO underperformance

Liu, Xing; Forester, Clayton - In: The journal of business and economic studies 20 (2014) 1, pp. 1-23

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Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market

Jiang, Ying; Liu, Xiaoquan; Ye, Wuyi - In: Applied economics letters 22 (2015) 1/3, pp. 218-222

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Returns to trading portfolios of FTSE 100 index options

Liu, Xiaoquan - In: Applied financial economics 17 (2007) 13/15, pp. 1211-1225

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