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1
Empirical analysis and forecasting of volatility dynamics in high-frequency returns with time-varying components
Man, Kasing
;
Wu, Chunchi
- In:
Journal of forecasting
29
(
2010
)
7
,
pp. 595-616
Persistent link: https://www.econbiz.de/10008935450
Saved in:
2
The role of duration and trades in the information assimilation process of the US treasury market
Chen, Peter Huaiyu
;
Man, Kasing
;
Wang, Junbo
;
Wu, Chunchi
- In:
Advances in Pacific Basin business, economics, and finance
7
(
2019
),
pp. 155-200
Persistent link: https://www.econbiz.de/10012582266
Saved in:
3
Time and dynamic volume-volatility relation
Xu, Xiaoqing Eleanor
;
Chen, Peter
;
Wu, Chunchi
- In:
Journal of banking & finance
30
(
2006
)
5
,
pp. 1535-1558
Persistent link: https://www.econbiz.de/10003319376
Saved in:
4
Extended fractional Gaussian noise and simple ARFIMA approximations
Man, Kasing
- In:
Journal of time series econometrics
2
(
2010
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10009623319
Saved in:
5
Mergers, aggregate productivity, and markups
Chen, Peter
-
2019
Persistent link: https://www.econbiz.de/10012296647
Saved in:
6
Layoffs, shareholders' wealth, and corporate performance
Chen, Peter
(
contributor
)
- In:
Journal of empirical finance
8
(
2001
)
2
,
pp. 171-199
Persistent link: https://www.econbiz.de/10001575267
Saved in:
7
How do accounting variables explain stock price movements? : Theory and evidence
Chen, Peter
;
Zhang, Guochang
- In:
Journal of accounting & economics
43
(
2007
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003484942
Saved in:
8
The effect of income smoothing on stock price
Wu, Chunchi
- In:
Advances in quantitative analysis of finance and …
7
(
1999
),
pp. 83-96
Persistent link: https://www.econbiz.de/10001409330
Saved in:
9
A neural network approach for analyzing small business lending decisions
Wu, Chunchi
;
Wang, Xu-ming
- In:
Review of quantitative finance and accounting
15
(
2000
)
3
,
pp. 259-276
Persistent link: https://www.econbiz.de/10001537844
Saved in:
10
Incomplete-information capital market equilibrium with heterogeneous expectations and short sale restrictions
Wu, Chunchi
;
Li, Qiang
;
Wei, K. C. John
- In:
Review of quantitative finance and accounting
7
(
1996
)
2
,
pp. 119-136
Persistent link: https://www.econbiz.de/10001467541
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