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Transaction tax and stock market behavior : evidence from an emerging market

Baltagi, Badi H.; Li, Dong; Li, Qi - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 393-408

Persistent link: https://www.econbiz.de/10003333479

The relationship between stock returns and volatility in international stock markets

Li, Qi; Yang, Jian; Hsiao, Cheng; Chang, Young-jae - In: Journal of empirical finance 12 (2005) 5, pp. 650-665

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Volatility spillover effect : a semiparametric analysis of non-cointegrated process

Sun, Yiguo; Hsiao, Cheng; Li, Qi - In: Econometric reviews 34 (2015) 1/5, pp. 127-145

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Implied volatility and investor beliefs in experimental asset markets

Ackert, Lucy F.; Kluger, Brian D.; Qi, Li - In: Journal of financial markets 43 (2019), pp. 121-136

Persistent link: https://www.econbiz.de/10012316306

Short Selling, Informational Efficiency, and Extreme Stock Price Adjustment

Fan, Yi; Gao, Yang - 2022

Using Chinese equity data from April 2009 to August 2020, we contribute to the literature by exploring the impact of short selling on stock prices in three aspects. First, we find that as short sellers become more active, stock price adjustments accelerate, and prices respond more swiftly to...

Persistent link: https://www.econbiz.de/10014235886

Spillover effect of US dollar exchange rate on oil prices

Zhang, Yue-Jun; Fan, Ying; Tsai, Hsien-tang; Wei, Yi-Ming - In: Journal of policy modeling : JPMOD ; a social science … 30 (2008) 6, pp. 973-991

Persistent link: https://www.econbiz.de/10003805173

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model

Liu, Bing-Yue; Ji, Qiang; Fan, Ying - In: Energy economics 68 (2017), pp. 53-65

Persistent link: https://www.econbiz.de/10011904999

Modelling the joint dynamics of oil prices and investor fear gauge

Ji, Qiang; Fan, Ying - In: Research in international business and finance 37 (2016), pp. 242-251

Persistent link: https://www.econbiz.de/10011595199

Shocks and stocks : a bottom-up assessment of the relationship between oil prices, gasoline prices and the returns of Chinese firms

Broadstock, David C.; Fan, Ying; Ji, Qiang; Zhang, Dayong - In: The energy journal 37 (2016), pp. 55-86

Persistent link: https://www.econbiz.de/10011458879

Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS

Ji, Qiang; Liu, Bing-Yue; Zhao, Wan-Li; Fan, Ying - In: International review of financial analysis 68 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012301045