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Volatility
China
200
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155
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155
Lieferkette
52
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52
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46
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46
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Li, Xiaoming
7
Li, Xindan
6
Zhang, Bing
6
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4
Brooks, Chris
3
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3
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3
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2
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2
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2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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3
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International review of economics & finance : IREF
2
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1
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1
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1
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1
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1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
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1
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1
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1
Journal of air transport management : a new international journal of research, policy and practice
1
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1
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1
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1
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1
Time-varying informational efficiency in China's a-share and b-share markets
Li, Xiaoming
- In:
Journal of Chinese economic and business studies
1
(
2003
)
1
,
pp. 33-56
Persistent link: https://www.econbiz.de/10001755965
Saved in:
2
Does smile help detect the UK's price leadership change after MiFID?
Adams, Michael B.
;
Chen, Jing
;
Guo, Qian
;
Li, Xiaoxi
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 756-769
Persistent link: https://www.econbiz.de/10014364155
Saved in:
3
COVID-19 and stock market nexus : evidence from Shanghai Stock Exchange
Li, Chuanjian
;
Su, Chi-Wei
;
Altuntaş, Mehmet
;
Li, Xin
- In:
Economic research
35
(
2022
)
1,2
,
pp. 2351-2364
Persistent link: https://www.econbiz.de/10014382118
Saved in:
4
The value premium and time-varying volatility
Li, Xiafei
;
Brooks, Chris
;
Miffre, Joëlle
- In:
Journal of business finance & accounting : JBFA
36
(
2009
)
9/10
,
pp. 1252-1272
Persistent link: https://www.econbiz.de/10003909854
Saved in:
5
Idiosyncratic volatility and the pricing of poorly-diversified portfolios
Miffre, Joëlle
;
Brooks, Chris
;
Li, Xiafei
- In:
International review of financial analysis
30
(
2013
),
pp. 78-85
Persistent link: https://www.econbiz.de/10010459997
Saved in:
6
Forecasting stock market volatility and assessing information content present in S&P/ASX 200 index option prices
Buhr, Klaus E.
;
Li, Xiaoming
;
Rose, Lawrence Craig
-
2005
Persistent link: https://www.econbiz.de/10003332229
Saved in:
7
The asymmetric behaviour of stock returns and volatilities : evidence from Chinese stock market
Zhang, Bing
;
Li, Xindan
- In:
Applied economics letters
15
(
2008
)
10/12
,
pp. 959-962
Persistent link: https://www.econbiz.de/10003785991
Saved in:
8
Stock market behavior and investor sentiment : evidence from China
Li, Xindan
;
Zhang, Bing
- In:
Frontiers of business research in China : selected …
2
(
2008
)
2
,
pp. 277-282
Persistent link: https://www.econbiz.de/10003731694
Saved in:
9
Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market
Li, Xiaoming
;
Zhang, Bing
;
Gao, Ruzhao
- In:
Economics letters
132
(
2015
),
pp. 91-96
Persistent link: https://www.econbiz.de/10011431392
Saved in:
10
A closed-form expansion approach for pricing discretely monitored variance swaps
Li, Chenxu
;
Li, Xiaocheng
- In:
Operations research letters
43
(
2015
)
4
,
pp. 450-455
Persistent link: https://www.econbiz.de/10011372393
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