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Investor behavior and volatility of futures market : a theory and empirical study based on the OLG model

Wang, Yun; Zhang, Zongcheng; Hua, Renhai - In: Frontiers of business research in China : selected … 5 (2011) 4, pp. 512-536

Persistent link: https://www.econbiz.de/10009507520

The investor behavior and futures market volatility : a theory and empirical study based on the OLG model and high-frequency data

Wang, Yun; Hua, Renhai; Zhang, Zongcheng - In: China finance review international 1 (2011) 4, pp. 388-407

Persistent link: https://www.econbiz.de/10009657765

Return and volatility spillovers from developed to emerging capital markets: the case of South Asia

Wang, Yun; Gunasekarage, Abeyratna; Power, David M. - In: Asia Pacific financial markets in comparative …, (pp. 139-166). 2005

Persistent link: https://www.econbiz.de/10003282332

Return and Volatility Spillovers from Developed to Emerging Capital Markets: The Case of South Asia

Wang, Yun; Gunasekarage, Abeyratna; Power, David M. - In: Asia pacific financial markets in comparative …, (pp. 139-166). 2005

This study examines return and volatility spillovers from the US and Japanese stock markets to three South Asian capital markets – (i) the Bombay Stock Exchange, (ii) the Karachi Stock Exchange and (iii) the Colombo Stock Exchange. We construct a univariate EGARCH spillover model that allows...

Persistent link: https://www.econbiz.de/10015386088