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STOCK RETURNS AND VOLATILITY O...
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Volatility
Theorie
98
Theory
98
China
85
Portfolio selection
59
Portfolio-Management
59
Financial market
48
Finanzmarkt
48
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47
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45
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35
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34
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34
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30
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25
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25
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Derivat
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6
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English
24
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Lee, Cheng F.
19
Rui, Oliver Meng
5
Shi, Weihua
5
Chen, Gong-meng
3
Wang, Steven Shuye
3
Chen, Ren-Raw
2
Chen, Yibing
2
Chien, Chin-chen
2
Eisenberg, Laurence K.
2
Kao, Lie-Jane
2
Lee, Han-Hsing
2
Wang, Andrew M. L.
2
Ang, Kian Ping
1
Chang, Jow-Ran
1
Chiou, Wan-jiun Paul
1
Choi, Yoon K.
1
Firth, Michael Anthony
1
Hung, Mao-Wei
1
Kwok, Chuck C. Y.
1
Lee, Alice C.
1
Lee, Bong-soo
1
Lee, John
1
Li, Jianping
1
Lu, Hsin-Min
1
Rahman, Shafiqur
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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Review of Pacific Basin financial markets and policies
4
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 2
3
Review of quantitative finance and accounting
3
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4
2
International review of economics & finance : IREF
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of international money and finance
1
Journal of multinational financial management
1
Portfolio construction, measurement, and efficiency : essays in honor of Jack Treynor
1
Quantitative finance
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
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1
The day-of-the-week regulatiry in the stock markets of China
Chen, Gong-meng
;
Kwok, Chuck C. Y.
;
Rui, Oliver Meng
- In:
Journal of multinational financial management
11
(
2001
)
2
,
pp. 139-163
Persistent link: https://www.econbiz.de/10001561110
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2
The effectiveness of price limits and stock characteristics : evidence from the Shanghai and Shenzhen stock exchanges
Chen, Gong-meng
;
Rui, Oliver Meng
;
Wang, Steven Shuye
- In:
Review of quantitative finance and accounting
25
(
2005
)
2
,
pp. 159-182
Persistent link: https://www.econbiz.de/10003124817
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3
Stock returns and volatility on China's stock markets
Lee, Cheng F.
;
Rui, Oliver Meng
-
2024
Persistent link: https://www.econbiz.de/10015046859
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4
Nonparametric estimation of structural change points in volatility models for time series
Chen, Gong-meng
;
Choi, Yoon K.
;
Zhou, Yong
- In:
Journal of econometrics
126
(
2005
)
1
,
pp. 79-114
Persistent link: https://www.econbiz.de/10002538638
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5
Return and volatility behavior of dually-traded stocks : the case of Hong Kong
Wang, Steven Shuye
;
Rui, Oliver Meng
;
Firth, Michael Anthony
- In:
Journal of international money and finance
21
(
2002
)
2
,
pp. 265-293
Persistent link: https://www.econbiz.de/10001653942
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6
Information transmission between the NASDAQ and Asian second board markets
Lee, Bong-soo
;
Rui, Oliver Meng
;
Wang, Steven Shuye
- In:
Journal of banking & finance
28
(
2004
)
7
,
pp. 1637-1670
Persistent link: https://www.econbiz.de/10002100513
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7
Intraday return volatility process : evidence from NASDAQ stocks
Rahman, Shafiqur
;
Lee, Cheng F.
;
Ang, Kian Ping
- In:
Review of quantitative finance and accounting
19
(
2002
)
2
,
pp. 155-180
Persistent link: https://www.econbiz.de/10001719974
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8
Assessing the impact of political unrest on currency returns : a look at Latin America
Chien, Chin-chen
;
Lee, Cheng F.
;
Wang, Andrew M. L.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
1
,
pp. 155-162
Persistent link: https://www.econbiz.de/10001648626
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9
Time-changed GARCH versus the GARJI model for prediction of extreme news events : an empirical study
Kao, Lie-Jane
;
Wu, Po-cheng
;
Lee, Cheng F.
- In:
International review of economics & finance : IREF
21
(
2012
)
1
,
pp. 115-129
Persistent link: https://www.econbiz.de/10009428082
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10
Volatility persistence of high-frequency returns in the Japanese government bond futures market
Shi, Weihua
;
Lee, Cheng F.
- In:
Review of Pacific Basin financial markets and policies
11
(
2008
)
4
,
pp. 511-530
Persistent link: https://www.econbiz.de/10003816725
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