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Systemic risk among Chinese oil and petrochemical firms based on dynamic tail risk spillover networks
Chen, Tingqiang; Zheng, Xin; Wang, Lei - 2025
Persistent link: https://www.econbiz.de/10015374485
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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
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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
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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
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Spillover and cojumps between the US and Chinese stock markets
Li, Xindan; Zhang, Bing - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 23-42
Persistent link: https://www.econbiz.de/10009780551
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Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao; Azencott, Robert; Zhu, Hongliang; Li, Xindan - In: Computational economics 63 (2024) 4, pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
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Modelling and forecasting volatility with high-frequency and VIX information : a component realized EGARCH model with VIX
Wu, Xinyu; Xia, Michelle; Li, Xindan - In: Applied economics 55 (2023) 20, pp. 2273-2291
Persistent link: https://www.econbiz.de/10014294916
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International commodity market and stock volatility predictability : evidence from G7 countries
Wang, Jiashun; Wang, Jiqian; Ma, Feng - In: International review of economics & finance : IREF 90 (2024), pp. 62-71
Persistent link: https://www.econbiz.de/10014446887
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Finance and firm volatility : evidence from small business lending in China
Chen, Tao; Huang, Yi; Chen, Lin; Sheng, Zixia - In: Management science : journal of the Institute for … 68 (2022) 3, pp. 2226-2249
Persistent link: https://www.econbiz.de/10013268060
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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