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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
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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
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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
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Research on the spillover effect of RMB exchange rate fluctuation on the exchange rate of major countries along the "Belt and Road"
Maojia, Guo; Li, Fei - In: Studies on China's Special Economic Zones 5, (pp. 127-142). 2023
Persistent link: https://www.econbiz.de/10014309798
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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
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Cash holdings and oil price uncertainty exposures
Wu, Xi; Wang, Yudong; Tong, Xinle - In: Energy economics 99 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10012888459
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Does herding effect help forecast market volatility? : evidence from the Chinese stock market
Wang, Yide; Yu, Chao; Zhao, Xujie - In: Journal of forecasting 42 (2023) 5, pp. 1275-1290
Persistent link: https://www.econbiz.de/10014338876
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Superstition and risk taking : evidence from "zodiac year" beliefs in China
Fisman, Raymond; Huang, Wei; Ning, Bo; Pan, Yue; Qiu, … - In: Management science : journal of the Institute for … 69 (2023) 9, pp. 5174-5188
Persistent link: https://www.econbiz.de/10014392900
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Volatility analysis based on GARCH-type models : evidence from the Chinese stock market
Wang, Yuling; Xiang, Yunshuang; Lei, Xinyu; Zhou, Yucheng - In: Economic research 35 (2022) 1,3, pp. 2530-2554
Persistent link: https://www.econbiz.de/10014382202
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Forecasting aggregate stock market volatility with industry volatilities : the role of spillover index
He, Mengxi; Wang, Yudong; Zeng, Qing; Zhang, Yaojie - In: Research in international business and finance 65 (2023), pp. 1-18
Persistent link: https://www.econbiz.de/10014435752