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Sudden changes in volatility in emerging markets : the case of Gulf Arab stock markets

Hammoudeh, Shawkat; Li, Huimin - In: International review of financial analysis 17 (2008) 1, pp. 47-63

Persistent link: https://www.econbiz.de/10003765257

An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets

Zhou, Haigang; Zhu, John Qi - In: Pacific-Basin finance journal 20 (2012) 5, pp. 857-880

Persistent link: https://www.econbiz.de/10009619749

Asset pricing, jump risk, and China's B-share discount puzzle

Zhou, Haigang; Zhu, John Qi - In: International journal of financial services management … 6 (2013) 4, pp. 352-366

Persistent link: https://www.econbiz.de/10010483943

Determinants of returns and volatility of Chinese ADRs at NYSE

Kutan, Ali Mustafa; Zhou, Haigang - In: Journal of multinational financial management 16 (2006) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10003280994

Intraday momentum and reversal in Chinese stock market

Chu, Xiaojun; Gu, Zherong; Zhou, Haigang - In: Finance research letters 30 (2019), pp. 83-88

Persistent link: https://www.econbiz.de/10012420230

Firm characteristics and jump dynamics in stock prices around earnings announcements

Zhou, Haigang; Zhu, John Qi - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-23

Persistent link: https://www.econbiz.de/10012203149

The Cross Section of Jumps around Earnings Announcements

Zhou, Haigang - 2010

Jump dynamics vary greatly across stocks. However, little is known about the causes of such variations and their associations to various firm characteristics. Controlling for information shocks from quarterly earnings announcements, we examine cross-sectional determinants of jumps in stock...

Persistent link: https://www.econbiz.de/10013148252

Causality and volatility spillovers among petroleum prices of WTI, gasoline and heating oil in different locations

Hammoudeh, Shawkat; Li, Huimin; Jeon, Bang-nam - In: The North American journal of economics and finance : a … 14 (2003) 1, pp. 89-114

Persistent link: https://www.econbiz.de/10001763330