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Stock returns, volatility, and cointegration among Chinese stock markets

Qi Zhou; Zhou, Zhong-guo - In: China & world economy 13 (2005) 2, pp. 106-122

Persistent link: https://www.econbiz.de/10003001439

Dynamic Volatility Connectedness Among Cryptocurrencies and China's Financial Assets in Standard Times and During the COVID-19 Pandemic

Li, Xingyi; Gan, Kai; Zhou, Qi - 2022

In this paper, we use the TVP-VAR model to examine volatility connectedness among four cryptocurrencies and four China’s financial assets in static and dynamic scenarios from January 1, 2014 to August 29, 2022. We find that the dynamic total connectedness of the system consisting of...

Persistent link: https://www.econbiz.de/10013491780

Dynamic volatility connectedness among cryptocurrencies and China's financial assets in standard times and during the COVID-19 pandemic

Li, Xingyi; Gan, Kai; Zhou, Qi - In: Finance research letters 51 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014291554

Double edged coverage? : the impact of the analyst coverage network on stock price volatility

Wang, Lixiang; Fang, Zhiyi; Wen, Jia; Zhou, Qi - In: Pacific-Basin finance journal 91 (2025), pp. 1-13

Persistent link: https://www.econbiz.de/10015404946

The relationship between volatility and expected returns : some evidence for Australia

Darrat, Ali F.; Li, Bin; Benkato, Omar M. - In: International journal of business and economics 10 (2011) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10009309718

R 2 and idiosyncratic risk are not interchangeable

Li, Bin; Rajgopal, Shivaram; Venkatachalam, Mohan - In: The accounting review : a publication of the American … 89 (2014) 6, pp. 2261-2295

Persistent link: https://www.econbiz.de/10010469131

Returns and volatility of water investments

Reza, Rajibur; Tularam, Gurudeo Anand; Li, Bin - In: Cogent economics & finance 6 (2018) 1, pp. 1-33

This study analyzes the stock returns and volatility of the global water industry in different (full, pre-GFC, GFC and post-GFC) periods. The study estimates ARMA (1, 1)-GARCH (1, 1) and EGARCH (1, 1) models on the World Water index (WOWAX), S-Network Global Water Index (S-Net), S&P Global Water...

Persistent link: https://www.econbiz.de/10011898922

Forecasting stock volatility using after-hour information : evidence from the Australian Stock Exchange

Jayawardena, Nirodha I.; Todorova, Neda; Li, Bin; Su, Jen-je - In: Economic modelling 52 (2016), pp. 592-608

Persistent link: https://www.econbiz.de/10011642932

Convenience yield, realised volatility and jumps : evidence from non-ferrous metals

Omura, Akihiro; Li, Bin; Chung, Richard; Todorova, Neda - In: Economic modelling 70 (2018), pp. 496-510

Persistent link: https://www.econbiz.de/10012027980

The macroeconomic determinants of commodity futures volatility : evidence from Chinese and Indian markets

Mo, Di; Gupta, Rakesh; Li, Bin; Singh, Tarlok - In: Economic modelling 70 (2018), pp. 543-560

Persistent link: https://www.econbiz.de/10012027983