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Asymmetric multifractal features of the price-volume correlation in China’s gold futures market based on MF-ADCCA
Guo, Yaoqi; Yu, Zhuling; Yu, Chenxi; Cheng, Hui; Chen, … - In: Research in international business and finance 58 (2021), pp. 1-14
Persistent link: https://www.econbiz.de/10013287728
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Nonlinear dynamic correlation between geopolitical risk and oil prices : a study based on high-frequency data
Huang, Jianbai; Ding, Qian; Zhang, Hongwei; Guo, Yaoqi; … - In: Research in international business and finance 56 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10013266166
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The impact of settlement time on the volatility of stock markets
Li, Dong - In: Applied financial economics 7 (1997) 6, pp. 689-694
Persistent link: https://www.econbiz.de/10001240752
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Large foreign ownership and firm-level stock return volatility in emerging markets
Li, Donghui; Nguyen, Quang N.; Pham, Peter Kien; Wei, … - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 4, pp. 1127-1155
Persistent link: https://www.econbiz.de/10010217647
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Does foreign institutional ownership increase return volatility? : evidence from China
Chen, Zhian; Du, Jinmin; Li, Donghui; Rui Ouyang - In: Journal of banking & finance 37 (2013) 2, pp. 660-669
Persistent link: https://www.econbiz.de/10009705607
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Impact of the securities transaction tax on stock markets : evidence from Chinese stock markets
Wang, Na; Li, Dong - In: The Chinese economy 45 (2012) 5, pp. 26-49
Persistent link: https://www.econbiz.de/10009686857
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Transaction tax and stock market behavior : evidence from an emerging market
Baltagi, Badi H.; Li, Dong; Li, Qi - In: Empirical economics : a journal of the Institute for … 31 (2006) 2, pp. 393-408
Persistent link: https://www.econbiz.de/10003333479
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On a threshold double autoregressive model
Li, Dong; Ling, Shiqing; Zhang, Rongmao - In: Journal of business & economic statistics : JBES ; a … 34 (2016) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10011691211
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Non-standard inference for augmented double autoregressive models with null volatility coefficients
Jiang, Feiyu; Li, Dong; Zhu, Ke - In: Journal of econometrics 215 (2020) 1, pp. 165-183
Persistent link: https://www.econbiz.de/10012439437
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Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Wei, Yu; Wang, Zhuo; Li, Dongxin; Chen, Xiaodan - In: Finance research letters 47 (2022) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10013459840