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Harnessing the power of real-time forum opinion : unveiling its impact on stock market dynamics using intraday high-frequency data in China
Tang, Zhenpeng; Lin, Qiaofeng; Cai, Yi; Chen, Kaijie; … - In: International review of financial analysis 93 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014543482
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Quantifying the international stock market risk spillover : an analysis based on G-expectation upper variances
Cai, Yi; Tang, Zhenpeng; Chen, Kaijie; Liu, Dinggao - In: Finance research letters 58 (2023) 1, pp. 1-7
Persistent link: https://www.econbiz.de/10014581642