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Size matters after all : evidence from the Chinese stock market
Ho, Kin-Yip; An, Jiyoun; Zhang, Zhaoyong - In: China's rise and internationalization : regional and …, (pp. 237-249). 2020
Persistent link: https://www.econbiz.de/10012224031
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What drives the liquidity premium in the Chinese stock market?
An, Jiyoun; Ho, Kin-Yip; Zhang, Zhaoyong - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-17
Persistent link: https://www.econbiz.de/10012665482
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Does US partisan conflict affect China's foreign exchange reserves?
Jiang, Xiandeng; Shi, Yanlin; Zhang, Zhaoyong - In: International review of economics & finance : IREF 75 (2021), pp. 21-33
Persistent link: https://www.econbiz.de/10012692438
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Modeling high-frequency volatility with three-state FIGARCH models
Shi, Yanlin; Ho, Kin-Yip - In: Economic modelling 51 (2015), pp. 473-483
Persistent link: https://www.econbiz.de/10011476127
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Public news arrival and the idiosyncratic volatility puzzle
Shi, Yanlin; Liu, Wai-man; Ho, Kin-Yip - In: Journal of empirical finance 37 (2016), pp. 159-172
Persistent link: https://www.econbiz.de/10011662979
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Public information arrival and stock return volatility : evidence from news sentiment and Markov Regime-Switching Approach
Shi, Yanlin; Ho, Kin-Yip; Liu, Wai-man - In: International review of economics & finance : IREF 42 (2016), pp. 291-312
Persistent link: https://www.econbiz.de/10011625119
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Long memory and regime switching : a simulation study on the Markov regime-switching ARFIMA model
Shi, Yanlin; Ho, Kin-Yip - In: Journal of banking & finance 61 (2015) 2, pp. 189-204
Persistent link: https://www.econbiz.de/10011585562
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Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip; Shi, Yanlin - In: Journal of empirical finance 55 (2020), pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
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News sentiment and states of stock return volatility : evidence from long memory and discrete choice models
Shi, Yanlin; Ho, Kin-Yip - In: Finance research letters 38 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012485650
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Long memory or regime switching in volatility? : evidence from high-frequency returns on the U.S. stock indices
Gao, Guangyuan; Ho, Kin-Yip; Shi, Yanlin - In: Pacific-Basin finance journal 61 (2020), pp. 1-20
Persistent link: https://www.econbiz.de/10012494892