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Private information transmission, momentum and reversal

Yang, Haijun; Xia, Wei - In: The journal of behavioral finance : a publication of … 21 (2020) 3, pp. 311-322

Persistent link: https://www.econbiz.de/10012287213

Dynamics of momentum in financial markets based on the information diffusion in complex social networks

Cai, Xing; Xia, Wei; Huang, Weihua; Yang, Haijun - In: Journal of behavioral and experimental finance 41 (2024), pp. 1-8

Persistent link: https://www.econbiz.de/10014525982

Will memecoins' surge trigger a crypto crash? : evidence from the connectedness between leading cryptocurrencies and memecoins

Li, Chao; Yang, Haijun - In: Finance research letters 50 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014233882

Which factors matter to deposit insurance coverage limit? : evidence from emerging markets

Chang, Yiming; Yu, Xiangyuan; Zhao, Shangmei; Yang, Haijun - In: The Singapore economic review 67 (2022) 4, pp. 1421-1446

Persistent link: https://www.econbiz.de/10014239859

A comparison of U.S and Chinese financial market microstructure : heterogeneous agent-based multi-asset artificial stock markets approach

Yang, Haijun; Wang, Harry Jiannan; Sun, Gui Ping; Wang, Li - In: Journal of evolutionary economics : JEE 25 (2015) 5, pp. 901-924

Persistent link: https://www.econbiz.de/10011481578

Determinants of deposit insurance coverage

Chang, Yiming; Zhao, Shangmei; Yang, Haijun; He, Jiang; … - In: Prague economic papers : a bimonthly journal of … 27 (2018) 5, pp. 588-605

Persistent link: https://www.econbiz.de/10011918989

How Does Exogenous Shock Change the Structure of Interbank Network? : Evidence from China under COVID-19

Wang, Tongyu; Zhao, Shangmei; Wang, Wentao; Yang, Haijun - 2021

This paper utilizes China’s interbank deposit system under COVID-19 to examine how interbank network changes with considerable uncertainty surrounding exogenous shock. We investigate the interbank network in China by specifying the core-periphery pattern to disentangle the network development...

Persistent link: https://www.econbiz.de/10013323305

A model of information diffusion with asymmetry and confidence effects in financial markets

Yang, Haijun; Qi, Shu; Zhang, Zhou; Koslowsky, David - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012822202

Analysis of stock market volatility : adjusted VPIN with high-frequency data

Yang, Haijun; Feng, Xue - In: International review of economics & finance : IREF 75 (2021), pp. 210-222

Persistent link: https://www.econbiz.de/10012692470

The optimal bid-ask price strategies of high-frequency trading and the effect on market liquidity

Yang, Haijun; Ge, Hengshun; Luo, Ying - In: Research in international business and finance 53 (2020), pp. 1-21

Persistent link: https://www.econbiz.de/10012548917