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Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions Journal article
Quarterly Review of Economics and Finance, 2016,Volume: 60,Page: 149-161
Authors:  Cheung,William;  Fung,Scott;  Tam,Lewis
Favorite  |  View/Download:4/0  |  Submit date:2019/08/01
Corporate Financing Decision  Market Liquidity  Market Microstructure  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite  |  View/Download:9/0  |  Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
On the Relationship between Investor Sentiment, VIX and Trading Volume Journal article
Risk Governance and Control, 2016,Volume: 4,Issue: 1,Page: 114-122
Authors:  Simon M. S. So;  Violet U. T. Lei
Favorite  |  View/Download:3/0  |  Submit date:2019/10/24
Sentiment  Volatility  Trading Volume