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Estimation of spot volatility with superposed noisy data Journal article
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018,Volume: 44,Page: 62-79
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi;  Wang, Li
Favorite  |  View/Download:20/0  |  Submit date:2018/10/30
High Frequency Financial Data  Spot Volatility  Range-based Estimation  Kernel Estimate  Multiple Records  Microstructure Noise  Central Limit Theorem  
Analysis and forecast of tracking performance of Hong Kong exchange-traded funds: Evidence from tracker fund and X iShares A50 Journal article
Review of Pacific Basin Financial Markets and Policies, 2016,Volume: 19,Issue: 4
Authors:  Chu,Patrick Kuok Kun
Favorite  |  View/Download:2/0  |  Submit date:2019/08/02
Co-integration  Economic Correction Model  Exchange-traded Funds  Pricing Deviation  Tracking Ability  
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  
CORPORATE GOVERNANCE AND THE DIVERGENCE OF LEARNING CHANNELS Journal article
Corporate Ownership & Control, 2011,Volume: 8,Issue: 3,Page: 9-17
Authors:  William Cheung;  Adrian Lei;  Libin Tao
Favorite  |  View/Download:3/0  |  Submit date:2019/09/19
Trading Volume  Market Liquidity  Corporate Governance  Stock Price Informativeness  Bid-ask Spread