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Institutional ownership and return volatility in the casino industry Journal article
International Journal of Tourism Research, 2018,Volume: 20,Issue: 2,Page: 204-214
Authors:  Yongjia Lin;  Xiaoqing Fu;  Xinhua Gu;  Haiyan Song
Favorite | View/Download:19/0 | TC[WOS]:1 TC[Scopus]:0 | Submit date:2019/08/01
Casino Industry  Institutional Ownership  Stock Return Volatility  
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:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/24
Sentiment  Volatility  Trading Volume  
Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market Journal article
Journal of Banking and Finance, 2014,Volume: 48,Page: 411-424
Authors:  Chang,Eric C.;  Luo,Yan;  Ren,Jinjuan
Favorite | View/Download:8/0 | TC[WOS]:69 TC[Scopus]:0 | Submit date:2019/08/01
Efficiency  Margin Trading  Short Selling  Stabilization  
Quadratic finite element and preconditioning methods for options pricing in the SVCJ model Journal article
Journal of Computational Finance, 2014,Volume: 17,Issue: 3,Page: 3-30
Authors:  Zhang Y.-Y.;  Pang H.-K.;  Feng L.;  Jin X.-Q.
Favorite | View/Download:17/0 | TC[WOS]:2 TC[Scopus]:0 | Submit date:2019/02/11
Jump Diffusion-processes  Stochastic Volatility  American Options  Returns  Systems  Assets  
Emerging Financial Derivatives Understanding exotic options and structured products Book
London:Routledge, 2014
Authors:  Jerome Yen;  Kin Keung Lai
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/10
Economics  Business & Industry  Finance  
Retail investor recognition and the cross section of stock returns Journal article
SSRN Electronic Journal, 2013
Authors:  Eric C. Chang;  Chaoli Guo;  Jinjuan Ren
Favorite | View/Download:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/25
Retail Investor Recognition  Net Equity Issuance  Ownership Breadth  
CE and CEC analysis of phytochemicals in herbal medicines Journal article
ELECTROPHORESIS, 2012,Volume: 33,Issue: 1,Page: 168-179
Authors:  Chen, XJ (Chen, Xiao-jia);  Zhao, J (Zhao, Jing);  Wang, YT (Wang, Yi-tao);  Huang, LQ (Huang, Lu-qi);  Li, SP (Li, Shao-ping)
View | Adobe PDF | Favorite | View/Download:498/23 | TC[WOS]:20 TC[Scopus]:0 | Submit date:2018/11/01
Capillary-zone-electrophoresis  Icellar Electrokinetic Chromatography  Rformance Liquid-chromatography  Flight-mass-spectrometry  Induced Fluorescence Detection  Traditional Chinese Medicine  Amplified Sample Injection  Rhizoma-smilacis-glabrae  Esi-tof-ms  Contactless Conductivity Detection  
New evidence on the relation between return volatility and trading volume Journal article
Journal of Forecasting, 2010,Issue: 29,Page: 502–515
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | View/Download:6/0 | TC[WOS]:23 TC[Scopus]:0 | Submit date:2019/11/01
Return Volatility  High Frequency Data  Trading Volume  Non-linear Granger Causality  
Revisiting Volume vs. GARCH Effects Using Univariate and Bivariate GARCH Models: Evidence from U.S. Stock Markets Book chapter
出自: Handbook of Quantitative Finance and Risk Management:Springer, Boston, MA, 2010, 页码: 1173-1181
Authors:  Zhuo Qiao;  Wing-Keung Wong
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Volatility  Garch Effect  Volume Effect  Turnover  Information Flow  Multivariate Garch  Mixture Of Distributions Hypothesis  
A Markov Regime-Switching Model of Stock Return Volatility: Evidence from Chinese Markets Book chapter
出自: Nonlinear Financial Econometrics: Markov Switching Models, Persistence and Nonlinear Cointegration, London:Palgrave Macmillan UK, 2010, 页码: 49-73
Authors:  Thomas C. Chiang;  Zhuo Qiao;  Wing-Keung Wong
Favorite | View/Download:7/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/01
Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market