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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:9/0  |  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:1/0  |  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:3/0  |  Submit date:2019/08/01
Efficiency  Margin Trading  Short Selling  Stabilization  
Retail investor recognition and the cross section of stock returns Journal article
SSRN Electronic Journal, 2013
Authors:  Eric C. Chang;  Chaoli Guo;  Jinjuan Ren
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Retail Investor Recognition  Net Equity Issuance  Ownership Breadth  
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
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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
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Stock Market  Stock Return  Garch Model  Conditional Volatility  Chinese Stock Market  
A Markov regime-switching model of stock return volatility: Evidence from Chinese markets Book
2010
Authors:  Chiang,Thomas C.;  Qiao,Zhuo;  Wong,Wing Keung
Favorite  |  View/Download:1/0  |  Submit date:2019/08/01