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Local versus non-local effects of Chinese media and post-earnings announcement drift Journal article
Journal of Banking and Finance, 2019,Volume: 106,Page: 82-92
Authors:  Kim,Jeong Bon;  Li,Liuchuang;  Yu,Zhongbo;  Zhang,Hao
Favorite  |  View/Download:12/0  |  Submit date:2019/08/02
Local Versus non-Local Chinese Media  Media Capture  Pead  
Disentangling the effect of jumps on systematic risk using a new estimator of integrated co-volatility Journal article
Journal of Banking and Finance, 2013,Volume: 37,Issue: 5,Page: 1777-1786
Authors:  Wang K.;  Liu J.;  Liu Z.
Favorite  |  View/Download:4/0  |  Submit date:2019/02/14
Co-jump  Co-volatility  High-frequency Finance  Idiosyncratic Jumps  Itô Semi-martingale  Microstructure Noise  Non-synchronous Trading  
Liquidity and asset pricing: Evidence from the Hong Kong stock market Journal article
Journal of Banking and Finance, 2011,Volume: 35,Issue: 9,Page: 2217
Authors:  Lam K.S.K.;  Tam L.H.K.
Favorite  |  View/Download:12/0  |  Submit date:2018/10/30
Asset Pricing  Factor Model  Fama French Three Factors  Higher Moment  Hong Kong Stock Market  Liquidity  Momentum  
Concentrated control, institutions, and banking sector: An international study Journal article
Journal of Banking and Finance, 2010,Volume: 34,Issue: 3,Page: 485
Authors:  Haw I.-M.;  Ho S.S.M.;  Hu B.;  Wu D.
Favorite  |  View/Download:6/0  |  Submit date:2018/10/30
Bank operations  Bank regulations  Concentrated control  Legal institutions