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The determinants and pricing of liquidity commonality around the world Journal article
JOURNAL OF FINANCIAL MARKETS, 2017,Volume: 33,Page: 22-41
Authors:  Moshirian, Fariborz;  Qian, Xiaolin;  Wee, Claudia Koon Ghee;  Zhang, Bohui
Favorite | View/Download:20/0 | TC[WOS]:11 TC[Scopus]:0 | Submit date:2018/10/30
Liquidity commonality  Pricing of liquidity  International financial markets  
Determinants of Credit Default Swap Spreads: A Four-Market Panel Data Analysis Journal article
Journal of Finance and Economics, 2017,Volume: 5,Issue: 1,Page: 9-31
Authors:  Matthew C. Li;  Xiaoqing (Maggie) Fu
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/03
Credit Default Swaps  Structural Models  Firm Performance  Macroeconomic Conditions  Financial Crisis  Garch Volatility  
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets Journal article
Journal of Mathematical Finance, 2017,Volume: 7,Page: 881-895
Authors:  Patrick Kuok Kun
Favorite | View/Download:4/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Skewness  Market Returns  Investor Utility  Predictive Regression