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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:9/0  |  Submit date:2019/08/02
Local Versus non-Local Chinese Media  Media Capture  Pead  
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  
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:3/0  |  Submit date:2019/02/14
Co-jump  Co-volatility  High-frequency Finance  Idiosyncratic Jumps  Itô Semi-martingale  Microstructure Noise  Non-synchronous Trading