(66%) School of Banking and Finance Beijing, China
University of International Business and Economics (UIBE)
No. 10 Huixin East Rd., Chaoyang District, Beijing, 100029
RePEc:edi:sfuibcn (more details at EDIRC)
(34%) China Center for Economic Research (CCER) Beijing, China
RePEc:edi:ccpkucn (more details at EDIRC)
Research outputJump to: Articles
- Huang, Wen & Huang, Zhuo & Matei, Marius & Wang, Tianyi, 2012. "Price Volatility Forecast for Agricultural Commodity Futures： The Role of High Frequency Data," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 83-103, December.
- Tianyi Wang & Zhuo Huang, 2012. "The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective," Annals of Economics and Finance, Society for AEF, vol. 13(1), pages 211-236, May.
CitationsMany of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.
- Tianyi Wang & Zhuo Huang, 2012.
"The Relationship between Volatility and Trading Volume in the Chinese Stock Market: A Volatility Decomposition Perspective,"
Annals of Economics and Finance,
Society for AEF, vol. 13(1), pages 211-236, May.
- Senarathne, Chamil W & Jayasinghe, Prabhath, 2017. "Information Flow Interpretation of Heteroskedasticity for Capital Asset Pricing: An Expectation-based View of Risk," MPRA Paper 78771, University Library of Munich, Germany, revised 04 Apr 2017.
- Slim, Skander & Dahmene, Meriam, 2016. "Asymmetric information, volatility components and the volume–volatility relationship for the CAC40 stocks," Global Finance Journal, Elsevier, vol. 29(C), pages 70-84.
- Dimitrios I. Vortelinos, 2015. "The Effect of Macro News on Volatility and Jumps," Annals of Economics and Finance, Society for AEF, vol. 16(2), pages 425-447, November.
- Jawadi Fredj & Ureche-Rangau Loredana, 2013. "Threshold linkages between volatility and trading volume: evidence from developed and emerging markets," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 17(3), pages 313-333, May.
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