20112023

Research activity per year

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  • 2015

    High-frequency news flow and states of asset volatility

    Ho, K. Y., Shi, Y. & Zhang, Z., 4 Feb 2015, Handbook of high frequency trading. Gregoriou, G. N. (ed.). London: Elsevier, p. 359-383 25 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

  • 2014

    A Regime-switching analysis of Asian bank stocks

    Ho, K. Y., Shi, Y. & Zhang, Z., 4 Jun 2014, Handbook of Asian Finance. Volume 1: Financial markets and sovereign wealth funds. Chuen, D. L. K. & Gregoriou, G. N. (eds.). San Diego, CA: Elsevier, p. 105-129 25 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

  • News sentiment and high-frequency volatility dynamics in the Japanese stock market

    Ho, K. Y., Shi, Y. & Zhang, Z., 28 May 2014, Handbook of Asian finance: REITs, trading, and fund performance. Chuen, D. L. K. & Gregoriou, G. N. (eds.). San Diego, CA: Elsevier, Vol. 2. p. 285-308 24 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

  • What drives the time-varying performance of Japanese mutual funds?

    Ho, K-Y., Shi, Y. & Zhang, Z., 28 May 2014, Handbook of Asian finance: REITs, trading, and fund performance. Chuen, D. L. K. & Gregoriou, G. N. (eds.). San Diego, CA: Elsevier, Vol. 2. p. 393-421 29 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review