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Number of items: 17.

Chen, Jing, Buckle, Mike, Guo, Qian and Li, Xiaoxi 2019. The impact of multilateral trading facilities on price discovery: Further evidence from the European markets. Financial Markets, Institutions and Instruments 28 (4) , pp. 321-343. 10.1111/fmii.12121
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Chen, Jing, Adams, Mike and Upreti, Vineet 2019. Product-market strategy and underwriting performance in the United Kingdom’s (UK) property-casualty insurance market. European Journal of Finance 25 (11) , pp. 1012-1031. 10.1080/1351847X.2019.1578676
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Chen, Jing, McMillan, David G. and Buckle, Mike 2018. Information transmission across European equity markets during crisis periods. Manchester School 86 (6) , pp. 770-788. 10.1111/manc.12226
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Buckle, Mike, Chen, Jing, Guo, Qian and Li, Xiaoxi 2018. The impact of multilateral trading facilities on price discovery. Financial Markets, Institutions and Instruments 27 (4) , pp. 145-165. 10.1111/fmii.12096
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Tong, Chen, Chen, Jing and Buckle, Mike 2018. A network visualisation approach and global stock market integration. International Journal of Finance and Economics 23 , pp. 296-314.
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Buckle, Mike, Chen, Jing, Guo, Qian and Tong, Chen 2018. Do ETFs lead the price moves? Evidence from the major US markets. International Review of Financial Analysis 58 , pp. 91-103. 10.1016/j.irfa.2017.12.005
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Chen, Jing, Dongb, Yizhe, Houc, Wenxuan and McMillan, David G 2018. Does feedback trading drive return of cross-listed shares? Journal of International Financial Markets, Institutions and Money 53 , pp. 179-199. 10.1016/j.intfin.2017.09.018
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Khashanah, Khaldoun, Chen, Jing and Hawkes, Alan 2018. A slightly depressing jump model: intraday volatility pattern simulation. Quantitative Finance 18 , pp. 213-224. 10.1080/14697688.2017.1403139
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Chen, Jing and McMillan, David 2018. Stock returns, illiquidity and feedback trading. Review of Accounting and Finance 10.1108/RAF-02-2017-0024
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Chen, Jing, Hawkes, Alan, Scalas, Enrico and Trinh, Milan 2017. Performance of information criteria for selection of Hawkes process models of financial data. Quantitative Finance 18 (2) , pp. 225-235. 10.1080/14697688.2017.1403140
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Yang, Steve Y., Liu, Anqi, Chen, Jing and Hawkes, Alan G. 2017. Applications of multi-variate Hawkes process to joint modelling of sentiment and market return events. Quantitative Finance 18 (2) , pp. 295-310. 10.1080/14697688.2017.1403156
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Chen, Jing 2017. Negative real interest rates. The European Journal of Finance 23 (15) , pp. 1447-1467. 10.1080/1351847X.2016.1158729
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Buckle, Mike, Chen, Jing and Williams, Julian M. 2014. Realised higher moments: theory and practice. The European Journal of Finance 22 (13) , pp. 1272-1291. 10.1080/1351847X.2014.885456

Buckle, Mike, Chen, Jing and Williams, Julian 2014. How predictable are equity covariance matrices? Evidence from high-frequency data for four markets. Journal of Forecasting 33 (7) , pp. 542-557. 10.1002/for.2310

Calice, Giovanni, Chen, Jing and Williams, Julian M. 2013. Are there benefits to being naked? The returns and diversification impact of capital structure arbitrage. The European Journal of Finance 19 (9) , pp. 815-840. 10.1080/1351847X.2011.637115

Calice, Giovanni, Chen, Jing and Williams, Julian 2013. Liquidity spillovers in sovereign bond and CDS markets: An analysis of the Eurozone sovereign debt crisis. Journal of Economic Behavior & Organization 85 , pp. 122-143. 10.1016/j.jebo.2011.10.013

Chen, Jing, Buckland, Roger and Williams, Julian 2011. Regulatory changes, market integration and spillover effects in the Chinese A, B and Hong Kong equity markets. Pacific-Basin Finance Journal 19 (4) , pp. 351-373. 10.1016/j.pacfin.2011.01.002

This list was generated on Tue Dec 10 09:14:19 2019 GMT.