Details about Liang Ding

Access statistics for papers by Liang Ding.

Last updated 2014-02-03. Update your information in the RePEc Author Service.

Short-id: pdi135

Journal Articles

2013

1. Portfolio reallocation and exchange rate dynamics
   Journal of Banking & Finance, 2013, 37, (8), 3100-3124 View citations (14)

2012

2. Exchange rates and oil prices: A multivariate stochastic volatility analysis
   The Quarterly Review of Economics and Finance, 2012, 52, (1), 15-37 View citations (76)
3. The Thursday effect of the forward premium puzzle
   International Review of Economics & Finance, 2012, 21, (1), 302-318 View citations (3)

2011

4. Asymmetric correlations in equity returns: a fundamental-based explanation
   Applied Financial Economics, 2011, 21, (6), 389-399 View citations (20)

2010

5. The Forward Premium Puzzle Across Maturities
   Economics Bulletin, 2010, 30, (2), 1113-1119 View citations (2)
6. The electronic trading systems and bid-ask spreads in the foreign exchange market
   Journal of International Financial Markets, Institutions and Money, 2010, 20, (4), 323-345 View citations (6)

2009

7. Bid-ask spread and order size in the foreign exchange market: an empirical investigation
   International Journal of Finance & Economics, 2009, 14, (1), 98-105 View citations (12)

2008

8. Market structure and dealers' quoting behavior in the foreign exchange market
   Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 313-325