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Details about Liang Ding

Workplace:Economics Department, Macalester College, (more information at EDIRC)

Access statistics for papers by Liang Ding.

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

Short-id: pdi135


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Journal Articles

2013

  1. Portfolio reallocation and exchange rate dynamics
    Journal of Banking & Finance, 2013, 37, (8), 3100-3124 Downloads View citations (10)

2012

  1. Exchange rates and oil prices: A multivariate stochastic volatility analysis
    The Quarterly Review of Economics and Finance, 2012, 52, (1), 15-37 Downloads View citations (47)
  2. The Thursday effect of the forward premium puzzle
    International Review of Economics & Finance, 2012, 21, (1), 302-318 Downloads View citations (3)

2011

  1. Asymmetric correlations in equity returns: a fundamental-based explanation
    Applied Financial Economics, 2011, 21, (6), 389-399 Downloads View citations (14)

2010

  1. The Forward Premium Puzzle Across Maturities
    Economics Bulletin, 2010, 30, (2), 1113-1119 Downloads View citations (2)
  2. 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 Downloads View citations (3)

2009

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

2008

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