Details about Liang Ding
Access statistics for papers by Liang Ding.
Last updated 2014-02-03. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Portfolio reallocation and exchange rate dynamics
Journal of Banking & Finance, 2013, 37, (8), 3100-3124 View citations (10)
- Exchange rates and oil prices: A multivariate stochastic volatility analysis
The Quarterly Review of Economics and Finance, 2012, 52, (1), 15-37 View citations (47)
- The Thursday effect of the forward premium puzzle
International Review of Economics & Finance, 2012, 21, (1), 302-318 View citations (3)
- Asymmetric correlations in equity returns: a fundamental-based explanation
Applied Financial Economics, 2011, 21, (6), 389-399 View citations (14)
- The Forward Premium Puzzle Across Maturities
Economics Bulletin, 2010, 30, (2), 1113-1119 View citations (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 View citations (3)
- 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)
- Market structure and dealers' quoting behavior in the foreign exchange market
Journal of International Financial Markets, Institutions and Money, 2008, 18, (4), 313-325
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.