1007-9807
2014 Issue 3
yu shi ju jin de jin rong xi tong gong cheng ( zhuan ji xu yan )
wang shou yang ;, xiong xiong ;, yang xiao guang ;, zhang wei ;
wang shou yang ;, xiong xiong ;, yang xiao guang ;, zhang wei ;
..............page:1-2
Financial contagion analysis with information disclosed by stages
CHENG Ke;,GAO Yan;,YANG Xiao-guang;,ZHANG Xin-yu;,ZOU Guo-hua;
CHENG Ke;,GAO Yan;,YANG Xiao-guang;,ZHANG Xin-yu;,ZOU Guo-hua;
..............page:3-14
Macroeconomic information and stock price synchronicity: Empirical analysis in Chinese stock markets
YU Qiu-ling;,ZHU Hong-quan;
YU Qiu-ling;,ZHU Hong-quan;
..............page:15-26
..............page:27-36
Research on the dynamic process of credit spreads of China's bonds based on SV model
LIU Shan-cun;,NIU Wei-ning;,ZHOU Rong-xi;
LIU Shan-cun;,NIU Wei-ning;,ZHOU Rong-xi;
..............page:37-48
Risk management based on the CVaR kernel estimator
HUANG Jin-bo;,LI Zhong-fei;,YAO Hai-xiang;
HUANG Jin-bo;,LI Zhong-fei;,YAO Hai-xiang;
..............page:49-59
The effects of characteristics of investor sentiment on stock price behaviors
CHEN Xiao-hong;,HUANG Chuang-xia;,WEN Feng-hua;,XIAO Jin-li;,YANG Xiao-guang;
CHEN Xiao-hong;,HUANG Chuang-xia;,WEN Feng-hua;,XIAO Jin-li;,YANG Xiao-guang;
..............page:60-69
Individual/institutional investor sentiment and stock returns: Study based on Shanghai A-share market
LIU Wei-qi;,LIU Xin-xin;
LIU Wei-qi;,LIU Xin-xin;
..............page:70-87
A new algorithmic trading strategy for high-frequency trading
LI Ping;,YAN Ru-zhen;,ZENG Yong;
LI Ping;,YAN Ru-zhen;,ZENG Yong;
..............page:88-96
..............page:封3