Research Explorer

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Researcher

Xing Han

Awards & Distinctions

6 Results

2017

Can investor sentiment be a momentum time-series predictor? Evidence from China

Xing HanYouwei Li

A1 Journal Article in JOURNAL OF EMPIRICAL FINANCE

2015

Essays on market microstructure and liquidity

Xing HanMichael Frömmel

Further evidence on foreign exchange jumps and news announcements

Michael FrömmelXing HanFrederick Van Gysegem

A1 Journal Article in EMERGING MARKETS FINANCE AND TRADE

2014

Modeling the daily electricity price volatility with realized measures

Michael FrömmelXing HanStepan Kratochvil

A1 Journal Article in ENERGY ECONOMICS

2013

News, liquidity dynamics and intraday jumps: evidence from the HUF/EUR market

Michael FrömmelXing HanFrederick Van Gysegem

2012

Jumps, news, and liquidity in high-frequency exchange rates

Michael FrömmelXing HanFrederick Van Gysegem