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PubMed Publications| Keyword search (4,163 papers available) |  |
"Zhang J" Authored Publications:
| Title | Authors | PubMed ID | |
|---|---|---|---|
| 1 | Smart Optogenetics for Real-Time Automated Control of Cardiac Electrical Activity | Deng S; Harlaar N; Zhang J; Dekker SO; Kudryashova NN; Zhou H; Bart CI; Jin T; Derevyanko G; van Driel W; Panfilov AV; Poelma RH; de Vries AAF; Zhang G; De Coster T; Pijnappels DA; | 41684280 CHEMBIOCHEM |
| 2 | ADPv2: A hierarchical histological tissue type-annotated dataset for potential biomarker discovery of colorectal disease | Yang Z; Li K; Ramandi SG; Brassard P; Khellaf A; Trinh VQ; Zhang J; Chen L; Rowsell C; Varma S; Plataniotis K; Hosseini MS; | 41658283 ENCS |
| 3 | Myelin basic protein mRNA levels affect myelin sheath dimensions, architecture, plasticity, and density of resident glial cells | Bagheri H; Friedman H; Hadwen A; Jarweh C; Cooper E; Oprea L; Guerrier C; Khadra A; Collin A; Cohen-Adad J; Young A; Victoriano GM; Swire M; Jarjour A; Bechler ME; Pryce RS; Chaurand P; Cougnaud L; Vuckovic D; Wilion E; Greene O; Nishiyama A; Benmamar-Badel A; Owens T; Grouza V; Tuznik M; Liu H; Rudko DA; Zhang J; Siminovitch KA; Peterson AC; | 39023138 CSBN |
| 4 | Effect of COVID-19 on non-performing loans in China | Kryzanowski L; Liu J; Zhang J; | 36164498 JMSB |
| 5 | Multi-label classification for biomedical literature: an overview of the BioCreative VII LitCovid Track for COVID-19 literature topic annotations | Chen Q; Allot A; Leaman R; Islamaj R; Du J; Fang L; Wang K; Xu S; Zhang Y; Bagherzadeh P; Bergler S; Bhatnagar A; Bhavsar N; Chang YC; Lin SJ; Tang W; Zhang H; Tavchioski I; Pollak S; Tian S; Zhang J; Otmakhova Y; Yepes AJ; Dong H; Wu H; Dufour R; Labrak Y; Chatterjee N; Tandon K; Laleye FAA; Rakotoson L; Chersoni E; Gu J; Friedrich A; Pujari SC; Chizhikova M; Sivadasan N; Vg S; Lu Z; | 36043400 ENCS |
| 6 | A polygenic score for acute vaso-occlusive pain in pediatric sickle cell disease | Rampersaud E; Kang G; Palmer LE; Rashkin SR; Wang S; Bi W; Alberts NM; Anghelescu D; Barton M; Birch K; Boulos N; Brandow AM; Brooke RJ; Chang TC; Chen W; Cheng Y; Ding J; Easton J; Hodges JR; Kanne CK; Levy S; Mulder H; Patel AP; Puri L; Rosencrance C; Rusch M; Sapkota Y; Sioson E; Sharma A; Tang X; Thrasher A; Wang W; Yao Y; Yasui Y; Yergeau D; Hankins JS; Sheehan VA; Downing JR; Estepp JH; Zhang J; DeBaun M; Wu G; Weiss MJ; | 34283174 PSYCHOLOGY |
| 7 | Volatility spillover around price limits in an emerging market | Aktas OU; Kryzanowski L; Zhang J; | 32837364 JMSB |
| 8 | Phylogeny reconstruction and hybrid analysis of populus (Salicaceae) based on nucleotide sequences of multiple single-copy nuclear genes and plastid fragments. | Wang Z, Du S, Dayanandan S, Wang D, Zeng Y, Zhang J | 25116432 BIOLOGY |
| Title: | Volatility spillover around price limits in an emerging market | ||||
| Authors: | Aktas OU, Kryzanowski L, Zhang J | ||||
| Link: | https://pubmed.ncbi.nlm.nih.gov/32837364/ | ||||
| DOI: | 10.1016/j.frl.2020.101610 | ||||
| Publication: | Finance research letters | ||||
| Keywords: | Cross-listed; Emerging stock market; Price limits; Same-day news; Volatility spillover; | ||||
| PMID: | 32837364 | Category: | Date Added: | 2020-08-25 | |
| Dept Affiliation: |
JMSB
1 Department of Finance, Operations & Information Systems, Goodman School of Business, Brock University, St. Catharines L2S 3A1, ON, Canada. 2 John Molson School of Business, Concordia University, Montreal H3G 1M8, QC, Canada. 3 Trent School of Business, Trent University, 1600 West Bank Drive, Peterborough, K9L 0G2, ON, Canada. |
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Description: |
The intraday volatility effects of price-limit hits for stocks in the BIST-50 index during a volatile period are examined. Our evidence supports the volatility no-effect, dampening and spillover hypotheses depending on whether the lower or upper price limit is hit and on when the hit begins and ends. Post-hit volatilities tend to be lower for limit hits near the beginning of the first trading session, unchanged for those that transcend a trading session and for upper price-limit hits near the end of either trading session, and higher for lower price-limit hits near the end of either trading session. These results are robust using samples differentiated by cross-listed status, same-day news, equi-distant and trade-by-trade returns and volatility measures accounting for return-series autocorrelations. Our findings have implications for emerging markets planning to impose price-limit bands or to increase their efficacy. |
