Weiwei Qiao

affiliation not provided to SSRN

SCHOLARLY PAPERS

2

DOWNLOADS

309

SSRN CITATIONS

6

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Examining the Day-of-the-Week Effects in Chinese Stock Markets: New Evidence from a Stochastic Dominance Approach

Number of pages: 24 Posted: 22 Dec 2010
Wing-Keung Wong, Weiwei Qiao and Zhuo Qiao
Asia University, Department of Finance, affiliation not provided to SSRN and University of Macau
Downloads 155 (221,622)
Citation 6

Abstract:

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Day-of-the-week effect, Mean-variance criterion, Stochastic dominance, Chinese stock markets

2.

Stock Volatility in the Segmented Chinese Stock Markets: A SWARCH Approach

Number of pages: 33 Posted: 21 Feb 2010
Zhuo Qiao, Weiwei Qiao and Wing-Keung Wong
University of Macau, affiliation not provided to SSRN and Asia University, Department of Finance
Downloads 154 (222,803)

Abstract:

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Markov-Switching ARCH Model, Volatility, Market Segmentation, China Stock Markets