information risk, transaction costs, price discovery, earnings announcements
systemic risk, systemically important financial institutions, regulation, bank bailouts
density forecasts; financial risk management; functional autoregressive model
Autoregressive Duration Model (ACD), forecasting, high-frequency data, market microstructure
Causality, price leadership, financial crisis, causality factors
Capital account liberalization, A- and H- share cross listings, short- and long-run price leadership
