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Chuanhai Zhang

Zhongnan University of Economics and Law (from arXiv:2010.07659, 2020) · OpenAlex

6 papers in scope · 6 published · 1 on the econ.EM arXiv · 64 citations · h-index 5 (over the papers listed here)

Papers

(1 of 6)

Futures trading activity and the jump risk of spot market: Evidence from the bitcoin market
published2023 · Pacific-Basin Finance Journal · 14 citations · first circulated 2020
with Huan Ma, Xiaosai Liao
Pacific-Basin Finance Journal
The impacts of futures trading on volatility and volatility asymmetry of Bitcoin returns
published2023 · International Review of Financial Analysis · 25 citations
with Huan Ma, Gideon Bruce Arkorful, Zhe Peng
International Review of Financial Analysis
Identifying latent factors based on high-frequency data
published2022 · Journal of Econometrics · 7 citations
with Yucheng Sun, Wen Xu
Journal of Econometrics
Heteroscedasticity test of high‐frequency data with jumps and market microstructure noise
published2022 · Applied Stochastic Models in Business and Industry · 1 citations · first circulated 2020
with Qiang Liu, Zhi Liu
Paper profile Applied Stochastic Models in Business and Industry arXiv:2010.07659
The impact of options introduction on the volatility of the underlying equities: evidence from the Chinese stock markets
published2020 · Quantitative Finance · 9 citations
with Gideon Bruce Arkorful, Haiqiang Chen, Xiaoqun Liu
Quantitative Finance
Jumps at ultra-high frequency: Evidence from the Chinese stock market
published2020 · Pacific-Basin Finance Journal · 8 citations · first circulated 2019
with Zhi Liu, Qiang Liu
Pacific-Basin Finance Journal

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.