“Conditional Correlation between Exchange Rates and Stock Prices,” The Quarterly Review of Economics and Finance<\/em>, 2021<\/span><\/p>\n\n\n\n \u201cAsymmetric News Effect in Foreign Exchange Market\u201d, with Qianyi Yang (\u201812) , 2017, Applied Economics<\/em><\/p>\n\n\n\n \u201cSchool Quality and Real Estate Prices in China\u201d, with Wanyi Li (\u201812), 2016, International Journal of Housing Markets and Analysis<\/em><\/p>\n\n\n\n \u201cPortfolio Reallocation and Exchange Rate Dynamics\u201d, with Jun Ma, Journal of Banking and Finance<\/em>, 2013, pages 3100-3124.<\/p>\n\n\n\n \u201cExchange Rates and Oil Prices: A Multivariate Stochastic Volatility Analysis\u201d, with Minh Vo, Quarterly Review of Economics and Finance<\/em>, 2012, pages 15-37.<\/p>\n\n\n\n \u201cSemi-Transparency, Dealership Market and Foreign Exchange Market Quality\u201d, with Vittorio Addona and Hao Zou (\u201810), Review of Financial Economics<\/em>, 2012, pages 1\u201313.<\/p>\n\n\n\n \u201cThursday Effect of the Forward Premium Puzzle\u201d, International Review of Economics and Finance,<\/em> 2012, pages 302\u2013318.<\/p>\n\n\n\n \u201cAsymmetric Correlations in Equity Returns: A Fundamental-based Explanation\u201d, with Hiro Miyaki (\u201809) and Hao Zou (\u201810), Applied Financial Economics<\/em>, March 2011, pages 389 – 399.<\/p>\n\n\n\n \u201cThe Electronic Trading Systems and Bid-ask Spreads in the Foreign Exchange Market\u201d, with Jonas Hiltrop (\u201808), Journal of International Financial Markets, Institutions & Money<\/em>, October 2010, 323-345. \u201cThe Forward Premium Puzzle across Maturities\u201d, with Linh To (\u201807), Economics Bulletin<\/em>, 2010, Vol. 30 no.2, 1113-1119.<\/p>\n\n\n\n \u201cBid-ask Spread and Order Size in the Foreign Exchange Market: An Empirical Investigation\u201d, International Journal of Finance and Economics<\/em>, 2009, Volume 14, Issue 1, 98-105.<\/p>\n\n\n\n \u201cMarket Structure and Dealer\u2019s Quoting Behavior in the Foreign Exchange Market\u201d, Liang Ding: Research “Conditional Correlation between Exchange Rates and Stock Prices,” The Quarterly Review of Economics and Finance, 2021 \u201cAsymmetric News Effect in Foreign Exchange Market\u201d, with Qianyi Yang (\u201812) , 2017, Applied Economics \u201cSchool Quality and Real Estate Prices in China\u201d, with Wanyi Li (\u201812), 2016, International Journal of Housing Markets and Analysis \u201cPortfolio […]<\/p>","protected":false},"author":913,"featured_media":0,"parent":196,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"_acf_changed":false,"footnotes":""},"class_list":["post-202","page","type-page","status-publish","hentry"],"acf":[],"_links":{"self":[{"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/pages\/202","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/users\/913"}],"replies":[{"embeddable":true,"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/comments?post=202"}],"version-history":[{"count":5,"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/pages\/202\/revisions"}],"predecessor-version":[{"id":1283,"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/pages\/202\/revisions\/1283"}],"up":[{"embeddable":true,"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/pages\/196"}],"wp:attachment":[{"href":"https:\/\/www.macalester.edu\/economics\/wp-json\/wp\/v2\/media?parent=202"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}
\u00b7 2010 FMA Best Market Microstructure Paper, Semi Final list.<\/p>\n\n\n\n
Journal of International Financial Markets, Institutions & Money<\/em>, 2008, Volume 18, issue 4, pp. 313-325.<\/p>","protected":false},"excerpt":{"rendered":"