{"id":202,"date":"2017-10-06T16:18:20","date_gmt":"2017-10-06T16:18:20","guid":{"rendered":"https:\/\/www.macalester.edu\/160-economics\/?page_id=202"},"modified":"2024-06-27T15:26:52","modified_gmt":"2024-06-27T15:26:52","slug":"research","status":"publish","type":"page","link":"https:\/\/www.macalester.edu\/economics\/liang-ding-documents\/research\/","title":{"rendered":"Research"},"content":{"rendered":"<h2 class=\"wp-block-heading\">Liang Ding: Research<\/h2>\n\n\n\n<p id=\"screen-reader-main-title\"><span class=\"title-text\">&#8220;Conditional Correlation between Exchange Rates and Stock Prices,&#8221; <em>The Quarterly Review of Economics and Finance<\/em>, 2021<\/span><\/p>\n\n\n\n<p>\u201cAsymmetric News Effect in Foreign Exchange Market\u201d, with Qianyi Yang (\u201812) , 2017,<em> Applied Economics<\/em><\/p>\n\n\n\n<p>\u201cSchool Quality and Real Estate Prices in China\u201d, with Wanyi Li (\u201812), 2016, <em>International Journal of Housing Markets and Analysis<\/em><\/p>\n\n\n\n<p>\u201cPortfolio Reallocation and Exchange Rate Dynamics\u201d, with Jun Ma,<em> Journal of Banking and Finance<\/em>, 2013, pages 3100-3124.<\/p>\n\n\n\n<p>\u201cExchange Rates and Oil Prices: A Multivariate Stochastic Volatility Analysis\u201d, with Minh Vo,<em> Quarterly Review of Economics and Finance<\/em>, 2012, pages 15-37.<\/p>\n\n\n\n<p>\u201cSemi-Transparency, Dealership Market and Foreign Exchange Market Quality\u201d, with Vittorio Addona and Hao Zou (\u201810), R<em>eview of Financial Economics<\/em>, 2012, pages 1\u201313.<\/p>\n\n\n\n<p>\u201cThursday Effect of the Forward Premium Puzzle\u201d, <em>International Review of Economics and Finance,<\/em> 2012, pages 302\u2013318.<\/p>\n\n\n\n<p>\u201cAsymmetric Correlations in Equity Returns: A Fundamental-based Explanation\u201d, with Hiro Miyaki (\u201809) and Hao Zou (\u201810), <em>Applied Financial Economics<\/em>, March 2011, pages 389 &#8211; 399.<\/p>\n\n\n\n<p>\u201cThe Electronic Trading Systems and Bid-ask Spreads in the Foreign Exchange Market\u201d, with Jonas Hiltrop (\u201808),<em> Journal of International Financial Markets, Institutions &amp; Money<\/em>, October 2010, 323-345.<br>\u00b7 2010 FMA Best Market Microstructure Paper, Semi Final list.<\/p>\n\n\n\n<p>\u201cThe Forward Premium Puzzle across Maturities\u201d, with Linh To (\u201807), <em>Economics Bulletin<\/em>, 2010, Vol. 30 no.2, 1113-1119.<\/p>\n\n\n\n<p>\u201cBid-ask Spread and Order Size in the Foreign Exchange Market: An Empirical Investigation\u201d, <em>International Journal of Finance and Economics<\/em>, 2009, Volume 14, Issue 1, 98-105.<\/p>\n\n\n\n<p>\u201cMarket Structure and Dealer\u2019s Quoting Behavior in the Foreign Exchange Market\u201d,<br><em>Journal of International Financial Markets, Institutions &amp; Money<\/em>, 2008, Volume 18, issue 4, pp. 313-325.<\/p>","protected":false},"excerpt":{"rendered":"<p>Liang Ding: Research &#8220;Conditional Correlation between Exchange Rates and Stock Prices,&#8221; 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 [&hellip;]<\/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":[],"aioseo_notices":[],"aioseo_head":"\n\t\t<!-- All in One SEO Pro 5.0.4 - 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