Zeyang Ivy Zhou|Zeyang Zhou

Zeyang Ivy Zhou|Zeyang Zhou

University of Wollongong - Wollongong / Australia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5197283
person_outline Zeyang Ivy Zhou|Zeyang Zhou's MOST POPULAR ARTICLES
1-) Commonality in liquidity across international borders: Evidence from futures marketsA Frino, V Mollica, Z ZhouJournal of Futures Markets 34 (8), 807-818, 2014222014
2-) COVID-19 pandemic and liquidity commonalityS Suardi, C Xu, ZI ZhouJournal of International Financial Markets, Institutions and Money 78, 101572, 2022142022
3-) Are option traders more informed than Twitter users? A PVAR analysisA Frino, C Xu, ZI ZhouJournal of Futures Markets 42 (9), 1755-1771, 2022112022
4-) Impact of algorithmic trading on speed of adjustment to new information: Evidence from interest rate derivativesA Frino, M Garcia, Z ZhouJournal of Futures Markets 40 (5), 749-760, 2020112020
5-) Asymmetry in the permanent price impact of block purchases and sales: Theory and empirical evidenceA Frino, V Mollica, MG Romano, Z ZhouJournal of Futures Markets 37 (4), 359-373, 201782017