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Researcher

Xing Han

Disciplines:Economic history, Applied economics, Marketing, Macroeconomics and monetary economics, Microeconomics, Tourism

Affiliations

Department of Financial economics (Department)
Member
From13 Sep 2011 → 25 Sep 2016
Ghent University

Publications

1 - 6 of 6

Can investor sentiment be a momentum time-series predictor? Evidence from China(2017)
Authors: Xing Han, Youwei Li
Pages: 212 - 239
Essays on market microstructure and liquidity(2015)
Authors: Xing Han
Further evidence on foreign exchange jumps and news announcements(2015)
Authors: Xing Han, Frederick Van Gysegem
Pages: 774 - 787
Modeling the daily electricity price volatility with realized measures(2014)
Authors: Xing Han, Stepan Kratochvil
Pages: 492 - 502
News, liquidity dynamics and intraday jumps: evidence from the HUF/EUR market(2013)
Authors: Michael Frömmel, Xing Han, Frederick Van Gysegem
Jumps, news, and liquidity in high-frequency exchange rates(2012)
Authors: Xing Han, Frederick Van Gysegem, IA Maksimtsev, AE Karlik, MV Romanovsky
Pages: 195 - 203

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