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Publications by Sheng-Dao Gan

The Applicability of Time-Varying Sharpe Ratio to Chinese Stock Market -- Take CSI 300 Index as an Example

English

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An Empirical Study of China's Financial Stock Index Futures Effect on Stock Spot Market Based on CSI 300

International Journal of Multimedia and Ubiquitous Engineering

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Time Varying Volatility in the Indian Stock Market

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Dynamic Analysis on the Volatility of China Stock Market Based on CSI 300: A Financial Security Perspective

International Journal of Security and its Applications

Computer Science

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Measuring, Forecasting and Explaining Time Varying Liquidity in the Stock Market

SSRN Electronic Journal

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An Empirical Analysis of the Interaction Between Shanghai and Shenzhen 300 Stock Index Futures and Stock

DEStech Transactions on Social Science, Education and Human Science

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Can Time-Varying Risk of Rare Disasters Explain Aggregate Stock Market Volatility?

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Dynamic Interactions Between Intraday Returns and Trading Volume on the CSI 300 Index Futures: An Application of an SVAR Model

Mathematical Problems in Engineering

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The Functionality of Book-To-Market Ratio in Chinese Markets

International Research in Economics and Finance

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The Applicability of the Gland/Wall Ratio (Reid-Index) to Clinicopathological Correlation Studies.

Respiratory Medicine

English