S. Leng

Economics and Econometrics · with Li · 2016

A researcher in the Science corpus: 1 paper; trusts 2 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom S. Leng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Roger W. Koenker
  2. Dirk G. Baur

Who trusts S. Leng overall

  1. Liheng Zhang
  2. Ziniu Hu

Papers from S. Leng's perspective

Ordered by how strongly the researchers S. Leng trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Trading Volume and Serial Correlation in Stock Returns
  2. The Dynamic Relation Between Stock Returns, Trading Volume, and Volatility
  3. Causality in quantiles and dynamic stock return–volume relations
  4. Regression Quantiles
  5. Dynamic Volume-Return Relation of Individual Stocks
  6. Stock Return Autocorrelations Revisited: A Quantile Regression Approach
  7. An econometric analysis of nonsynchronous trading
  8. Unit Root Quantile Autoregression Inference
  9. Momentum and Autocorrelation in Stock Returns
  10. The Structure and Degree of Dependence - A Quantile Regression Approach

Their papers