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Market volatility, market skewness, and the cross-section of expected returns in Chinese equity markets
期刊论文
APPLIED ECONOMICS, 2022, 页码: 17
作者:
Liu, Qing
;
Wang, Shouyang
;
Sui, Cong
收藏
  |  
浏览/下载:16/0
  |  
提交时间:2023/02/07
Volatility risk
risk-neutral skewness
options
cross-sectional regression
asymmetry
Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions
期刊论文
INFORMS JOURNAL ON COMPUTING, 2022, 页码: 19
作者:
Tian, Hu
;
Zheng, Xiaolong
;
Zhao, Kang
;
Liu, Maggie Wenjing
;
Zeng, Daniel Dajun
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  |  
浏览/下载:17/0
  |  
提交时间:2022/07/25
graph representation learning
deep learning
predictive models
business intelligence
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns
期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
作者:
Wang, Yingli
;
Lu, Chang
;
Yang, Xiaoguang
;
Zhang, Qingpeng
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  |  
浏览/下载:46/0
  |  
提交时间:2021/10/26
asymmetric response
Chinese stock market
economic period
individual investors
PMI announcements
rise-chasing and down-freezing
Oil price shocks, investor sentiment, and asset pricing anomalies in the oil and gas industry
期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2020, 卷号: 70
作者:
Zhu, Zhaobo
;
Ji, Qiang
;
Sun, Licheng
;
Zhai, Pengxiang
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  |  
浏览/下载:25/0
  |  
提交时间:2021/01/16
The Illiquidity Premium: Further Evidence from Global and Asia-Pacific Markets
期刊论文
NTU MANAGEMENT REVIEW, 2019, 卷号: 29, 期号: 1, 页码: 1-24
作者:
Amihud, Yakov
;
Hameed, Allaudeen
;
Kang, Wenjin
;
Zhang, Huiping
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  |  
浏览/下载:9/0
  |  
提交时间:2019/08/22
illiquidity
illiquidity premium
international stock markets
The impact of oil price changes on stock returns of new energy industry in China: A firm-level analysis
期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 532
作者:
Zhu, Fan
;
Jin, Faqi
;
Wu, Haiquan*
;
Wen, Fenghua*
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  |  
浏览/下载:16/0
  |  
提交时间:2019/12/03
Oil price
New energy industry
Firm-level
Ownership
China
Enhancing product innovation performance in a dysfunctional competitive environment: The roles of competitive strategies and market-based assets
期刊论文
INDUSTRIAL MARKETING MANAGEMENT, 2018, 卷号: 73, 页码: 7-20
作者:
Liu, Weiping
;
Atuahene-Gima, Kwaku
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浏览/下载:8/0
  |  
提交时间:2019/08/22
Dysfunctional competition
Product innovation
Performance
Strategy
Market-based assets
China
Risk spillover of international crude oil to China's firms: Evidence from granger causality across quantile.
期刊论文
Energy Economics, 2018, 卷号: Vol.72, 页码: 188-199
作者:
Peng, Cheng
;
Zhu, Huiming
;
Guo, Yawei
;
Chen, Xiuyun
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浏览/下载:2/0
  |  
提交时间:2019/12/26
C14
C22
Crude oil
E44
Firm returns
G15
G32
Q43
Quantile granger causality
Refined oil pricing reform
Risk spillover
VaR
Capturing gains by relocating global production networks: the rise of Chongqing's notebook computer industry, 2008-2014
期刊论文
EURASIAN GEOGRAPHY AND ECONOMICS, 2017, 卷号: 58, 期号: 2, 页码: 231-257
作者:
Gao, Boyang
;
Dunford, Michael
;
Norcliffe, Glen
;
Liu, Zhigao
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  |  
浏览/下载:19/0
  |  
提交时间:2019/09/25
Global value chains
industrial clusters
industrial location
externalities
governance
computer industry
capturing gains
China
Chongqing
What are returns outside trading hours capturing for volatility of individual stocks?
期刊论文
APPLIED ECONOMICS LETTERS, 2016, 卷号: 23, 期号: 16, 页码: 1121-1124
作者:
Wang, Xunxiao
;
Diao, Xundi
;
Chen, Yixiang
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  |  
浏览/下载:28/0
  |  
提交时间:2019/08/22
Volatility
additional leverage effects
additional volatilities
firm heterogeneity
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