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1by Ji, Hao Wang, Hao Xu, Jia Liseo, Brunero Published in Emerging markets finance & trade (01.09.2020)“...To investigate changes in the dependence structure between China's stock market and other important international stock markets as a result of the 2008 global...”
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2by Hua, Renhai Zhao, Pengfei Yu, Honghai Fang, Libing Published in Emerging markets finance & trade (19.02.2020)“...The process of opening the Chinese stock market has sped up in the last two decades. This paper investigates the effects of the uncertainty in the US measured...”
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3“...We examine the ability of investor sentiment to forecast excess returns and abnormal trading volumes in Chinese stock index futures market. Based on prior...”
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4by Bano, Sadia Zhao, Yuhuan Ahmad, Ashfaq Wang, Song Liu, Ya Published in Emerging markets finance & trade (02.01.2019)“...Foreign direct investment (FDI) inflows are important for economic development in all countries, especially developing ones. In many developing countries, FDI...”
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5by Liu, Lu Zhou, Chong Huang, Junbing Hao, Yu Published in Emerging markets finance & trade (26.01.2018)“...An autoregressive distributed lag (ARDL) bounds approach and vector error correction model (VECM) are used here to better understand the role of financial...”
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6by Huang, Xinming Liu, Jie Zhang, Xinjie Zhu, Yinglun Published in Emerging markets finance & trade (19.02.2020)“...This article constructs China VIX with ETFs option data from SSE, HKEx, and CBOE, and investigates the corresponding volatility premiums and volatility term...”
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7“...This paper decomposes stock volatility into a market-driven component and an idiosyncratic component using the generalized dynamic factor model and then...”
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8by Shen, Chung-Hua Wu, Meng-Wen Chen, Ting-Hsuan Wang, Jiahua Published in Emerging markets finance & trade (19.02.2020)“...This study analyzes the safety and soundness of the Chinese banking system based on capital adequacy, asset quality, management, earnings, liquidity, and...”
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9by Chuang, Chung-Chu Wang, Yi-Hsien Yeh, Tsai-Jung Published in Emerging markets finance & trade (19.02.2020)“...The higher moments of hedged portfolio returns often influence the calculation of value-at-risk (VaR). To establish future short and long hedged portfolios,...”
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10“...Using a large and unique household level dataset, we examine the effect of home equity appreciation during the housing boom on shareholdings of risky financial...”
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11“...This study explores the relationship between government support and the behaviors of participants in a corporate bond market. The "implicit guarantee" of bonds...”
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12by Ming, Lei Shen, Yao Yang, Shenggang Zhu, Sangzhi Zhu, Hong Published in Emerging markets finance & trade (19.02.2020)“...This paper uses a wavelet approach to examine the relationship between gold prices and the Chinese stock market over the past quarter-century. Our empirical...”
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13by Li, Zhuwei Wang, Baolu Fu, Yuan Shi, Yongdong Su, Xuexin Published in Emerging markets finance & trade (19.02.2020)“...This study analyzes the different investor behaviors after the release of annual reports and their reactions to revenue information. Accordingly, we use a...”
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14“...This paper proposes a novel model for establishing a credit evaluation system, including a system of indicators, indicator weights, and credit scores. A credit...”
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15“...We analyze group and individual lending using data from 26,579 loan-specific observations in 2014-2016 for CFPA Microfinance, China's largest microfinance...”
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16by Zhang, Wenlong Zhang, Yanying Zhang, Gaiyan Han, Ke Chen, Lirong Published in Emerging markets finance & trade (14.07.2020)“...This paper examines the dynamics, direction, and determinants of industry return predictability in Chinese stock markets during the period 1993-2015. Using the...”
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17by Zhang, Xindong Xue, Haiyan Zhang, Yongmin Ding, Shusheng Published in Emerging markets finance & trade (01.09.2020)“...Existing theoretical investment literature shows that Tobin's q is a crucial factor of investment, while empirical studies find that cash flow exhibits a more...”
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18by Qi, Tong Li, Jian Xie, Wenjing Ding, Haoyuan Published in Emerging markets finance & trade (01.09.2020)“...While fund managers are connected by interpersonal linkages, the investment strategy of a mutual fund would follow a similar pattern due to interpersonal...”
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19“...This article examines the dynamics and predictability of the implied volatility surface derived from weighed trading volume. We study the Chinese soybean meal...”
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20by Zhang, Heng Luo, Jianchao Cheng, Mingwang Duan, Pei Published in Emerging markets finance & trade (01.09.2020)“...This study employs the Cov-AHP method to determine the weight of each indicator based on the evaluation indicator system for the differentiation level of rural...”