Search Results - "Financial markets"

Journal Article

Dependence Structure between China's Stock Market and Other Major Stock Markets before and after the 2008 Financial Crisis

by 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...”

Journal Article

Impact of US Uncertainty on Chinese Stock Market Volatility

by 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...”

Journal Article

Forecasting Excess Returns and Abnormal Trading Volume using Investor Sentiment: Evidence from Chinese Stock Index Futures Market

by Gao, Bin Xie, Jun Published in Emerging markets finance & trade (19.02.2020)

“...We examine the ability of investor sentiment to forecast excess returns and abnormal trading volumes in Chinese stock index futures market. Based on prior...”

Journal Article

The Impact of Financial Development on Energy Demand: Evidence from China

by 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...”

Journal Article

Media Coverage and Decomposition of Stock Market Volatility:Based on the Generalized Dynamic Factor Model

by Qiao, Haishu Su, Yaya Published in Emerging markets finance & trade (19.02.2020)

“...This paper decomposes stock volatility into a market-driven component and an idiosyncratic component using the generalized dynamic factor model and then...”

Journal Article

Volatility Premium and Term Structure of China Blue-Chip Index Options

by 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...”

Journal Article

How Does Shadow Bank Affect Bank Ranking in China?

by 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...”

Journal Article

The Effect of Home Equity on the Risky Financial Portfolio Choice of Chinese Households

by Shi, Xiuzhen He, Zekai Lu, Xiaomeng Published in Emerging markets finance & trade (19.02.2020)

“...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...”

Journal Article

Does Gold Serve as a Hedge for the Stock Market in China? Evidence from a Time-Frequency Analysis

by 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...”

Journal Article

Different Types of Investor Reactions to Annual Reports

by 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...”

Journal Article

A Novel Credit Evaluation Model Based on the Maximum Discrimination of Evaluation Results

by Chi, Guotai Yu, Shanli Zhou, Ying Published in Emerging markets finance & trade (01.09.2020)

“...This paper proposes a novel model for establishing a credit evaluation system, including a system of indicators, indicator weights, and credit scores. A credit...”

Journal Article

Switching from Group Lending to Individual Lending: The Experience at China's Largest Microfinance Institution

by Xu, Yuyun Cheng, Wenli Zhang, Longyao Published in Emerging markets finance & trade (14.07.2020)

“...We analyze group and individual lending using data from 26,579 loan-specific observations in 2014-2016 for CFPA Microfinance, China's largest microfinance...”

Journal Article

The Dynamic Industry Return Predictability: Evidence from Chinese Stock Markets

by 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...”

Journal Article

Alumni Networks and Investment Strategy: Evidence from Chinese Mutual Funds

by 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...”

Journal Article

Predictable Dynamics in the Implied Volatility Surface Based on Weighted Least Squares: Evidence from Soybean Meal Futures Options in China

by Sui, Cong Lung, Peter Yang, Mo Published in Emerging markets finance & trade (01.09.2020)

“...This article examines the dynamics and predictability of the implied volatility surface derived from weighed trading volume. We study the Chinese soybean meal...”

Journal Article

How Does Rural Household Differentiation Affect the Availability of Farmland Management Right Mortgages in China?

by 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...”

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