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The Impact of Deposit Insurance on the Risks and Returns of Commercial Banks: Evidence from China Journal article
Journal of Financial Studies, 2019,Volume: 27,Issue: 1,Page: 1-29
Authors:  Ming-Hua Liu;  Yang Zhang;  Kaimeng Zheng
Favorite | View/Download:15/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/05
Chinese Banks  Deposit Insurance  Event Study  Liquidity Risk  Z-score  
Retail investors’ biased beliefs about stocks that they hold: Evidence from China’s split share structure reform Journal article
The Singapore Economic Review, 2018
Authors:  Yan Luo;  Xiaolin Qian;  Jinjuan Ren;  Yanjian Zhu
Favorite | View/Download:15/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/02
Cognitive Bias  Emerging Markets  Behavioral Finance  Misevaluation  
On the Relationship between Investor Sentiment, VIX and Trading Volume Journal article
Risk Governance and Control, 2016,Volume: 4,Issue: 1,Page: 114-122
Authors:  Simon M. S. So;  Violet U. T. Lei
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/24
Sentiment  Volatility  Trading Volume  
Asset Pricing and Liquidity Risk: China Evidence Conference paper
Proceedings of the 26th Australasian Finance and Banking Conference, Sydney, Australia, 17 – 19 December 2013
Authors:  Keith Lam;  Lewis Tam
Favorite | View/Download:6/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/27
Fama And French Three-factor Model  Asset Pricing  Liquidity Four-factor Model  High Moments  
Liquidity Creation, Bank Capital Structure and Bank Performance in China Journal article
Global Finance Journal, 2013,Volume: 24,Issue: 3,Page: 188-202
Authors:  Adrian C.H.Lei;  ZhuoyunSong
Favorite | View/Download:5/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/19
Liquidity Creation  Bank Capital Structure  Financial Fragility-crowding-out  Risk  China  Absorption  
Liquidity Creation, Banking Reform and Bank Performance in China Journal article
Global Finance Journal, 2013,Volume: 24,Issue: 3,Page: 188-202
Authors:  Adrian C.H.Lei;  ZhuoyunSong
Favorite | View/Download:8/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/18
Risk Absorption  Liquidity Creation  Bank Capital Structure  Financial  Fragility-crowding-out  China  
Liquidity, Fragility and the Credit Crunch: A Theoretical Explanation and the Introduction of Contingent Convertible Bonds Conference paper
Proceedings of 25th Australasian Finance and Banking Conference 2012, The University of New South Wales UNSW Sydney NSW 2052, Australia, 2012-08-22
Authors:  Robert A. Van Order;  Rose Neng Lai
Favorite | View/Download:20/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/17
Fragility  Liquidity  Coco Bonds  
Extreme downside risk and expected stock returns Journal article
Journal of Banking and Finance, 2012,Volume: 36,Issue: 5,Page: 1492
Authors:  Huang W.;  Liu Q.;  Ghon Rhee S.;  Wu F.
Favorite | View/Download:5/0 | TC[WOS]:38 TC[Scopus]:0 | Submit date:2018/10/30
Bankruptcy risk  Extreme downside risk  Generalized extreme value distribution  Idiosyncratic risk