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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:17/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/05
Chinese Banks  Deposit Insurance  Event Study  Liquidity Risk  Z-score  
Has the difference in stock liquidity and stock returns between Chinese state owned and privately owned enterprises become smaller? Journal article
Finance Research Letters, 2019,Volume: 28,Page: 39-44
Authors:  Qiao,Zhuo;  Pukthuanthong,Kuntara
Favorite | View/Download:8/0 | TC[WOS]:0 TC[Scopus]:1 | Submit date:2019/08/01
Privately Owned Enterprises  Split-share Structure Reform  State Owned Enterprises  Stochastic Dominance  
Stock Liquidity and Corporate Social Responsibility Conference paper
proceedings of 31st Australasian Finance and Banking Conference 2018, Sydney NSW 2052 , Australia, December 13-15, 2018
Authors:  Xin (Simba) Chang;  Weiqiang Tan;  Endong Yang;  Wenrui Zhang
Favorite | View/Download:42/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/10
Stock Liquidity  Short-termism  Corporate Social Responsibility (Csr)  Investor Horizon  
Trade-size clustering and price efficiency Journal article
JAPAN AND THE WORLD ECONOMY, 2019,Volume: 49,Page: 195-203
Authors:  Chen, Tao
Favorite | View/Download:11/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/12/02
Size Clustering  Stealth Trading  Price Efficiency  
Stock return predictability when growth and accrual measures are negatively correlated Journal article
CHINA FINANCE REVIEW INTERNATIONAL, 2019,Volume: 9,Issue: 3,Page: 401-422
Authors:  Luo, Miao;  Chen, Tao;  Cai, Jun
Favorite | View/Download:16/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/12/03
Accrual Effect  Stock Return Predictability  Growth Effect  
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:20/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/02
Cognitive Bias  Emerging Markets  Behavioral Finance  Misevaluation  
The determinants and pricing of liquidity commonality around the world Journal article
JOURNAL OF FINANCIAL MARKETS, 2017,Volume: 33,Page: 22-41
Authors:  Moshirian, Fariborz;  Qian, Xiaolin;  Wee, Claudia Koon Ghee;  Zhang, Bohui
Favorite | View/Download:23/0 | TC[WOS]:11 TC[Scopus]:16 | Submit date:2018/10/30
Liquidity commonality  Pricing of liquidity  International financial markets  
Does market microstructure matter for corporate finance? Theory and evidence on seasoned equity offering decisions Journal article
Quarterly Review of Economics and Finance, 2016,Volume: 60,Page: 149-161
Authors:  Cheung,William;  Fung,Scott;  Tam,Lewis
Favorite | View/Download:6/0 | TC[WOS]:2 TC[Scopus]:2 | Submit date:2019/08/01
Corporate Financing Decision  Market Liquidity  Market Microstructure  
A Self-Organizing State Space Type Microstructure Model for Financial Asset Allocation Journal article
IEEE Access, 2016,Volume: 4,Page: 8035-8043
Authors:  Gan M.;  Chen L.;  Zhang C.-Y.;  Peng H.
Favorite | View/Download:11/0 | TC[WOS]:1 TC[Scopus]:1 | Submit date:2019/02/13
Asset Allocation  Financial Markets  Market Microstructure Model  Monte Carlo Particle Filter  Self-organizing State Space Model  
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:8/0 | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/10/24
Sentiment  Volatility  Trading Volume