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Multi-Graph Convolutional Network for Relationship-Driven Stock Movement Prediction Conference paper
Milan, 10-15 Jan. 2021
Authors:  Jiexia Ye;  Juanjuan Zhao;  Kejiang Ye;  Chengzhong Xu
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2021/09/18
Gcn  Graph Convolutional Network  Gru  Relationship  Stock Movement  Stock Price  
Determinants of defaults on P2P lending platforms in China Journal article
International Review of Economics and Finance, 2021,Volume: 72,Page: 334-348
Authors:  Gao,M.;  Yen,J.;  Liu,M.
Favorite |  | TC[WOS]:1 TC[Scopus]:1 | Submit date:2021/03/09
Decomposition methods  Default  Determinants  Failure prediction  Liquidity  Online P2P Lending platforms  Peer-to-peer lending  
Spillover and Profitability of Intraday Herding on Cross-Listed Stocks Journal article
The Chinese Economy, 2019
Authors:  Rose Neng Lai;  Yang Zhang
Favorite |  | TC[WOS]:0 TC[Scopus]:2 | Submit date:2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
Does institutional ownership influence firm performance? Evidence from China Journal article
International Review of Economics and Finance, 2017,Volume: 49,Page: 17-57
Authors:  Lin,Yongjia Rebecca;  Fu,Xiaoqing Maggie
Favorite |  | TC[WOS]:47 TC[Scopus]:55 | Submit date:2019/08/01
China  Firm Performance  Institutional Ownership  
Does institutional ownership influence firm performance? Evidence from China Journal article
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2017,Volume: 49,Page: 17-57
Authors:  Lin, Yongjia Rebecca;  Fu, Xiaoqing Maggie
Favorite |  | TC[WOS]:47 TC[Scopus]:54 | Submit date:2018/10/30
China  Firm performance  Institutional ownership  
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets Journal article
Journal of Mathematical Finance, 2017,Volume: 7,Page: 881-895
Authors:  Patrick Kuok Kun
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/11/11
Skewness  Market Returns  Investor Utility  Predictive Regression  
The stock–bond comovements and cross-market trading Journal article
Journal of Economic Dynamics & Control, 2016,Volume: 73,Page: 417-438
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite |  | TC[WOS]:12 TC[Scopus]:12 | Submit date:2019/08/02
Heterogeneity  Stock–bond Comovement  Markov Switching Var  Threshold Var  
Short Sale, Margin Purchase, and Stock Price Crash Risk Conference paper
SSRN Electronic Journal, Thailand, February 1, 2016
Authors:  Yan Luo;  Jinjuan Ren
Favorite |  | TC[WOS]:0 TC[Scopus]:0 | Submit date:2019/09/25
Crash Risk  Chinese Market  Margin Purchase  Short Sale  
Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies Journal article
Pacific-Basin Finance Journal, 2016,Volume: 36,Page: 31-45
Authors:  Hung Wan Kot;  Lewis H.K. Tam
Favorite |  | TC[WOS]:8 TC[Scopus]:9 | Submit date:2019/12/10
H-shares  Dual Listings  Stock Price Synchronicity  Analyst Coverage  Liquidity Commonality  
ARCH effects, trading volume and the information flow interpretation: empirical evidence from the Chinese stock markets Journal article
Journal of Chinese Economic and Business Studies, 2012,Volume: 10,Issue: 2,Page: 169-191
Authors:  Renzeng Wang;  Jean J. Chen
Favorite |  | TC[WOS]:0 TC[Scopus]:4 | Submit date:2019/08/30
Arch Effects  Information Flow Interpretation  Volume Variants  Contrast Equity Group