Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market

Citations

Cited by:

1. Dai, Xingyu & Dai, Peng-Fei & Wang, Qunwei & Ouyang, Zhi-Yi, 2023. "The impact of energy-exporting countries’ EPUs on China’s energy futures investors: Risk preference, investment position and investment horizon," Research in International Business and Finance, Elsevier, vol. 64(C).
2. Bai, Yizhou & Xue, Cheng, 2021. "An empirical study on the regulated Chinese agricultural commodity futures market based on skew Ornstein-Uhlenbeck model," Research in International Business and Finance, Elsevier, vol. 57(C).
3. Xiao, Jihong & Wang, Yudong & Wen, Danyan, 2023. "The predictive effect of risk aversion on oil returns under different market conditions," Energy Economics, Elsevier, vol. 126(C).
4. Toh, Moau Yong & Zhang, Yongmin, 2022. "Bank capital and risk adjustment responses to economic uncertainty: Evidence from emerging Southeast Asian economies," Research in International Business and Finance, Elsevier, vol. 60(C).
5. Çepni, Oğuzhan & Gül, Selçuk & Hacıhasanoğlu, Yavuz Selim & Yılmaz, Muhammed Hasan, 2020. "Global uncertainties and portfolio flow dynamics of the BRICS countries," Research in International Business and Finance, Elsevier, vol. 54(C).
6. Wang, Fengrong & Mbanyele, William & Muchenje, Linda, 2022. "Economic policy uncertainty and stock liquidity: The mitigating effect of information disclosure," Research in International Business and Finance, Elsevier, vol. 59(C).
7. Aloui, Chaker & Asadov, Alam & Al-kayed, Lama & Hkiri, Besma & Danila, Nevi, 2022. "Impact of the COVID-19 outbreak and its related announcements on the Chinese conventional and Islamic stocks’ connectedness," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
8. Mohammed I. Shuaibu & Suleiman O. Mamman & Jamilu Iliyasu & Wang Zhanqin, 2024. "Asymmetric pricing of climate policy uncertainty under heterogeneous stocks market conditions in China: evidence from GARCH and quantile models," Letters in Spatial and Resource Sciences, Springer, vol. 17(1), pages 1-14, December.
9. Zhu, Xuehong & Chen, Ying & Chen, Jinyu, 2021. "Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions," Resources Policy, Elsevier, vol. 73(C).
10. Guan, Jialin & Xu, Huijuan & Huo, Da & Hua, Yechun & Wang, Yunfeng, 2021. "Economic policy uncertainty and corporate innovation: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
11. Sifat, Imtiaz & Zarei, Alireza & Hosseini, Seyedmehdi & Bouri, Elie, 2022. "Interbank liquidity risk transmission to large emerging markets in crisis periods," International Review of Financial Analysis, Elsevier, vol. 82(C).
12. Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
13. Chada, Swechha, 2023. "Economic policy uncertainties and institutional ownership in India," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
14. Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021. "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, vol. 74(C).
    • Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021. "How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses," MPRA Paper 109829, University Library of Munich, Germany.
15. Hu, Debao & Lu, Jingming & Zhao, Sibo, 2024. "Does trade policy uncertainty increase commercial banks’ risk-taking? Evidence from China," International Review of Economics & Finance, Elsevier, vol. 89(PB), pages 532-551.
16. Zhang, Pengcheng & Kong, Deli & Xu, Kunpeng & Qi, Jiayin, 2024. "Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility," Research in International Business and Finance, Elsevier, vol. 67(PB).
17. Bales, Stephan & Burghartz, Kaspar & Burghof, Hans-Peter & Hitz, Lukas, 2023. "Does the source of uncertainty matter? The impact of financial, newspaper and Twitter-based measures on U.S. banks," Research in International Business and Finance, Elsevier, vol. 65(C).
18. Nusair, Salah A. & Al-Khasawneh, Jamal A., 2022. "Impact of economic policy uncertainty on the stock markets of the G7 Countries:A nonlinear ARDL approach," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
19. Paule-Vianez, Jessica & Alcázar-Blanco, Antonio & Coca-Pérez, José Luis, 2022. "Effect of Economic Policy Uncertainty on the investment in numismatic assets: Evidence for the Walking Liberty Half Dollar," Finance Research Letters, Elsevier, vol. 46(PB).
20. Xiao, Jihong & Jiang, Jiajie & Zhang, Yaojie, 2024. "Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 84(C).
21. Babaei, Hamid & Hübner, Georges & Muller, Aline, 2023. "The effects of uncertainty on the dynamics of stock market interdependence: Evidence from the time-varying cointegration of the G7 stock markets," Journal of International Money and Finance, Elsevier, vol. 139(C).
22. Ali, Mohsin & Alam, Nafis & Rizvi, Syed Aun R., 2020. "Coronavirus (COVID-19) — An epidemic or pandemic for financial markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 27(C).
23. Mohamed Malek Belhoula & Walid Mensi & Kamel Naoui, 2024. "Impacts of investor's sentiment, uncertainty indexes, and macroeconomic factors on the dynamic efficiency of G7 stock markets," Quality & Quantity: International Journal of Methodology, Springer, vol. 58(3), pages 2855-2886, June.
24. Oluwatomisin J. Oyewole & Idowu A. Adubiagbe & Oluwasegun B. Adekoya, 2022. "Economic policy uncertainty and stock returns among OPEC members: evidence from feasible quasi-generalized least squares," Future Business Journal, Springer, vol. 8(1), pages 1-10, December.
25. Albulescu, Claudiu Tiberiu, 2021. "COVID-19 and the United States financial markets’ volatility," Finance Research Letters, Elsevier, vol. 38(C).
26. Ahmed, Walid M.A., 2020. "Stock market reactions to domestic sentiment: Panel CS-ARDL evidence," Research in International Business and Finance, Elsevier, vol. 54(C).
27. Mei, Dexiang & Xie, Yutang, 2022. "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, vol. 48(C).
28. William, Mbanyele & Fengrong, Wang, 2022. "Economic policy uncertainty and industry innovation: Cross country evidence," The Quarterly Review of Economics and Finance, Elsevier, vol. 84(C), pages 208-228.
29. Sherif, Mohamed, 2020. "The impact of Coronavirus (COVID-19) outbreak on faith-based investments: An original analysis," Journal of Behavioral and Experimental Finance, Elsevier, vol. 28(C).