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Content
March 2023, Volume 14, Issue 1
- 191-200 Does venture-backed innovation support carbon neutrality?
by Donghui Li & Yingdong Liu & Minxing Sun & Xinjie Wang & Weike Xu
January 2023, Volume 14, Issue 1
- 3-33 A survey on ESG: investors, institutions and firms
by P. Raghavendra Rau & Ting Yu
December 2023, Volume 14, Issue 1
- 34-75 Shaping corporate ESG performance: role of social trust in China's capital market
by Tiantian Tang & Liyan Yang
May 2023, Volume 14, Issue 1
- 146-172 The environmental externality of economic growth target pressure: evidence from China
by Fangying Pang & Hongji Xie
August 2023, Volume 14, Issue 1
- 103-121 The impact of China's green credit policy on enterprise digital innovation: evidence from heavily-polluting Chinese listed companies
by Qiang Lu & Yang Deng & Xinyi Wang & Aiping Wang
October 2023, Volume 14, Issue 1
- 122-145 The deterrent effect of central environmental protection inspection: evidence from Chinese listed companies
by Xiaoyun Wei & Chuanmin Zhao
September 2023, Volume 14, Issue 1
- 173-190 Funding startups using contingent option of value appreciation: theory and formula
by Shaun Shuxun Wang
January 2023, Volume 13, Issue 4
- 568-598 The underlying coherent behavior in intraday dynamic market equilibrium
by Leilei Shi & Xinshuai Guo & Andrea Fenu & Bing-Hong Wang - 682-713 The dynamics of oil prices, uncertainty measures and unemployment: a time and frequency approach
by Opeoluwa Adeniyi Adeosun & Richard O. Olayeni & Mosab I. Tabash & Suhaib Anagreh
September 2023, Volume 13, Issue 4
- 621-632 COVID-19, various government interventions and stock market performance
by Helong Li & Huiqiong Chen & Guanglong Xu & Weiguo Zhang
August 2023, Volume 13, Issue 4
- 537-567 Risk-taking by banks: evidence from European Union countries
by Maria Teresa Medeiros Garcia & Ana Jin Ye
June 2023, Volume 13, Issue 4
- 599-620 Spillover effects of crash and jump events: evidence from Chinese market
by Muhammad Usman & Waheed Akhter & Abdul Haque
May 2023, Volume 13, Issue 4
- 667-681 Investor behavior and psychological effects: herding and anchoring biases in the MENA region
by Faten Tlili & Mustapha Chaffai & Imed Medhioub
May 2023, Volume 13, Issue 3
- 471-508 The COVID-19 pandemic, economic policy uncertainty and the hedging role of cryptocurrencies: a global perspective
by Muhammad Aftab & Inzamam Ul Haq & Mohamed Albaity
June 2023, Volume 13, Issue 3
- 410-443 Risk spillovers connectedness between the US Fintech industry VaR, behavioral biases and macroeconomic instability factors: COVID-19 implications
by Oumayma Gharbi & Yousra Trichilli & Mouna Boujelbéne
January 2023, Volume 13, Issue 3
- 388-409 The impact of the COVID-19 pandemic on bank systemic risk: some cross-country evidence
by Yuanyun Yan & Bang Nam Jeon & Ji Wu
March 2023, Volume 13, Issue 2
- 207-229 Family ownership and capital structure: evidence from ASEAN countries
by Trang Khanh Tran & Lan Thi Mai Nguyen
January 2023, Volume 13, Issue 2
February 2023, Volume 13, Issue 2
- 230-262 Firms' financial structure with contingent convertible debt, risky debt and multiple growth options
by Ons Triki & Fathi Abid
October 2022, Volume 14, Issue 1
- 76-102 Environmental, social and governance (ESG) - augmented investments in innovation and firms' value: a fixed-effects panel regression of Asian economies
by Muhammad Azhar Khalil & Rashid Khalil & Muhammad Khuram Khalil
August 2022, Volume 13, Issue 3
- 309-341 Disagreement in economic forecasts and equity returns: risk or mispricing?
by Turan G. Bali & Stephen J. Brown & Yi Tang
December 2022, Volume 13, Issue 3
- 362-387 Uncertainty governance in the stock market during the COVID-19: evidence of the strictest economies in the world
by Sakine Owjimehr & Hooman Hasanzadeh Dastfroosh - 444-470 The hedging role of US and Chinese stock markets against economic and trade policy uncertainty: lessons from recent turbulences
by Sutap Kumar Ghosh & Md. Naiem Hossain & Hosneara Khatun
November 2022, Volume 13, Issue 3
- 342-361 The changing investor demographics of an emerging IPO market during the COVID-19 pandemic
by Lokman Tutuncu
June 2022, Volume 13, Issue 2
- 183-206 Fund style drift and stock price crash risk – analysis of the mediating effect based on corporate financial risk
by Yanlin Sun & Siyu Liu & Shoudong Chen
September 2022, Volume 13, Issue 1
- 1-22 Equilibrium policy portfolios when some investors are restricted from holding certain assets
by Otto Randl & Arne Westerkamp & Josef Zechner
February 2022, Volume 13, Issue 1
- 23-45 Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks
by Kashif Zaheer & Faheem Aslam & Yasir Tariq Mohmand & Paulo Ferreira
January 2022, Volume 13, Issue 1
- 121-139 Does governance quality matter in the nexus of inclusive finance and stability?
by Mallika Saha & Kumar Debasis Dutta
June 2022, Volume 12, Issue 4
- 571-600 Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?
by Thomas C. Chiang
May 2022, Volume 12, Issue 4
- 623-645 Stock market reactions to COVID-19 shocks: do financial market interventions walk the talk?
by Mutaju Isaack Marobhe & Jonathan Mukiza Peter Kansheba
February 2022, Volume 12, Issue 4
- 646-666 Bank competition, interest rate pass-through and the impact of the global financial crisis: evidence from Hong Kong and Macao
by Jingya Li & Zongyuan Li & Ming-Hua Liu
August 2022, Volume 12, Issue 4
- 541-570 Regime shifts in a long-run risks model of stock and treasury bond markets
by Kai Li & Chenjie Xu
May 2022, Volume 12, Issue 3
- 353-377 Trade price clustering in the corporate bond market
by Brittany Cole & Michael A. Goldstein & Shane M. Moser & Robert A. Van Ness
January 2022, Volume 12, Issue 3
- 378-414 An index of cryptocurrency environmental attention (ICEA)
by Yizhi Wang & Brian Lucey & Samuel Alexandre Vigne & Larisa Yarovaya - 415-432 Urban vibrancy, human capital and firm valuation in China
by Danling Jiang & Liu Shuying & Feiyu Li & Hongquan Zhu - 433-450 Social interactions and mutual fund portfolios: the role of alumni networks in China
by Quanxi Liang & Jiangshan Liao & Leng Ling - 451-476 The emotional cost-of-carry: Chinese investor sentiment and equity index futures basis
by Song Cao & Ziran Li & Kees G. Koedijk & Xiang Gao - 519-539 Revisiting the performance of the scaled momentum strategies
by Hilal Anwar Butt & Mohsin Sadaqat & Muhammad Tahir
March 2022, Volume 12, Issue 2
- 241-260 The green bond market and its use for energy efficiency finance in Africa
by Farhad Taghizadeh-Hesary & Abdulrasheed Zakari & Rafael Alvarado & Vincent Tawiah
January 2022, Volume 12, Issue 2
- 334-350 Investigating the determining factors of sustainable FDI in Vietnam
by Phung Thanh Quang & Ehsan Rasoulinezhad & Nguyen Nhat Linh & Doan Phuong Thao
January 2022, Volume 12, Issue 1
- 20-50 Cryptocurrencies and portfolio diversification in an emerging market
by Lehlohonolo Letho & Grieve Chelwa & Abdul Latif Alhassan
May 2021, Volume 13, Issue 4
- 633-666 The impact of chief executive officer turnover on strategic change: a model of mediating effect and joint moderating effect
by Renhuai Liu & Chao Li & Mengjun Huo
January 2021, Volume 13, Issue 4
- 714-733 Does the research meeting affect the shareholding ratio of institutional investors in listed companies? Empirical evidence from China
by Jingqin Zhang & Yong Ye
November 2021, Volume 13, Issue 3
- 509-533 Pandemic, risk-adaptation and household saving: evidence from China
by Yixing Zhang & Xiaomeng Lu & Haitao Yin & Rui Zhao
July 2021, Volume 13, Issue 2
- 263-284 Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information
by Qiaoqi Lang & Jiqian Wang & Feng Ma & Dengshi Huang & Mohamed Wahab Mohamed Ismail
January 2021, Volume 13, Issue 1
- 63-78 Public pension and borrowing behavior: evidence from rural China
by Conglong Fang & Qinghua Shi
December 2021, Volume 13, Issue 1
- 79-101 The dynamic interaction between investor attention and green security market: an empirical study based on Baidu index
by Yang Gao & Yangyang Li & Yaojun Wang
June 2021, Volume 13, Issue 1
- 46-62 Lottery preference and stock market participation: evidence from China
by Tingting Zhang & Desheng Wei & Zhifeng Liu & Xihao Wu
May 2021, Volume 13, Issue 1
- 102-120 How does investor sentiment impact stock volatility? New evidence from Shanghai A-shares market
by Dejun Xie & Yu Cui & Yujian Liu
October 2021, Volume 12, Issue 4
- 601-622 Management geographical proximity and stock price crash risk
by Xin Jin & Shangkun Liang & Junli Yu
July 2021, Volume 12, Issue 3
- 496-518 Making of an innovative economy: a study of diversity of Chinese enterprise innovation
by Nimesh Salike & Yanghua Huang & Zhifeng Yin & Douglas Zhihua Zeng
April 2021, Volume 12, Issue 3
- 477-495 Can we-media information disclosure drive listed companies' innovation?—From the perspective of financing constraints
by Hongbin Huang & Yani Sun & Qingling Chu
June 2021, Volume 12, Issue 2
- 203-218 Energy efficiency financing and the role of green bond: policies for post-Covid period
by Chuc Anh Tu & Ehsan Rasoulinezhad
August 2021, Volume 12, Issue 2
- 280-296 The impact of green finance, economic growth and energy usage on CO2emission in Vietnam – a multivariate time series analysis
by Quyen Ha Tran - 297-316 Role of green financing and corporate social responsibility (CSR) in technological innovation and corporate environmental performance: a COVID-19 perspective
by Ala Eldin Awawdeh & Mohammed Ananzeh & Ahmad Ibrahiem El-khateeb & Ahmad Aljumah - 317-333 Does green finance matter for sustainable entrepreneurship and environmental corporate social responsibility during COVID-19?
by Muhammad Sadiq & Sakkarin Nonthapot & Shafi Mohamad & Ooi Chee Keong & Syed Ehsanullah & Nadeem Iqbal
October 2021, Volume 12, Issue 2
- 261-279 The impact of green finance and Covid-19 on economic development: capital formation and educational expenditure of ASEAN economies
by Quang-Thanh Ngo & Hoa Anh Tran & Hai Thi Thanh Tran
November 2021, Volume 12, Issue 2
- 219-240 Energy financing in COVID-19: how public supports can benefit?
by Sajid Iqbal & Ahmad Raza Bilal
September 2021, Volume 12, Issue 1
- 69-100 Last hour momentum in the Chinese stock market
by Lu Yang - 101-120 Are corporate social responsibility reports informative? Evidence from textual analysis of banks in China
by Jerry C. Ho & Ting-Hsuan Chen & Jia-Jin Wu
December 2021, Volume 12, Issue 1
- 1-19 Financial statement analysis: a review and current issues
by Andrew B. Jackson - 121-160 Corporate bond spreads and understated pension liabilities
by Huan Yang & Jun Cai
January 2021, Volume 12, Issue 1
- 180-197 China's outward foreign direct investment and bilateral export sophistication: a cross countries panel data analysis
by Faheem Ur Rehman & Abul Ala Noman
November 2021, Volume 12, Issue 1
- 51-68 Cryptocurrency as a safe haven for investment portfolios amid COVID-19 panic cases of Bitcoin, Ethereum and Litecoin
by Mutaju Isaack Marobhe
June 2021, Volume 11, Issue 4
- 522-551 Earnings management when firms face mandatory contributions
by Yiyi Qin & Jun Cai & Steven Wei
April 2021, Volume 11, Issue 4
- 437-448 Familial altruism and reputation risk: evidence from China
by Hanqing “Chevy” Fang & Yulin Shi & Zhenyu Wu
August 2021, Volume 11, Issue 4
- 449-473 Catastrophe risk, reinsurance and securitized risk-transfer solutions: a review
by Yang Zhao & Jin-Ping Lee & Min-Teh Yu
September 2021, Volume 11, Issue 4
- 502-521 The global business cycle and speculative demand for crude oil
by Elisabete Neves & Vítor Oliveira & Joana Leite & Carla Henriques
March 2021, Volume 11, Issue 4
- 474-501 Geopolitical risk, economic policy uncertainty and asset returns in Chinese financial markets
by Thomas C. Chiang
February 2021, Volume 11, Issue 4
- 552-572 What do we know about cryptocurrency? Past, present, future
by Mohammed Sawkat Hossain
May 2021, Volume 11, Issue 3
- 287-301 The COVID-19 pandemic and sovereign credit risk
by Wei-Fong Pan & Xinjie Wang & Ge Wu & Weike Xu - 349-371 Ex-ante risk management and financial stability during the COVID-19 pandemic: a study of Vietnamese firms
by Lan Thi Mai Nguyen & Phi Hoang Dinh - 372-405 How can an economic scenario generation model cope with abrupt changes in financial markets?
by Yi-Hsi Lee & Ming-Hua Hsieh & Weiyu Kuo & Chenghsien Jason Tsai
July 2021, Volume 11, Issue 3
- 302-321 Epidemics and Chinese firms' stock returns: is COVID-19 different?
by Quang Thi Thieu Nguyen & Dao Le Trang Anh & Christopher Gan - 322-348 Impact of COVID‐19 pandemic on risk transmission between googling investor’s sentiment, the Chinese stock and bond markets
by Taicir Mezghani & Mouna Boujelbène & Mariam Elbayar - 406-433 Government support for SMEs in response to COVID-19: theoretical model using Wang transform
by Shaun Shuxun Wang & Jing Rong Goh & Didier Sornette & He Wang & Esther Ying Yang
November 2020, Volume 13, Issue 2
- 285-303 Does VPIN provide predictive information for realized volatility forecasting: evidence from Chinese stock index futures market
by Conghua Wen & Fei Jia & Jianli Hao
October 2020, Volume 13, Issue 1
- 140-155 The role of model bias in predicting volatility: evidence from the US equity markets
by Yan Li & Lian Luo & Chao Liang & Feng Ma
December 2020, Volume 12, Issue 1
- 161-179 Dual and single hedging strategy: a novel comparison from the direct and cross hedging perspective
by Yun Feng & Yan Cui
August 2020, Volume 11, Issue 2
- 230-258 The inverted U-shaped relationship between crowdfunding success and reward options and the moderating effect of price differentiation
by Zhigang Cai & Pengzhu Zhang & Xiao Han - 259-281 The impact of closing mechanism changes: evidence from the Shanghai stock market
by Dan Ma & Chunfeng Wang & Zhenming Fang & Ziwei Wang
October 2020, Volume 11, Issue 2
September 2020, Volume 11, Issue 2
- 185-200 Whether stock market provides high returns: evidence from skewness of individual stocks in China
by Tianning Ma & Shuo Li & Xu Feng
July 2020, Volume 11, Issue 2
- 201-229 Do FDI inflows affect the off-balance sheet activities of banks in GCC economies?
by Abdulazeez Y.H. Saif-Alyousfi
August 2020, Volume 11, Issue 1
- 92-123 Venture capital network and the M&A performance of listed companies
by Yonghong Jin & Meng Xu & Wei Wang & Yuqin Xi - 124-141 Heterogeneous beliefs and idiosyncratic volatility puzzle: evidence from China
by Mao He & Juncheng Huang & Hongquan Zhu
July 2020, Volume 11, Issue 1
- 26-52 Inference for variance risk premium
by Shuang Zhang & Song Xi Chen & Lei Lu - 53-72 Impact of uncertainty on foreign exchange market stability: based on the LT-TVP-VAR model
by Jingshan Liu
June 2020, Volume 11, Issue 1
- 1-25 Consumer finance/household finance: the definition and scope
by Jing Jian Xiao & Chunsheng Tao - 73-91 Economic policy uncertainty and firms' labor investment decision
by Jian Chu & Junxiong Fang
April 2020, Volume 10, Issue 4
- 429-445 Corporate cash savings and discretionary accruals
by Jianjun Jia & Lili Shao & Zhenzhen Sun & Fang Zhao
May 2020, Volume 10, Issue 4
- 361-376 FinTech and household finance: a review of the empirical literature
by Sumit Agarwal & Yeow Hwee Chua - 393-427 Does macroeconomic uncertainty really matter in predicting stock market behavior? A comparative study on China and USA
by Ghulam Abbas & Shouyang Wang - 473-496 Does opening high-speed railways affect the cost of debt financing? A quasi-natural experiment
by Hongling Guo & Keping Wu
March 2020, Volume 10, Issue 4
- 377-391 Interest rate liberalization and bank liquidity creation: evidence from China
by Jiaming Zhang & Xiangrong Deng
May 2020, Volume 10, Issue 3
- 229-241 Implicit and explicit norms and tools of safety net management
by Edward Kane
June 2019, Volume 11, Issue 2
- 170-184 Fat-tailed stochastic volatility model and the stock market returns in China
by Donglian Ma & Hisashi Tanizaki
November 2019, Volume 10, Issue 4
- 447-472 Risk connectedness of selected CESEE stock markets: a spillover index approach
by Tihana Škrinjarić & Boško Šego
November 2019, Volume 10, Issue 3
- 243-269 How analyst recommendations respond to corporate uncertainty caused by investment behavior
by Longwen Zhang & Minghai Wei - 271-296 Managerial overconfidence, firm transparency, and stock price crash risk
by Quanxi Liang & Leng Ling & Jingjing Tang & Haijian Zeng & Mingming Zhuang - 297-322 Equity incentive schemes, investor protection and corporate performance
by Zili Su & Constantinos Alexiou - 323-346 High-order moments in stock pricing: evidence from the Chinese and US markets
by Yifan Chen & Zilin Chen & Huoqing Tang - 347-360 Research on the relationship between institutional investor research meeting and the performance of listed companies
by Jingqin Zhang & Yong Ye
March 2019, Volume 10, Issue 2
- 143-167 Execution costs, investability, and actual foreign investment in emerging markets
by Hee-Joon Ahn & Jun Cai & Yan-Leung Cheung - 175-196 The nonlinear characteristics of Chinese stock index futures yield volatility
by Xuebiao Wang & Xi Wang & Bo Li & Zhiqi Bai
December 2019, Volume 10, Issue 2
- 113-142 Ownership identity and corporate donations: evidence from a natural experiment in China
by Chun-Keung (Stan) Hoi & Jun Xiong & Hong Zou - 168-174 The two best ways to derive the Black–Scholes PDE
by Paul Wilmott
July 2019, Volume 10, Issue 2
- 197-212 Chinese culture, materialism and corporate supply of trade credit
by Xian Chen & Jakob Arnoldi & Xin Chen
August 2019, Volume 10, Issue 2
- 213-228 Analysis of capital structure stability of listed firms in China
by Kelvin Henry Kyissima & Gong Zhang Xue & Thales Pacific Yapatake Kossele & Ahmed Ramadhan Abeid
July 2019, Volume 10, Issue 1
- 37-51 The impact of monetary policy on option-implied stock market expectations
by Xiaoyu Wang & Jia Zhai & Dejun Xie & Jingjing Jiang
October 2019, Volume 10, Issue 1
- 1-15 Textual analysis for China’s financial markets: a review and discussion
by Alan Huang & Wenfeng Wu & Tong Yu
January 2019, Volume 10, Issue 1
- 16-36 Unveil the economic impact of policy reversals: the China experience
by Swee-Sum Lam & Tao Li & Weina Zhang
March 2019, Volume 10, Issue 1
- 52-74 The price of official-business collusion
by Xiaohui Hou & Shuo Li - 75-94 Third-party underwriting and its effects on credit spreads and earnings management
by Huaili Lyu & Conghui Yang - 95-112 Investor attention is a risk pricing factor? Evidence from Chinese investors for self-selected stocks
by Dayong Dong & Keke Wu
September 2019, Volume 9, Issue 4
- 554-566 Market pricing of liquidity risk: evidence from China
by Raheel Safdar & Mirza Sultan Sikandar & Tanveer Ahsan
August 2019, Volume 9, Issue 4
- 498-520 Economic validity analysis of housing reverse mortgages in China
by Wei Han & Yushi Jiang - 521-553 China’s anti-corruption campaign, political connections and private firms’ debt financing
by Yiming Hu & Mingxia Xu
July 2019, Volume 9, Issue 4
- 425-454 Financial risk, uncertainty and expected returns: evidence from Chinese equity markets
by Thomas C. Chiang - 455-478 On the day-of-the-week effects of Bitcoin markets: international evidence
by Donglian Ma & Hisashi Tanizaki - 479-497 The impact of CEO pay and its disclosure on stock price crash risk: evidence from China
by Jiahua Xu & Lan Zou
August 2019, Volume 9, Issue 3
- 312-323 Revisiting the numerical solution of stochastic differential equations
by Stan Hurn & Kenneth A. Lindsay & Lina Xu - 338-359 The economic value of using CAW-type models to forecast covariance matrix
by Shuran Zhao & Jinchen Li & Yaping Jiang & Peimin Ren
February 2019, Volume 9, Issue 3
- 360-385 US and Chinese yield curve responses to RMB exchange rate policy shocks
by Zhiwu Hong & Linlin Niu & Gengming Zeng
March 2019, Volume 9, Issue 2
- 284-306 Investor sentiment, market competition and trade credit supply
by Hongbin Huang & Ran Li & Ya Bai
January 2019, Volume 9, Issue 2
- 235-253 Driving factors of merger momentum in China: empirical evidence from listed companies
by Lei Fu & Qian Wang
January 2019, Volume 9, Issue 1
- 5-21 A survey of reverse mergers in the Chinese stock market
by Qingquan Xin & Ruitao Li & Sonia Wong
December 2018, Volume 9, Issue 3
- 324-337 Long memory or structural break? Empirical evidences from index volatility in stock market
by Yi Luo & Yirong Huang - 401-422 Stock return predictability when growth and accrual measures are negatively correlated
by Miao Luo & Tao Chen & Jun Cai
July 2018, Volume 9, Issue 2
- 254-283 Monetary model of exchange rate determination under floating and non-floating regimes
by Oyakhilome Wallace Ibhagui
January 2018, Volume 9, Issue 2
- 208-234 Empirical analysis of the effect of financial restraint policy on Chinese residents’ consumption
by Feiming Huang
May 2018, Volume 9, Issue 2
- 183-207 Investment-internal capital sensitivity, investment-cash flow sensitivity and dividend payment
by Xiaodong Xu & Huifeng Xu
April 2018, Volume 9, Issue 2
- 154-182 Pay gap, inventor promotion and corporate technology innovation
by Qifeng Zhao & Yongzhong Wang
May 2018, Volume 9, Issue 1
July 2018, Volume 9, Issue 1
March 2018, Volume 9, Issue 1
- 73-109 Minority shareholder participation and earnings management
by Dongming Kong
August 2018, Volume 9, Issue 1
- 110-136 Market or government: who plays a decisive role in R&D resource allocation?
by Shoufu Xu & Xuehui He & Longbing Xu
December 2018, Volume 9, Issue 1
- 137-152 Housing price and enterprise financing: does mortgage effect exist?
by Shujing Li & Nan Gao
April 2018, Volume 8, Issue 4
- 399-424 Comparing the financial reporting quality of Chinese and US public firms
by Kareen Brown & Fayez A. Elayan & Jingyu Li & Zhefeng Liu
May 2018, Volume 8, Issue 4
- 441-452 The transnational comparative study on the potential risks and efficiency of commercial banks based on the weight-limited DEA model
by Hao Wang & Yu Wang & Shuang Zhao & Lan-ping Wang & Hui An
January 2018, Volume 8, Issue 4
- 354-386 The informativeness of short sellers: an insider’s perspective
by George Gao & Qingzhong Ma & David Ng
March 2018, Volume 8, Issue 4
- 387-398 Dynamic asset allocation with asymmetric jump distribution
by Xiaoping Li & Chunyang Zhou - 425-440 The pricing of loan insurance based on the Gram-Charlier option model
by Yaojie Zhang & Yu Wei & Benshan Shi - 453-467 A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model
by Qi Deng
April 2018, Volume 8, Issue 3
- 275-296 Analyzing and forecasting the Chinese term structure of interest rates using functional principal component analysis
by Pan Feng & Junhui Qian
July 2018, Volume 8, Issue 3
- 332-352 Incentive mechanisms and hedging effectiveness – an experimental study
by Lu Zhang & Difang Wan & Wenhu Wang & Chen Shang & Fang Wan
May 2018, Volume 8, Issue 3
- 256-274 The mechanism and effectiveness of credit scoring of P2P lending platform
by Qiang Li & Liwen Chen & Yong Zeng - 297-314 Forecast of stock price fluctuation based on the perspective of volume information in stock and exchange market
by Shoudong Chen & Yan-lin Sun & Yang Liu - 315-331 Empirical differences between the overnight and day trading hour returns
by Juan DU
April 2018, Volume 8, Issue 2
- 140-157 Political connections and stock price crash risk
by Guoliu Hu & Yu Wang - 158-172 Equity financing constraints and R&D investments: evidence from an IPO suspension in China
by Binxi Cui & Chaojun Yang
January 2018, Volume 8, Issue 1
- 43-68 Validity of generalized compensation contract for PPP project with consideration of private fair reference depending on concession profit
by Xiaoling Wu & Yichen Peng & Xiaofeng Liu & Jing Zhou - 69-91 The impact of cash flow volatility on firm leverage and debt maturity structure: evidence from China
by Zulfiqar Ali Memon & Yan Chen & Muhammad Zubair Tauni & Hashmat Ali
December 2017, Volume 8, Issue 3
- 235-255 Can prospect theory explain the disposition effect? An analysis based on value function
by Xiaotian Liu & Huayue Zhang & Shengmin Zhao
December 2017, Volume 8, Issue 2
- 122-139 Government governance, executive networks and corporate investment efficiency
by Xin Jin & Junli Yu - 173-198 Does index futures trading cause market fluctuations?
by Shanshan Dong & Yun Feng - 199-215 Investor recognition and stock returns: evidence from China
by Hongquan Zhu & Lingling Jiang - 216-231 Determinants of bank’s profitability: role of poor asset quality in Asia
by Nimesh Salike & Biao Ao
December 2017, Volume 8, Issue 1
- 2-20 Does a unique “T+1 trading rule” in China incur return difference between daytime and overnight periods?
by Xundi Diao & Hongyang Qiu & Bin Tong - 21-42 Are Chinese market-neutral strategy hedge funds really market neutral?
by Xucheng Huang & Jie Sun - 92-108 The co-movement and causality between housing and stock markets in the time and frequency domains considering inflation
by Jiaojiao Fan & Xin Li & Qinghua Shi & Chi-Wei Su - 109-116 On the survival of earnings fixated traders in an informational environment
by Guo Ying Luo
September 2017, Volume 7, Issue 4
- 390-406 Systematic risk and deposit insurance pricing
by Yaojie Zhang & Benshan Shi - 407-428 Short-sale prohibitions, firm characteristics and stock returns: evidence from Chinese market
by Rui Li & Jiahui Li & Jinjian Yuan - 429-449 Empirical patterns of time value decay in options
by Ryan McKeon - 450-477 Do investor’s Big Five personality traits influence the association between information acquisition and stock trading behavior?
by Muhammad Zubair Tauni & Zia-ur-Rehman Rao & Hongxing Fang & Sultan Sikandar Mirza & Zulfiqar Ali Memon & Khalil Jebran - 478-492 Bank competition, government intervention and SME debt financing
by Jianhua Du & Chao Bian & Christopher Gan
August 2017, Volume 7, Issue 3
- 274-294 Pairs trading with commodity futures: evidence from the Chinese market
by Yurun Yang & Ahmet Goncu & Athanasios Pantelous - 295-322 Corruption, financial development and capital structure: evidence from China
by Feng Wei & Yu Kong - 323-342 Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index
by Fang Wang & Xu Zheng - 343-369 Financial development, ownership and internationalization of firms: evidence from China
by Lishuai Lian & Chao Chen - 370-386 Impact of FOMC announcement on stock price index in Southeast Asian countries
by Trung Hoang Bao & Cesario Mateus
May 2017, Volume 7, Issue 2
- 134-162 Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities
by Haitao Li & Chunchi Wu & Jian Shi - 163-184 The impact of macroeconomic uncertainty on international commodity prices
by Xiaofen Tan & Yongjiao Ma - 185-202 Does foreign direct investment promote exports in China?
by Xin Li & Hsu Ling Chang & Chi Wei Su & Yin Dai - 203-227 Volatility cones and volatility arbitrage strategies – empirical study based on SSE ETF option
by Hong Yu Xin Pan & Jun Song - 228-248 Forward looking vs backward looking
by Yanyan Gao & Jun Sun & Qin Zhou - 249-272 The spillover effect between CSI 500 index futures market and the spot market
by Xuejun Fan & De Du
February 2017, Volume 7, Issue 1
- 2-32 Modeling non-normality using multivariatet: implications for asset pricing
by Raymond Kan & Guofu Zhou - 33-66 Volatility risk and stock return predictability on global financial crises
by Worawuth Kongsilp & Cesario Mateus - 67-84 Analyst’s ability, media selection and investor interests: evidence from China
by Yugang Yin & Bin Tan - 85-97 The performance of China’s stock market price limits: noise mitigator or noise maker?
by Juan Tao & Wu Yingying & Zhang Jingyi - 98-113 The competition effect of new entry on mutual fund incumbents in China
by Xunan Feng & Jin Xu & Ying Wang & Chunyan Tang - 114-130 Credit enhancement and bond rating
by Yiming Hu & Ying Yang & Pengfei Han
November 2016, Volume 6, Issue 4
- 322-341 Securitization of longevity risk – survivor swap perspective
by Xiaopeng Zou & Zihan Ye & Qiuzi Zhang - 342-366 The impact of the reputation of underwriter and sponsoring representative on IPO underwriting fees
by Chao Chen & Xinrong Wang - 367-379 Dynamical evolution of trading behavior on anti-coordination game in complex networks
by Yue-tang Bian & Lu Xu & Jin-Sheng Li & Xia-qun Liu - 380-403 Determinants of different types of bank liquidity: evidence from BRICS countries
by Muhammad Umar & Gang Sun - 404-431 Double-sided moral hazard, information screening and the optimal contract
by Jin Xue & Yiwen Fei
August 2016, Volume 6, Issue 3
- 230-244 Stock price synchronicity and stock price crash risk
by Yonghong Jin & Mengya Yan & Yuqin Xi & Chunmei Liu - 245-263 The performance of the Chinese banking system before and after the WTO entry
by Thanh Nguyen - 264-283 The dependence structure in volatility between Shanghai and Shenzhen stock market in China
by Mingyuan Guo & Xu Wang - 284-303 An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions
by Changqing Luo & Mengzhen Li & Zisheng Ouyang - 304-318 The influence of USD/CNY foreign exchange rate, RMB NEER and spatial effects on China’s foreign trade
by Hua Wang & Junjun Zhu
May 2016, Volume 6, Issue 2
- 110-124 Research on the transmission mechanism between the money market interest rates and the capital market interest rates
by Xiu Zhang & Shoudong Chen & Yang Liu - 125-149 Aversion of information ambiguity and momentum effect in China’s stock market
by Yuandong Xu - 150-176 Spillover effect in Asian financial markets: A VAR-structural GARCH analysis
by Yu Wang & Lei Liu - 177-207 Trade characteristics of foreign direct investment inflows in China
by Xinzhong Li & Seung-Rok Park - 208-227 Econometric analysis of financial cointegration of least developed countries (LDCs) of Asia and the Pacific
by Vipul Kumar Singh & Faisal Ahmed