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~isPartOf:"Cogent economics & finance"
~isPartOf:"International review of economics & finance : IREF"
~language:"eng"
~language:"nld"
~person:"Caporin, Massimiliano"
~person:"Gao, Shenghao"
~subject:"Developing countries"
~subject:"Entwicklungsländer"
~subject:"Initial public offering"
~subject:"Institutioneller Investor"
~subject:"Share price"
~subject:"Volatility"
~type_genre:"Article in journal"
~type_genre:"Aufsatz im Buch"
~type_genre:"Government document"
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Developing countries
Entwicklungsländer
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5
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5
Ankündigungseffekt
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Caporin, Massimiliano
Gao, Shenghao
Chan, Kam C.
9
Xuan Vinh Vo
9
Gupta, Rangan
8
Ma, Feng
8
Wohar, Mark E.
7
Chao, Chi-Chur
6
Hammoudeh, Shawkat
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Agyei, Samuel Kwaku
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Arize, Augustine Chuck
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Brooks, Robert
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Liu, Dehong
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Mensi, Walid
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Pi, Jiancai
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Salisu, Afees A.
5
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5
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5
Yin, Libo
5
Asad, Muzaffar
4
Balcilar, Mehmet
4
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4
Bouri, Elie
4
Cheng, Louis T. W.
4
Fung, Hung-gay
4
Hawaldar, Iqbal Thonse
4
Hou, Yang
4
Kang, Sang Hoon
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Kutan, Ali Mustafa
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Lien, Da-hsiang Donald
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4
Shaik, Muneer
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Tabash, Mosab I.
4
Tiwari, Aviral Kumar
4
Vortelinos, Dimitrios I.
4
Abakah, Emmanuel Joel Aikins
3
Adam, Anokye M.
3
Chen, Jing
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Cogent economics & finance
International review of economics & finance : IREF
Journal of empirical finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Econometric reviews
2
Journal of banking & finance
2
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Journal of risk
1
Macroeconomic forecasting in the era of big data : theory and practice
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Network connectivity, systematic and systemic risk
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Pacific-Basin finance journal
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ECONIS (ZBW)
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1
The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification
Billio, Monica
;
Caporin, Massimiliano
;
Panzica, Roberto …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 196-223
Persistent link: https://www.econbiz.de/10014343115
Saved in:
2
On the marketing effect of financial analysts : evidence from investor bids in SEO auctions
Yang, Mingjing
;
Cheng, Xiaoke
;
Guan, Xinjiao
;
Gao, Shenghao
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 408-428
Persistent link: https://www.econbiz.de/10014474545
Saved in:
3
Stock hyping before auction-style SEOs : are primary market investors misled?
Gao, Shenghao
;
Liu, Jinzhao
;
Zhang, Qi
;
Zhou, Jun
- In:
International review of economics & finance : IREF
88
(
2023
),
pp. 123-140
Persistent link: https://www.econbiz.de/10014474253
Saved in:
4
Are SEO investors misled by analyst optimism bias? : evidence from investor bids in SEO auctions
Sun, Qian
;
Cheng, Xiaoke
;
Gao, Shenghao
;
Yang, Mingjing
- In:
International review of economics & finance : IREF
68
(
2020
),
pp. 90-104
Persistent link: https://www.econbiz.de/10012486302
Saved in:
5
The anchoring effect of underwriters' proposed price ranges on institutional investors' bid prices in IPO auctions : evidence from China
Gao, Shenghao
;
Cao, Feng
;
Fok, Robert C. W.
- In:
International review of economics & finance : IREF
63
(
2019
),
pp. 111-127
Persistent link: https://www.econbiz.de/10012321925
Saved in:
6
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
7
Information cost or heterogeneous beliefs? : an examination of the impact of value uncertainty on auction-style SEO discounts in China
Yang, Mingjing
;
Cheng, Xiaoke
;
Chan, Kam C.
;
Gao, Shenghao
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 206-217
Persistent link: https://www.econbiz.de/10012033384
Saved in:
8
Seeing is not necessarily the truth : Do institutional investors' corporate site visits reduce hosting firms' stock price crash risk?
Gao, Shenghao
;
Cao, Feng
;
Liu, Xiangqiang
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 165-187
Persistent link: https://www.econbiz.de/10011791335
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
10
Realized range volatility forecasting : dynamic features and predictive variables
Caporin, Massimiliano
;
Velo, Gabriel G.
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 98-112
Persistent link: https://www.econbiz.de/10011573562
Saved in:
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