EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: person:"Zhu, Yifeng"
Narrow search

Narrow search

Year of publication
Subject
All
China 18 Capital income 17 Kapitaleinkommen 17 Aktienmarkt 8 Stock market 8 Theorie 8 Theory 8 Anlageverhalten 6 Behavioural finance 6 CAPM 6 Capital market returns 6 Kapitalmarktrendite 6 Börsenkurs 5 Portfolio selection 5 Portfolio-Management 5 Risikomaß 5 Risk measure 5 Share price 5 Statistical distribution 5 Statistische Verteilung 5 Measurement 4 Messung 4 Volatility 4 Volatilität 4 Aktie 3 Citizenship 3 Dominanztest 3 Entropie 3 Entropy 3 Equity returns 3 Estimation 3 Gambling 3 Glücksspiel 3 Lohnstruktur 3 Migranten 3 Migrants 3 Risiko 3 Risk 3 Schätzung 3 Share 3
more ... less ...
Online availability
All
Free 23 Undetermined 12
Type of publication
All
Book / Working Paper 22 Article 14
Type of publication (narrower categories)
All
Article in journal 12 Aufsatz in Zeitschrift 12 Aufsatz im Buch 1 Book section 1
Language
All
English 36
Author
All
Zhu, Yifeng 36 Gui, Pingshu 8 Sun, Kaisi 7 Bi, Jia 6 Wang, Hui 6 Jiang, Lei 5 Wu, Ke 4 Maasoumi, Esfandiar 3 Zhou, Guofu 3 Chen, Dongxu 2 Dong, Bingbing 2 Han, Yufeng 2 Liu, Jinyu 2 Mo, Xuan 2 Su, Zhi 2 Yang, Yang 2 Yang, Yuanqi 2 Li, Jinchuan 1 Wang, Jinzhe 1 Wen, Quan 1
more ... less ...
Published in...
All
Pacific-Basin finance journal 4 Journal of empirical finance 3 Essays in honor of Aman Ullah 2 26th Australasian Finance and Banking Conference 2013 1 Economic modelling 1 International review of economics & finance : IREF 1 International review of financial analysis 1 Journal of financial and quantitative analysis : JFQA 1 The journal of financial research : the journal of the Southern Finance Association and the Southwestern Finance Association 1
more ... less ...
Source
All
ECONIS (ZBW) 36
Showing 1 - 10 of 36
Cover Image
Is idiosyncratic asymmetry priced in commodity futures?
Han, Yufeng; Mo, Xuan; Su, Zhi; Zhu, Yifeng - In: The journal of financial research : the journal of the … 46 (2023) 3, pp. 875-898
Persistent link: https://www.econbiz.de/10014375454
Saved in:
Cover Image
Salience Theory in Price and Trading Volume : Evidence from China
Sun, Kaisi; Wang, Hui; Zhu, Yifeng - 2022
This paper not only confirms the negative predictive power of a stock’s salient returns but also reveals the incremental predictability of its salient trading volumes on expected returns in the Chinese stock market. Except that the salient volume effect is stronger when investor disagreement...
Persistent link: https://www.econbiz.de/10013405523
Saved in:
Cover Image
Large Transactions and the MAX Effect : Evidence from China
Bi, Jia; Gui, Pingshu; Zhu, Yifeng - 2022
In this paper, we first confirm the existence of the maximum daily return (MAX) effect in the Chinese stock market. Furthermore, we find that the existence of a maximum daily return is driven by large transactions whereby their relative transaction values explain the MAX effect. This paper...
Persistent link: https://www.econbiz.de/10013295568
Saved in:
Cover Image
A comparison of factor models in China
Wang, Jinzhe; Zhu, Yifeng - In: Journal of empirical finance 79 (2024), pp. 1-60
Persistent link: https://www.econbiz.de/10015179566
Saved in:
Cover Image
What drives the tail risk effect in the Chinese stock market?
Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Economic modelling 132 (2024)
Persistent link: https://www.econbiz.de/10014547938
Saved in:
Cover Image
What Drives the Tail Risk Effect in the Chinese Stock Market?
Sun, Kaisi; Wang, Hui; Zhu, Yifeng - 2021
In this paper, we reveal that in the Chinese stock market, the significant negative relationship between tail risk and expected returns only exists when excluding the bottom 30% market capitalization (small-cap) stocks, a finding that helps to reconcile the mixed result of the tail risk effect...
Persistent link: https://www.econbiz.de/10013226452
Saved in:
Cover Image
Stock Return Asymmetry in China
Wu, Ke; Zhu, Yifeng; Chen, Dongxu - 2021
In this paper, we find that the upside asymmetry calculated based on a new distribution-based asymmetry measure proposed by Jiang, Wu, Zhou, and Zhu (2020) is negatively related to average future returns in the crosssection of Chinese stock returns. By contrast, when using a conventional...
Persistent link: https://www.econbiz.de/10013239557
Saved in:
Cover Image
Value at Risk and the Cross-Section of Expected Returns : Evidence from China
Gui, Pingshu; Zhu, Yifeng - 2021
In the Chinese stock market, we find that the cross-sectional relation between value-at-risk (VaR) and expected returns is unclear, which is different from the recent findings in the United States. Additionally, VaR is negatively related with expected returns and cannot be explained by...
Persistent link: https://www.econbiz.de/10013252013
Saved in:
Cover Image
Salience theory in price and trading volume : evidence from China
Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Journal of empirical finance 70 (2023), pp. 38-61
Persistent link: https://www.econbiz.de/10014423582
Saved in:
Cover Image
Stock Return Asymmetry : Beyond Skewness
Jiang, Lei - 2020
In this paper, we propose two asymmetry measures for stock returns. Unlike the popular skewness measure, our measures are based on the distribution function of the data rather than just the third central moment. We present empirical evidence that greater upside asymmetries calculated using our...
Persistent link: https://www.econbiz.de/10012856008
Saved in:
  • 1
  • 2
  • 3
  • 4
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...