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Market reaction to earnings news: A unified test of information risk and transaction costs
Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Journal of Accounting and Economics 56 (2013) 2, pp. 251-266
We examine how information risk and transaction costs influence the initial and subsequent market reaction to earnings news. We find that the initial market reaction is higher per unit of earnings surprise for higher information risk firms (information content effect). Furthermore, it is...
Persistent link: https://www.econbiz.de/10010729563
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Overreaction to growth opportunities: An explanation of the asset growth anomaly
Cai, Charlie X.; Li, Peng; Zhang, Qi - In: European Financial Management 25 (2018) 4, pp. 747-776
Persistent link: https://www.econbiz.de/10012089861
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High-frequency exchange rate forecasting
Cai, Charlie X.; Zhang, Qi - In: European financial management : the journal of the … 22 (2016) 1, pp. 120-141
Persistent link: https://www.econbiz.de/10011438282
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The cost of multiple large shareholders
Cai, Charlie X.; Hillier, David; Wang, Jun - In: Financial management 45 (2016) 2, pp. 401-430
Persistent link: https://www.econbiz.de/10011526884
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Do audit committees reduce the agency costs of ownership structure?
Cai, Charlie X.; Hillier, David; Tian, Gaoliang; Wu, Qinghua - In: Pacific-Basin finance journal 35 (2015) 1, pp. 225-240
Persistent link: https://www.econbiz.de/10011538246
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Why do firms manage their stock price levels?
Amini, Shima; Buchner, Axel; Cai, Charlie X.; Mohamed, … - In: Journal of international financial markets, … 67 (2020), pp. 1-14
Persistent link: https://www.econbiz.de/10012495869
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Value‐enhancing learning from industry‐wide diversification experience
Nguyen, Thang; Cai, Charlie X. - In: British journal of management : BJM 27 (2016) 2, pp. 323-337
Persistent link: https://www.econbiz.de/10011568126
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FARVaR : functional autoregressive value-at-risk
Cai, Charlie X.; Kim, Minjoo; Shin, Yongcheol; Zhang, Qi - In: Journal of financial econometrics 17 (2019) 2, pp. 284-337
Persistent link: https://www.econbiz.de/10012054445
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Noise momentum around the world
Cai, Charlie X.; Faff, Robert W.; Shin, Yongcheol - In: Abacus : a journal of accounting, finance and business … 54 (2018) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10011965533
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Credit scores and the performance of newly-listed stocks : an exploration of the Chinese A-share market
Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: Review of quantitative finance and accounting 51 (2018) 1, pp. 79-111
Persistent link: https://www.econbiz.de/10012037035