Purpose: This paper verifies whether popular Internet information from Internet forum and search engine exhibit useful content for forecasting the volatility in Chinese stock market. Design/methodology/approach: First, the...

Purpose: This study aims to investigate the relationship between financial inclusion and risk-taking by Chinese banks. Design/methodology/approach: It uses the panel data from Chinese banks ranging from 2011 to 2019 and applies...

Purpose The purpose of this paper is to explore the determinants of three different types of bank liquidity: funding liquidity, liquidity creation, and stock liquidity in emerging markets. Design/methodology/approach It uses an extensive set of data from all the listed banks of Brazil, Russia,...

Purpose: The purpose of this paper is to explore whether the out-of-sample model bias plays an important role in predicting volatility. Design/methodology/approach: Under the heterogeneous autoregressive realized volatility...