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Momentum and reversal strategies in Chinese commodity futures markets

Yang, Yurun; Göncü, Ahmet; Pantelous, Athanasios A. - In: International review of financial analysis 60 (2018), pp. 177-196

Persistent link: https://www.econbiz.de/10012007563

Oral intervention in China : efficacy of Chinese exchange rate communications

Zhang, Zhichao; He, Li; Zhang, Chuanjie - In: International review of financial analysis 49 (2017), pp. 24-34

Persistent link: https://www.econbiz.de/10011741229

An analysis of involuntary excess reserves, monetary policy and risk-taking behaviour of Chinese Banks

Nguyen, Vu Hong Thai; Boateng, Agyenim - In: International review of financial analysis 37 (2015), pp. 63-72

Persistent link: https://www.econbiz.de/10011316588

Causality and cointegration of stock markets among the United States, Japan, and the South China Growth Triangle

Huang, Bwo-nung; Yang, Chin-wei; Hu, John Wei-shan - In: International review of financial analysis 9 (2000) 3, pp. 281-297

Persistent link: https://www.econbiz.de/10001543520

Is idiosyncratic volatility priced? : Evidence from the Shanghai stock exchange

Drew, Michael E.; Naughton, Tony; Veeraraghavan, Madhu - In: International review of financial analysis 13 (2004) 3, pp. 349-366

Persistent link: https://www.econbiz.de/10002115148

Underpricing of Chinese A-share IPOs and short-run underperformance under the approval system from 2001 to 2005

Guo, Haifeng; Brooks, Robert - In: International review of financial analysis 17 (2008) 5, pp. 984-997

Persistent link: https://www.econbiz.de/10003792335

Duration of IPOs between offering and listing : Cox proportional hazard modelsEvidence for Chinese A-share IPOs

Guo, Haifeng; Brooks, Robert - In: International review of financial analysis 18 (2009) 5, pp. 239-249

factors related to an issuer itself, including the issuer's quality, market sentiment, allocation mechanism, and underwriter …

Persistent link: https://www.econbiz.de/10003936541

Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis

Wang, Yudong; Liu, Li; Gu, Rongbao - In: International review of financial analysis 18 (2009) 5, pp. 271-276

We divided the whole series of Shenzhen stock market into two sub-series at the criterion of the date of a reform and their scale behaviors are investigated using multifractal detrended fluctuation analysis (MF-DFA). Employing the method of rolling window, we find that Shenzhen stock market was...

Persistent link: https://www.econbiz.de/10003936608

Bubbles in China

Lehkonen, Heikki - In: International review of financial analysis 19 (2010) 2, pp. 113-117

Persistent link: https://www.econbiz.de/10008669494

The effectiveness of the VaR-based portfolio insurance strategy: an empirical analysis

Jiang, Chonghui; Ma, Yongkai; An, Yunbi - In: International review of financial analysis 18 (2009) 4, pp. 185-197

Persistent link: https://www.econbiz.de/10003921095