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Analyst coverage, optimism, and stock price crash risk : evidence from China

Xu, Nianhang; Jiang, Xuanyu; Chan, Kam C.; Yi, Zhihong - In: Pacific-Basin finance journal 25 (2013), pp. 217-239

Persistent link: https://www.econbiz.de/10010346744

Industry herding and momentum strategies

Demirer, Rıza; Lien, Da-hsiang Donald; Zhang, Huacheng - In: Pacific-Basin finance journal 32 (2015), pp. 95-110

Persistent link: https://www.econbiz.de/10011471555

Global risk exposures and industry diversification with Shariah-compliant equity sectors

Balcılar, Mehmet; Demirer, Rıza; Hammoudeh, Shawkat - In: Pacific-Basin finance journal 35 (2015) 2, pp. 499-520

Persistent link: https://www.econbiz.de/10011540670

Risk and return in the Chinese stock market : does equity return dispersion proxy risk?

Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37

Persistent link: https://www.econbiz.de/10011474042

Spillovers of price efficiency and informed trading from short sales to margin purchases in absence of uptick rule

Shyu, Yih-Wen; Chan, Kam C.; Liang, Hsin-Yu - In: Pacific-Basin finance journal 50 (2018), pp. 163-183

Persistent link: https://www.econbiz.de/10012033782

Oil price uncertainty shocks and global equity markets : evidence from a GVAR model

Salisu, Afees A.; Gupta, Rangan; Demirer, Rıza - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-26

This paper examines the propagation of oil price uncertainty shocks to real equity prices using a large-scale Global Vector Autoregressive (GVAR) model of 26 advanced and emerging stock markets. The GVAR framework allows us to capture the transmission of local and global shocks, while...

Persistent link: https://www.econbiz.de/10013380496