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Mean reversions in major developed stock markets : recent evidence from unit root, spectral and abnormal return studies

Nguyen, James; Li, Wei-Xuan; Chen, Clara Chia Sheng - In: Journal of risk and financial management : JRFM 15 (2022) 4, pp. 1-20

We revisited the issue of return predictability in three major developed markets (USA, UK and Japan) using a unique dataset from the Wharton Research Data Services database and a comprehensive set of traditional and recent statistical methods. We specifically employed a variety of traditional...

Persistent link: https://www.econbiz.de/10013272993

Country factors in earnings management of ADR firms

Chen, Clara Chia Sheng; Chou, Yan-Yu; Wei, Peihwang - In: Finance research letters 32 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012430773

Mean reversions in major developed stock markets: Recent evidence from unit root, spectral and abnormal return studies

Nguyen, James; Li, Wei-Xuan; Chen, Clara Chia Sheng - In: Journal of Risk and Financial Management 15 (2022) 4, pp. 1-20

Persistent link: https://www.econbiz.de/10014332363

The effects of corporate governance on credit ratings : the role of corporate social responsibility

Lin, Cho-Min; Chen, Clara Chia Sheng; Yang, Sheng-Yung; … - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 5, pp. 1093-1112

Persistent link: https://www.econbiz.de/10012211523

The efficient market hypothesis : is it applicable to the foreign exchange market?

Nguyen, James (contributor) - 2004

Persistent link: https://www.econbiz.de/10002564934

The relationship between net interest margin and noninterest income using a system estimation approach

Nguyen, James - In: Journal of banking & finance 36 (2012) 9, pp. 2429-2437

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The limitations of the Arrovian consistency of domains with a fixed preference

Nguyen, James - In: Theory and decision : an international journal for … 87 (2019) 2, pp. 183-199

Persistent link: https://www.econbiz.de/10012133701

Toward an early warning system of financial crises : what can index futures and options tell us?

Li, Wei-Xuan; Chen, Clara Chia-Sheng; French, Joseph J. - In: The quarterly review of economics and finance : journal … 55 (2015), pp. 87-99

Persistent link: https://www.econbiz.de/10011334020

A note on US institutional equity flows to Brazil

French, Joseph J.; Li, Wei-xuan - In: Review of accounting & finance 11 (2012) 3, pp. 298-314

Persistent link: https://www.econbiz.de/10009615905

The relationship between liquidity, corporate governance, and firm valuation : evidence from Russia

Li, Wei-xuan; Chen, Clara Chia-sheng; French, Joseph J. - In: Emerging markets review 13 (2012) 4, pp. 465-477

Persistent link: https://www.econbiz.de/10009675834