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The relationship between liquidity and returns on the Chinese stock market

Narayan, Paresh Kumar; Zheng, Xinwei - In: Journal of Asian economics 22 (2011) 3, pp. 259-266

Persistent link: https://www.econbiz.de/10009244045

Has oil price predicted stock returns for over a century?

Narayan, Paresh Kumar; Gupta, Rangan - In: Energy economics 48 (2015), pp. 18-23

Persistent link: https://www.econbiz.de/10011533690

Do order imbalances predict Chinese stock returns? : new evidence from intraday data

Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151

Persistent link: https://www.econbiz.de/10011535319

Are Indian stock returns predictable?

Narayan, Paresh Kumar; Bannigidadmath, Deepa - In: Journal of banking & finance 58 (2015), pp. 506-531

Persistent link: https://www.econbiz.de/10011544053

Testing for stock return predictability in a large Chinese panel

Westerlund, Joakim; Narayan, Paresh Kumar; Zheng, Xinwei - In: Emerging markets review 24 (2015), pp. 81-100

Persistent link: https://www.econbiz.de/10011538541

Stock returns, mutual fund flows and spillover shocks

Narayan, Paresh Kumar; Narayan, Seema; Prabheesh, K. P. - In: Pacific-Basin finance journal 29 (2014), pp. 146-162

Persistent link: https://www.econbiz.de/10010493980

Market liquidity risk factor and financial market anomalies : evidence from the Chinese stock market

Narayan, Paresh Kumar; Zheng, Xinwei - In: Pacific-Basin finance journal 18 (2010) 5, pp. 509-520

Persistent link: https://www.econbiz.de/10009271828

Oil price and stock returns of consumers and producers of crude oil

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: Journal of international financial markets, … 34 (2015), pp. 245-262

Persistent link: https://www.econbiz.de/10011474548

Stock return forecasting : aome new evidence

Dinh Hoang Bach Phan; Sharma, Susan Sunila; Narayan, … - In: International review of financial analysis 40 (2015), pp. 38-51

Persistent link: https://www.econbiz.de/10011475601

Market Liquidity Risk Factor and Financial Market Anomalies : Evidence from the Chinese Stock Market

Narayan, Paresh Kumar - 2012

The Chinese stock market is an order-driven market and hence its characteristics are structurally different from quote-driven markets. There are no studies that consider the role of the market liquidity risk factor in determining cross-sectional stock returns in a model including financial...

Persistent link: https://www.econbiz.de/10013105284