Similar Search Results

Financial derivatives and default dependence : a time-varying copula approach

Zhang, Xuan; Liu, Ding; Zhao, Yang; Zhang, Zhekai - In: Applied economics letters 28 (2021) 11, pp. 958-963

Persistent link: https://www.econbiz.de/10012589711

Heterogeneously Informed Trading and the Stock Market Efficiency During the COVID-19 Pandemic

Xu, Liao; Xue, Mingqi; Zhang, Xuan; Zhao, Yang - 2022

This study investigates the U.S. stock market efficiency from the symmetric and asymmetric perspectives during the COVID-19 pandemic. We explore that the pandemic boosts (hurts) the information role of symmetrically (asymmetrically) informed trading. Specifically, we find that the epidemic...

Persistent link: https://www.econbiz.de/10014239543

Forecasting corporate default risk in China

Zhang, Xuan; Zhao, Yang; Yao, Xiao - In: International journal of forecasting 38 (2022) 3, pp. 1054-1070

Persistent link: https://www.econbiz.de/10013349641

A key driver for the mixed relationship between loan risk premiums and collateral : evidence from China

Zhang, Xuan; Zhang, Yongmin; Scheffel, Eric; Zhao, Yang - In: International review of financial analysis 83 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10013454999

Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic

Xu, Liao; Xue, Mingqi; Zhang, Xuan; Zhao, Yang - In: International review of financial analysis 87 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014457736

Default dependence in the insurance and banking sectors : a copula approach

Zhang, Xuan; Kim, Minjoo; Yan, Cheng; Zhao, Yang - In: Journal of international financial markets, … 91 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014494724

ESG and firm's default risk

Li, Hao; Zhang, Xuan; Zhao, Yang - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553748