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Model specification and IPO performance : new insights from Asia

Moshirian, Fariborz; Ng, David Tat-chee; Wu, Eliza - In: Research in international business and finance 24 (2010) 1, pp. 62-74

Persistent link: https://www.econbiz.de/10003917407

The value of stock analysts' recommendations : evidence from emerging markets

Moshirian, Fariborz; Ng, David Tat-chee; Wu, Eliza - In: International review of financial analysis 18 (2009) 1/2, pp. 74-83

Persistent link: https://www.econbiz.de/10003850325

Capital market governance : how do security laws affect market performance?

Daouk, Hazem (contributor); Lee, Charles M. C. (contributor) - 2005

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Analyst's stock views and revision actions

Li, Tao - In: Finance research letters 44 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014494726

Analysts’ Over-Optimistic Bias – From the Asymmetric Market Reaction to the Recommendations

Li, Tao - 2020

The paper documents evidence regarding the asymmetric short-term market reactions to analysts' recommendations, in which the favorable recommendations consistently underperform the corresponding unfavorable recommendations across ratings and revisions. This market reaction asymmetry is...

Persistent link: https://www.econbiz.de/10012854477

Dimension reduction via penalized GLMs for non-Gaussian response : application to stock market volatility

Li, Tao; Desmond, Anthony F.; Stengos, Thanasēs - In: Journal of risk and financial management : JRFM 14 (2021) 12, pp. 1-26

We fit U.S. stock market volatilities on macroeconomic and financial market indicators and some industry level financial ratios. Stock market volatility is non-Gaussian distributed. It can be approximated by an inverse Gaussian (IG) distribution or it can be transformed by Box-Cox transformation...

Persistent link: https://www.econbiz.de/10012798738

COVID-19's impact on stock prices across different sectors : an event study based on the Chinese stock market

He, Pinglin; Sun, Yulong; Zhang, Ying; Li, Tao - In: Emerging markets, finance and trade : EMFT 56 (2020) 10, pp. 2198-2212

Persistent link: https://www.econbiz.de/10012261923

Economic policy uncertainty and the Chinese stock market volatility : novel evidence

Li, Tao; Ma, Feng; Zhang, Xuehua; Zhang, Yaojie - In: Economic modelling 87 (2020), pp. 24-33

Persistent link: https://www.econbiz.de/10012416291

Jumps and stock market variance during the COVID-19 pandemic : evidence from international stock markets

Zeng, Qing; Lu, Xinjie; Li, Tao; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-6

Persistent link: https://www.econbiz.de/10013461688

Newspaper-based equity uncertainty or implied volatility index : new evidence from oil market volatility predictability

Lu, Xinjie; Ma, Feng; Li, Pan; Li, Tao - In: Applied economics letters 30 (2023) 7, pp. 960-964

Persistent link: https://www.econbiz.de/10014303607