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Persistent link: https://www.econbiz.de/10012696814

Does the lead-lag effect exist in stock markets?

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Selecting a better valuation model to measure bubble level of stocks price : empirical study from internet-based finance stocks in A-share market

Zhao, Yi; Sun, Baiqing; Xiao, Binqing; Cheng, Fu - In: Economic research 31 (2018) 1,2, pp. 1619-1640

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Uncovering the effect of news signals on daily stock market performance : an econometric analysis

Raza, Shahid; Sun, Baiqing; Kay-Khine, Pwint; Kemal, … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25

The stock markets in developing countries are highly responsive to breaking news and events. Our research explores the impact of economic conditions, financial policies, and politics on the KSE-100 index through daily market news signals. Utilizing simple OLS regression and ARCH/GARCH regression...

Persistent link: https://www.econbiz.de/10014419406

The annual report tone and return Comovement : evidence from China's stock market

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Shunned stocks and market states

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Capital market opening and stock price crash risk : evidence from the Shanghai-Hong Kong stock connect and the Shenzhen-Hong Kong stock connect

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Intraday dynamics of volatility and duration : evidence from Chinese stocks

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SEO underpricing in China's stock market : a stochastic frontier approach

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Institutional investor trading in a short investment horizon : evidence from the Korean stock market

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