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Price leadership and asynchronous movements of multi-market listed stocks

Dzhambova, Krastina; Tao, Ran; Yuan, Yuan - In: International review of financial analysis 79 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013349943

Testing for multiple bubbles in bitcoin markets : a generalized sup ADF test

Su, Chi-Wei; Li, Zheng-Zheng; Tao, Ran; Si, Dengkui - In: Japan and the world economy : international journal of … 46 (2018), pp. 56-63

Persistent link: https://www.econbiz.de/10012102402

Do financial and non-financial stocks hedge against lockdown in Covid-19? : an event study analysis

Tao, Ran; Su, Chi-Wei; Yaqoob, Tanzeela; Hammal, Mir - In: Economic research 35 (2022) 1,3, pp. 2405-2426

Persistent link: https://www.econbiz.de/10014382152

When is a MAX not the MAX? : how news resolves information uncertainty

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: Journal of empirical finance 57 (2020), pp. 33-51

Persistent link: https://www.econbiz.de/10012430435

Tomorrow's fish and chip paper? : slowly incorporated news and the cross-section of stock returns

Tao, Ran; Brooks, Chris; Bell, Adrian R. - In: The European journal of finance 27 (2021) 8, pp. 774-795

Persistent link: https://www.econbiz.de/10012516133

News-Based Peers and Stock Returns

Tao, Ran - 2020

Applying a “co-coverage” concept to the Dow Jones Newswire articles, we propose to identify each firm's news-based peers (NBPs) and thereby construct a time-varying firm-centric grouping aimed to augment existing industry classification schemes. The advantage of NBP-augmented schemes over...

Persistent link: https://www.econbiz.de/10012823842