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Dynamic patterns of daily lead-lag networks in stock markets

Li, Yongli; Liu, Chao; Wang, Tianchen; Sun, Baiqing - In: Quantitative finance 21 (2021) 12, pp. 2055-2068

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

Does the lead-lag effect exist in stock markets?

Fan, Ningyuan; Fan, Zhi-Ping; Li, Yongli; Li, Meng - In: Applied economics letters 29 (2022) 10, pp. 895-900

Persistent link: https://www.econbiz.de/10013411821

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

Persistent link: https://www.econbiz.de/10012391845

The greater the investor attention, the better the post-IPO performance? : a view of pre-IPO and post-IPO investor attention

Zhao, Yi; Wang, Nan; Zhang, Luyang; Sun, Baiqing; Yang, … - In: Research in international business and finance 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014248985

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

Liu, Chao; Wang, FeiFei; Xue, Wenjun - In: International review of financial analysis 88 (2023), pp. 1-17

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Shunned stocks and market states

Li, Youwei; Li, Youwei; Oniščenko, Olena - In: The European journal of finance 28 (2022) 7, pp. 705-717

Persistent link: https://www.econbiz.de/10013373312

Discussion of "Asset prices, liquidity, and monetary policy in an exchange economy"

Wang, Tan - In: Journal of money, credit and banking : JMCB 43 (2011) 7, pp. 553-558

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Bear beta or speculative beta? : reconciling the evidence on downside risk premium

Wang, Tong - In: Review of finance : journal of the European Finance … 27 (2023) 1, pp. 325-367

Persistent link: https://www.econbiz.de/10013543164

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

Zhang, Ping; Sha, Yezhou; Wang, Yu; Wang, Tewei - In: Pacific-Basin finance journal 76 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013552680