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Under the background of Chinese market segmentation, whether government-led administrative division adjustments can promote regional economic integration is a practical issue. Taking interregional firms’ stock price comovement as a micro measurement of regional integration, this paper...
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This study investigates the predictability of a fixed uncertainty index (UI) for realized variances (volatility) in the international stock markets from a high-frequency perspective. We construct a composite UI based on the scaled principal component analysis (s-PCA) method and demonstrate that...
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The IPO process is a way for companies to improve their corporate governance and for investors to assess company quality. This paper posits that investor choices vary with differences in investment ability and experience. Three groups of investors with large holdings, namely individual...
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By manually collecting data on Internet-based rumors concerning COVID-19, we investigate the market reactions to the spread of such rumors and the government's refutation of them. We find that frightening (reassuring) rumors have a negative (positive) impact on investors. The refutation of...
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Considering the economic impact of hosting the Olympic Games, this work explores the relationship between the Chinese and international equity markets before and after the two Olympic Games hosted in China. We choose SSEC as the representative of the Chinese equity markets, and use DJI and N225...
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