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Investor sentiment, accounting information and stock price : evidence from China

Zhu, Bo; Niu, Feng - In: Pacific-Basin finance journal 38 (2016), pp. 125-134

Persistent link: https://www.econbiz.de/10011669078

Intraday momentum and stock return predictability : evidence from China

Zhang, Yaojie; Ma, Feng; Zhu, Bo - In: Economic modelling 76 (2019), pp. 319-329

Persistent link: https://www.econbiz.de/10012198353

Top management team fault lines and stock price crash risk : evidence from China

Huang, Jingjuan; Zhu, Bo - In: The international journal of accounting 59 (2024) 1, pp. 1-53

Persistent link: https://www.econbiz.de/10014532242

Oil shocks and stock market volatility : new evidence

Lu, Xinjie; Ma, Feng; Wang, Jiqian; Zhu, Bo - In: Energy economics 103 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013364063

The differential effects of climate risks on non-fossil and fossil fuel stock markets : evidence from China

Zhu, Bo; Hu, Xin; Deng, Yuanyue; Zhang, Bokai; Li, Xiru - In: Finance research letters 55 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014473461

International stock market volatility : a global tail risk sight

Lu, Xinjie; Zeng, Qing; Zhong, Juandan; Zhu, Bo - In: Journal of international financial markets, … 91 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014494749

Forecasting US stock market volatility : evidence from ESG and CPU indices

Ghani, Usman; Zhu, Bo; Qin, Quande; Ghani, Maria - In: Finance research letters 59 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014445411

Financial stress and oil market volatility : new evidence

Pang, Dan; Ma, Feng; Wahab, M. I. M.; Zhu, Bo - In: Applied economics letters 30 (2023) 1, pp. 1-6

Persistent link: https://www.econbiz.de/10013552939

The Nonlinear Relationship between Investor Sentiment and Stock Crash Risk Under the Regime of Epu-Evidence from China's Individual Stock and Market

Jiang, Miao; Zhu, Bo - 2023

This paper elaborates on the motivation and effect of investor sentiment by combining behavioral finance theories. We respectively utilize the PSTR model and LSTVAR model to investigate the nonlinear relationship at the firm level and market level. The results of our study show that...

Persistent link: https://www.econbiz.de/10014354986