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A network perspective of the stock market

Tse, Chi K.; Liu, Jing; Lau, Francis C. M. - In: Journal of empirical finance 17 (2010) 4, pp. 659-667

Persistent link: https://www.econbiz.de/10009267260

Alumni network, CEO turnover, and stock price crash risk : evidence from China

Liu, Jing - In: Cogent economics & finance 10 (2022) 1, pp. 1-25

This paper empirically tests the impact of CEO’s alumni relationships on the stock price crash risk during CEO turnover. Empirical tests find that CEOs’ advantage among alumni networks will increase stock price crash risk during CEO turnover to some degree. However, this effect is built on...

Persistent link: https://www.econbiz.de/10013393583

Stock liquidity and corporate trade credit strategies : evidence from China

Shahzad, Umeair; Liu, Jing; Luo, Fukai - In: Journal of business economics and management 23 (2022) 1, pp. 40-59

This study investigates the nexus of stock liquidity and trade-credit policies in China from 2002 to 2017. The estimates are robust to alternative proxies, various fixed-effects, and the exogenous impact of Chinese split share structure reforms (SSSR) 2005-06 is investigated through the...

Persistent link: https://www.econbiz.de/10013258463

Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

Persistent link: https://www.econbiz.de/10012415334

Long-term adjusted volatility : powerful capability in forecasting stock market returns

Qiu, Rui; Liu, Jing; Li, Yan - In: International review of financial analysis 86 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014248427

VIX and stock market volatility predictability : a new approach

Liu, Zhichao; Liu, Jing; Zeng, Qing; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013460221

Adjusted Long-Term Volatility and Stock Return Predictability

Qiu, Rui; Liu, Jing; Li, Yan - 2022

We design an adjusted long-term volatility (ADJ_LV) indicator by removing the interference information of short-term volatility from the simple long-term volatility indicator to investigate the level of predictive ability that ADJ_LV has for stock returns. In a sample spanning 2000 to 2019 and...

Persistent link: https://www.econbiz.de/10013492042

How do stock prices respond to the leading economic indicators? : analysis of large and small shocks

Liu, Jing; Chen, Zhonglu - In: Finance research letters 51 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014288289