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Idiosyncratic asymmetry in stock returns : an entropy measure

Chen, Yan; Liu, Yakun - In: Finance research letters 64 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014531737

Time-varying jump intensity and volatility forecasting of crude oil returns

Zhang, Lei; Chen, Yan; Bouri, Elie - In: Energy economics 129 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014559002

Dynamic relationship between volume and volatility in the Chinese stock market : evidence from the MS-VAR model

Zhang, Feipeng; Zhang, Yilin; Xu, Yixiong; Chen, Yan - In: Data science and management : DSM 7 (2024) 1, pp. 17-24

Since market uncertainty, or volatility, serves as a crucial gauge for assessing the traits of market fluctuations, the link between stock market volume and price continues to be a focal point of interest in finance. This study examines the dynamic, nonlinear correlations between Chinese stock...

Persistent link: https://www.econbiz.de/10014518031

Information risk, stock returns, and the cost of capital in China

Safdar, Raheel; Chen, Yan - In: China finance review international 6 (2016) 1, pp. 77-95

Persistent link: https://www.econbiz.de/10011722598

Information risk, stock returns, and asset pricing : evidence from China

Safdar, Raheel; Chen, Yan - In: Accounting research journal 30 (2017) 4, pp. 379-394

Persistent link: https://www.econbiz.de/10011813072

CEO exposure, media influence, and stock returns

Chen, Yan; Hu, Changyu; Zhang, Wenjie; Li, Qing - In: Journal of global information management 29 (2021) 6, pp. 1-19

Persistent link: https://www.econbiz.de/10012614584

ESG News and Stock Returns : Evidence from China

Chen, Yan; Zheng, Yijia; Lv, Gaotian; Zhang, Wenjie - 2023

This study examines the impact of ESG-related news on Chinese stock markets. We find that ESG news significantly influences stock markets, indicating that investors consider ESG news as a crucial source of information for investment decisions. The effects of ESG news with varying attributes,...

Persistent link: https://www.econbiz.de/10014355556

Information spillovers in Hong Kong REITs and related asset markets

Liu, Jian; Chen, Yan; Liao, Shufei; Cheng, Cheng; Fu, Yongge - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 215-229

Persistent link: https://www.econbiz.de/10014490283

Do short-term institutions exploit stock return anomalies?

Chen, Yinfei; Huang, Wei; Jiang, George J. - In: The financial review : the official publication of the … 57 (2022) 1, pp. 69-94

Persistent link: https://www.econbiz.de/10012819500

Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock : evidence from multiscale quantile perspectives

Zhu, Huiming; Chen, Yiwen; Ren, Ying-hua; Xing, Zhanming; … - In: The North American journal of economics and finance : a … 61 (2022), pp. 1-46

Persistent link: https://www.econbiz.de/10013449362