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Essays on two financial market anomalies

Wang, Hui - 2005

Persistent link: https://www.econbiz.de/10003555364

The return-risk performance : the comparison of asset portfolio performance of institution fund with that based on multifractal detrended fluctuation approach

Wen, Xiaobo; Wang, Hui; Zhou, Zongfang; Zhang, Hua - In: Modern economy 3 (2012) 4, pp. 460-462

Persistent link: https://www.econbiz.de/10009705354

Decarbonization factors

Cheema-Fox, Alexander; LaPerla, Bridget R.; Serafeim, George - In: The journal of impact and ESG investing 2 (2021) 1, pp. 47-73

Persistent link: https://www.econbiz.de/10012613626

How is the change in left-tail risk priced in China?

Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Pacific-Basin finance journal 71 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10014513920

Bond yield effects of corporate bond default : evidence from bond default events of 2014-2022

Wang, Hui; Li, Jiarui; Luo, Yixuan - In: Finance research letters 60 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014490413

Salience theory in price and trading volume : evidence from China

Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Journal of empirical finance 70 (2023), pp. 38-61

Persistent link: https://www.econbiz.de/10014423582

Does Realized Skewness Predict the Cross-Section of Chinese Equity Returns?

Dai, Yiming; Jiang, Yuexiang; Long, Huaigang; Wang, Hui; … - 2023

We examine the effect of realized skewness on Chinese stock returns. We construct realized skewness by using intraday data at a monthly horizon. Our study finds a significant negative relation between realized skewness and future stock returns in both portfolio analyses and cross-sectional...

Persistent link: https://www.econbiz.de/10014353753

Does realized skewness predict the cross-section of Chinese stock returns?

Dai, Yiming; Jiang, Yuexiang; Long, Huaigang; Wang, Hui; … - In: Finance research letters 58 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014583518