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Can demographic structures help predict equity premiums? : evidence from a panel with cross-section dependence

Kim, Seonghoon; Moon, Seongman - In: Applied economics letters 29 (2022) 7, pp. 635-639

Persistent link: https://www.econbiz.de/10013171008

Stock market risk and suicide

Koh, Kanghyock; Han, Hyojin - In: Pacific-Basin finance journal 78 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014463761

The ESG rating, spillover of ESG ratings, and stock return : evidence from Chinese listed firms

Li, Hao; Guo, Hui; Hao, Xinyao; Zhang, Xuan - In: Pacific-Basin finance journal 80 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014463344

An anatomy of commodity futures returns in China

Zhang, Xuan; Jun, Xiao; Zhang, Zhekai - In: Pacific-Basin finance journal 62 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012491768

COVID-19 and stock market performance : evidence from the RCEP countries

Zhang, Wenwen; Cao, Shuo; Zhang, Xuan; Qu, Xuefeng - In: International review of economics & finance : IREF 83 (2023), pp. 717-735

Persistent link: https://www.econbiz.de/10014246791

The reduced-rank beta in linear stochastic discount factor models

Sun, Yang; Zhang, Xuan; Zhang, Zhekai - In: International review of financial analysis 84 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013472971

Can factor momentum beat momentum factor? : evidence from China

Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12

While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...

Persistent link: https://www.econbiz.de/10014530711