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What drives international stock return comovements?

Zhang, Bohui - 2020

This paper presents new evidence on international financial market integration using stock analyst earnings forecasts from 37 countries. By examining cash flow and discount rate news co-movements, we find that the financial and economic aspects of global market integration have diverged over...

Persistent link: https://www.econbiz.de/10012320303

Commonality in news around the world

Đặng Tùng Lâm; Moshirian, Fariborz; Zhang, Bohui - In: Journal of financial economics 116 (2015) 1, pp. 82-110

Persistent link: https://www.econbiz.de/10011347951

Investor heterogeneity and commonality in stock return and liquidity

Pan, Deng; Shi, Jing; Wu, Fei; Zhang, Bohui - In: Economic systems 39 (2015) 3, pp. 458-473

Persistent link: https://www.econbiz.de/10011532310

Is information risk priced? : evidence from abnormal idiosyncratic volatility

Yang, Yung Chiang; Zhang, Bohui; Zhang, Chu - In: Journal of financial economics 135 (2020) 2, pp. 528-554

Persistent link: https://www.econbiz.de/10012543156

Leveraged trading and stock returns : evidence from international stock markets

Chen, Zhuo; Li, Pengfei; Wang, Zhengwei; Zhang, Bohui - In: Journal of financial markets 69 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014574385

The role of the media in the Internet IPO bubble

Bhattacharya, Utpal; Galpin, Neal; Ray, Rina; Yu, Xiaoyun - In: Journal of financial and quantitative analysis : JFQA 44 (2009) 3, pp. 657-682

Persistent link: https://www.econbiz.de/10003887391

Favouritism or markets in capital allocation?

Giannetti, Mariassunta; Yu, Xiaoyun - 2007

Persistent link: https://www.econbiz.de/10003432423

Favoritism in capital allocation

Giannetti, Mariassunta (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003449156

The Role of the media in the launch of internet IPOs

Bhattacharya, Utpal; Galpin, Neal; Ray, Rina; Yu, Xiaoyun - In: Betriebswirtschaftliche Forschung und Praxis : BFuP 58 (2006) 5, pp. 442-456

Persistent link: https://www.econbiz.de/10003376256

Investment opportunities, liquidity premium, and conglomerate mergers

Chang, Chun; Yu, Xiaoyun - In: The journal of business : B 77 (2004) 1, pp. 45-74

Persistent link: https://www.econbiz.de/10002012979