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Financial Market Reactions to Earnings Announcements and Earnings Forecast Revisions : Evidence from the U.S. and China
Gift, Michael J. - 2010
This paper examines the impact of earnings announcements and earnings forecast revisions on stock returns across …-looking earnings announcement information and forward-looking earnings forecast information on the price of equity shares. We analyze … availability and actual or perceived reliability affect this relationship. We find that forward-looking analyst forecast …
Persistent link: https://www.econbiz.de/10013138780
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The Chinese market for US pork exports
Hayes, Dermot James; Clemens, Roxanne - 1997
Persistent link: https://www.econbiz.de/10000963030
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China as a potential market for US pork exports
Amponsah, William A.; Qin, Xiang Dong; Peng, Xuehua - In: Review of agricultural economics : RAE 25 (2003) 1, pp. 259-269
Persistent link: https://www.econbiz.de/10001766207
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The supply chain of pork : US and China
Pan, Chenjun; Kinsey, Jean D. - 2002
Persistent link: https://www.econbiz.de/10001674330
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China's oil future : a case of modest expectations
Hardy, Randall W. - 1978
Persistent link: https://www.econbiz.de/10000116088
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Hedging China's energy oil market risks
Lau, Chi Keung; Su, Yongyang; Tan, Na; Zhang, Zhe - In: Eurasian economic review : a journal in applied … 4 (2014) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10010512213
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Can CBOE gold and silver implied volatility help to forecast gold futures volatility in China? : evidence based on HAR and Ridge regression models
Wei, Yu; Liang, Chao; Li, Yan; Zhang, Xunhui; Wei, Guiwu - In: Finance research letters 35 (2020), pp. 1-8
Persistent link: https://www.econbiz.de/10012438364
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Jumps and gold futures volatility prediction
Li, Xiaoqian; Ma, Xiaoqi - In: Finance research letters 58 (2023) 3, pp. 1-5
Persistent link: https://www.econbiz.de/10014631150
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Textual analysis and gold futures price forecasting : evidence from the Chinese market
Liu, Yanchu; Zhang, Yu; Peng, Xinyi - In: Finance research letters 69 (2024) 1, pp. 1-8
Persistent link: https://www.econbiz.de/10015080875
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Time-Series Momentum in the Chinese Commodity Futures Market
Cho, Hoon - 2019
This study examines time-series momentum in the Chinese commodity futures market. The findings show that a time-series momentum strategy performs best with a one-month look-back period and a one-month holding period. Furthermore, this strategy outperforms passive long and cross-sectional...
Persistent link: https://www.econbiz.de/10012895464