Despite many legal rulings to clarify the WTO inconsistency of zeroing practices, in practically all aspects of antidumping proceedings, the United States declined to categorically rectify the illegal antidumping duties based on zeroing calculation methods. This dispute is merely example of a...

We conduct a comprehensive study on momentum spillovers in the Chinese stock market using various types of economic linkages. We find that the news co-mention momentum spillover is significantly stronger compared to other forms of momentum spillovers. Using spanning tests and Fama-MacBeth...

We conduct a comprehensive study on momentum spillovers in the Chinese stock market using various types of economic linkages. By developing a flexible and innovative algorithm to identify linkages among listed firms using millions of Chinese business news articles, we find that the news...