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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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Stock return predictability and model instability : evidence from mainland China and Hong Kong
Hong, Hui; Chen, Naiwei; O'Brien, Fergal; Ryan, James - In: The quarterly review of economics and finance : journal … 68 (2018), pp. 132-142
Persistent link: https://www.econbiz.de/10012034528
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The heterogeneity dependence between crude oil price changes and industry stock market returns in China : evidence from a quantile regression approach
Zhu, Huiming; Guo, Yawei; You, Wan-hai; Xu, Yaqin - In: Energy economics 55 (2016), pp. 30-41
Persistent link: https://www.econbiz.de/10011663084
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Structural breaks in volatility : the case of Chinese stock returns
Ni, Jinlan; Wohar, Mark E.; Wang, Beichen - In: The Chinese economy 49 (2016) 2, pp. 81-93
Persistent link: https://www.econbiz.de/10011619799
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Do extreme returns matter in emerging markets? : evidence from the Chinese stock market
Nartea, Gilbert V.; Kong, Dongmin; Wu, Ji - In: Journal of banking & finance 76 (2017), pp. 189-197
Persistent link: https://www.econbiz.de/10011814322
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Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun; Zhang, Li-Wen - In: Economic modelling 60 (2017), pp. 391-401
Persistent link: https://www.econbiz.de/10011734259
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Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models
Xue, Wen-Jun; Zhang, Li-Wen - 2016
Persistent link: https://www.econbiz.de/10011617906
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Idiosyncratic tail risk and expected stock returns : evidence from the Chinese stock markets
Long, Huaigang; Jiang, Yuexiang; Zhu, Yanjian - In: Finance research letters 24 (2018), pp. 129-136
Persistent link: https://www.econbiz.de/10011982519
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Market skewness and stock return predictability : new evidence from China
Feng, Yuqing; He, Mengxi; Zhang, Yaojie - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 2, pp. 233-244
Persistent link: https://www.econbiz.de/10014513825
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Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie; Zhang, Yuxuan; Ren, Xinrui; Jin, Meichen - In: Finance research letters 64 (2024), pp. 1-9
Persistent link: https://www.econbiz.de/10014531770