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Do stock prices underreact to information conveyed by investors' trades? : evidence from China

Wu, Fei - In: Asia-Pacific journal of financial studies 42 (2013) 3, pp. 442-466

Persistent link: https://www.econbiz.de/10010189481

Sectoral contributions to systemic risk in the Chinese stock market

Wu, Fei - In: Finance research letters 31 (2019), pp. 386-390

Persistent link: https://www.econbiz.de/10012421681

Suicide and justice : a Chinese perspective

Wu, Fei - 2010

Persistent link: https://www.econbiz.de/10004944935

Buy and sell dynamics following high market returns : evidence from China

Wongchoti, Udomsak; Wu, Fei; Young, Martin R. - In: International review of financial analysis 18 (2009) 1/2, pp. 12-20

Persistent link: https://www.econbiz.de/10003850293

Revealed stock preferences of individual investors : evidence from Chinese equity markets

Ng, Lilian; Wu, Fei - In: Pacific-Basin finance journal 14 (2006) 2, pp. 175-192

Persistent link: https://www.econbiz.de/10003302852

The trading behavior of institutions and individuals in Chinese equity markets

Ng, Lilian K.; Wu, Fei - In: Journal of banking & finance 31 (2007) 9, pp. 2695-2710

Persistent link: https://www.econbiz.de/10003572352

Introduction: financial system and development in China

Shi, Jing; Wu, Fei; Zhu, Qiaoqiao - In: Economic systems 39 (2015) 3, pp. 367-368

Persistent link: https://www.econbiz.de/10011532237

Provincial co-movement in Chinese stock returns

Wongchoti, Udomsak; Wu, Fei - In: Applied financial economics letters 4 (2008) 1/3, pp. 171-176

Persistent link: https://www.econbiz.de/10003725354

Interim CEO and corporate long-term investment : evidence from China

Wu, Fei; Yu, Jing; Zhao, Yujie; Zhou, Donghua - In: Accounting and finance 62 (2022) 1, pp. 369-415

Persistent link: https://www.econbiz.de/10013166405

Sectoral Contributions to Systemic Risk in the Chinese Stock Market

Wu, Fei - 2018

This paper investigates the question of how much each sector contributes to systemic risk in the Chinese stock market. Based on two recently developed approaches, namely, Marginal Expected Shortfall (MES) and Component Expected Shortfall (CES), the empirical results demonstrate that weights of...

Persistent link: https://www.econbiz.de/10012909489