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Decomposing Global Equity Cross-Sectional Volatility

Menchero, Jose - 2011

The authors present an exact methodology for decomposing cross-sectional volatility into contributions from various factors. Treating country, industry, and style factors equally, they used their framework to investigate several relevant issues in the global equity markets, including the...

Persistent link: https://www.econbiz.de/10013120020

Default risk estimation, bank credit risk, and corporate governance

Switzer, Lorne N.; Wang, Jun - In: Financial markets, institutions & instruments 22 (2013) 2, pp. 91-112

Persistent link: https://www.econbiz.de/10009759184

Public debt maturity and currency crises

Levine, Paul; Mandilaras, Alex; Jun, Wang - In: Scottish journal of political economy : the journal of … 55 (2008) 1, pp. 79-106

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Does employer learning with statistical discrimination exist in China? : evidence from Chinese Micro Survey Data

Wang, Jun; Li, Bo - In: International review of economics & finance : IREF 69 (2020), pp. 319-333

Persistent link: https://www.econbiz.de/10012486909

Pain of disasters : the educational cost of exogenous shocks evidence from Tangshan Earthquake in 1976

Wang, Jun; Juan, Yang; Li, Bo - In: China economic review : an international journal 46 (2017), pp. 27-49

Persistent link: https://www.econbiz.de/10011910768

Dynamic spillover effect between oil prices and economic policy uncertainty in bric countries : a wavelet-based approach

Chen, Xiuwen; Sun, Xiaolei; Wang, Jun - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2703-2717

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Foreign exchange exposure and analysts' earnings forecasts

Yusoff, Iliyas; Chen, Chen; Lai, Karen; Naiker, Vic; … - In: Journal of banking & finance 146 (2023), pp. 1-18

Persistent link: https://www.econbiz.de/10014248219