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Sectoral responses of the Chinese stock market to international oil shocks

Zhang, Dayong; Cao, Hong - In: Emerging markets finance & trade : a journal of the … 49 (2013) 6, pp. 37-51

Persistent link: https://www.econbiz.de/10010346308

Hedging or speculation : what can we learn from the volume-return relationship?

Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128

Persistent link: https://www.econbiz.de/10011561233

Social-media and intraday stock returns : the pricing power of sentiment

Broadstock, David C.; Zhang, Dayong - In: Finance research letters 30 (2019), pp. 116-123

Persistent link: https://www.econbiz.de/10012420315

Do natural disasters affect stock price crash risk? : evidence from emerging markets

Zhao, Rui; Zhang, Dayong; Guo, Mengmeng - In: Journal of international financial markets, … 93 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014583903

Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?

Ma, Yan-Ran; Zhang, Dayong; Ji, Qiang; Pan, Jiaofeng - In: Energy economics 81 (2019), pp. 536-544

Persistent link: https://www.econbiz.de/10012172799

Excess stock returns and corporate environmental performance in China

Ma, Dandan; Zhai, Pengxiang; Zhang, Dayong - In: Financial innovation : FIN 10 (2024), pp. 1-30

Using unbalanced panel data on 3326 Chinese listed companies from 2014 to 2021, this study investigates the impact of corporate environmental performance on China's excess stock returns. The results show that stocks of companies with better environmental performance earn signifcantly higher...

Persistent link: https://www.econbiz.de/10014532441

Expected stock returns, common idiosyncratic volatility and average idiosyncratic correlation

Ni, Xuanming; Qian, Long; Zhao, Huimin; Liu, Jia - In: International review of financial analysis 76 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805046

Fundamental and behavioural determinants of stock return volatility in ASEAN-5 countries

Thampanya, Natthinee; Wu, JunJie; Nasir, Muhammad Ali; … - In: Journal of international financial markets, … 65 (2020), pp. 1-26

Persistent link: https://www.econbiz.de/10012495783

Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models

Yu, Lean; Zha, Rui; Stafylas, Dimitrios; He, Kaijian; … - In: International review of financial analysis 68 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012301075

Macroeconomic attention and stock market return predictability

Ma, Feng; Lu, Xinjie; Liu, Jia; Huang, Dengshi - In: Journal of international financial markets, … 79 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013358722