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The reverse volatility asymmetry in Chinese financial market

Wan, Die; Cheng, Ke; Yang, Xiaoguang - In: Applied financial economics 24 (2014) 22/24, pp. 1555-1575

Persistent link: https://www.econbiz.de/10010460962

Empirical study on relationship between persistence-free trading volume and stock return volatility

Wen, Fenghua; Yang, Xiaoguang - In: Global finance journal 20 (2009) 2, pp. 119-127

Persistent link: https://www.econbiz.de/10003877924

Measurement of individual investor sentiment and its application : evidence from Chinese stock message board

Huang, Chuangxia; Wen, Shigang; Yang, Xin; Cao, Jinde; … - In: Emerging markets, finance and trade : EMFT 58 (2022) 3, pp. 681-691

Persistent link: https://www.econbiz.de/10012821597

Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model

Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun; Yang, Xiaoguang - In: International review of economics & finance : IREF 72 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012671271

Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns

Wang, Yingli; Lu, Chang; Yang, Xiaoguang; Zhang, Qingpeng - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2937-2955

Persistent link: https://www.econbiz.de/10014327627

IPO relative difficulty, M&A option and size effect

Wan, Die; Yang, Teng; Yang, Xiaoguang - In: Journal of Asian economics 76 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013275657

Shell-Shocked Investors : Earthquake Effect on Yield Spreads of Quasi-Municipal Bonds

Gao, Haoyu; Huang, Difang; Yang, Xiaoguang; Zhou, Ye - 2023

Using a comprehensive data set of earthquakes in China, we show that investors perceive increased credit risk in quasi-municipal bonds exposed to devastating earthquakes, leading to a significant positive risk premium. Our study identifies that this bias is temporary and decreases as investors...

Persistent link: https://www.econbiz.de/10014354877

The Asymmetric Positive Feedback Trading in Individual Stocks : China's Evidences

Wan, Die - 2015

Based on 4 years data of individual stocks in SZ300P index, the paper investigates the positive feedback trading behavior and its asymmetry. Regressions with heterogeneous belief terms show the presence of positive feedback trading in Chinese market. The traders who react to daily, weekly or...

Persistent link: https://www.econbiz.de/10013023211

Economic policy uncertainty shocks and stock-bond correlations : evidence from the US market

Li, Xiaoming; Zhang, Bing; Gao, Ruzhao - In: Economics letters 132 (2015), pp. 91-96

Persistent link: https://www.econbiz.de/10011431392

Limited attention of individual investors and stock performance : evidence from the ChiNext market

Zhang, Bing; Wang, Yudong - In: Economic modelling 50 (2015), pp. 94-104

Persistent link: https://www.econbiz.de/10011439953