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Mechanisms underlying geopolitical shocks and stock price crash risk : evidence from China
Xu, Nana; He, Zhifang; Zhou, Fangzhao; Ding, Wenjie; … - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 15, pp. 4194-4203
Persistent link: https://www.econbiz.de/10014444320
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Oil price uncertainty and the risk-return relation in stock markets : evidence from oil-importing and oil-exporting countries
He, Zhifang; Chen, Jiaqi; Zhou, Fangzhao; Zhang, Guoqing; … - In: International journal of finance & economics : IJFE 27 (2022) 1, pp. 1154-1172
Persistent link: https://www.econbiz.de/10012815001
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Dynamic interaction of risk-return trade-offs between oil market and China's stock market : an analysis from the risk preferences perspective
He, Zhifang; Sun, Hao; Chen, Jiaqi; Yang, Xin; Yin, Zhujia - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014484058
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Geopolitical risks and investor sentiment : causality and TVP-VAR analysis
He, Zhifang - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014484146
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Risk compensation and market returns : the role of investor sentiment in the stock market
He, Zhifang; He, Linjie; Wen, Fenghua - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 3, pp. 704-718
Persistent link: https://www.econbiz.de/10012210569
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The time-varying and asymmetric impacts of oil price shocks on geopolitical risk
He, Zhifang; Sun, Hao - In: International review of economics & finance : IREF 91 (2024), pp. 942-957
Persistent link: https://www.econbiz.de/10014492272
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Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang; Zheng, Jie - In: Applied economics letters 31 (2024) 4, pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
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Geopolitical risk and corporate innovation : evidence from China
Jia, Shaoqing; Yang, Liuyong; Zhou, Fangzhao - In: Journal of multinational financial management 66 (2022), pp. 1-22
Persistent link: https://www.econbiz.de/10014227396
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Risk measurement distortion : an improved model of return smoothing
Chen, Jiaqi; Tindall, Michael L.; Wu, Wenbo - In: Financial markets and portfolio management 32 (2018) 3, pp. 297-310
Persistent link: https://www.econbiz.de/10011951981
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Patented Innovation and Left-Tail Risk : Evidence from China
Jia, Shaoqing; Yang, Liuyong; Fangzhao, zhou - 2023
This study explores the impact of patented innovation on downside stock tail risk, measured as the value at risk (VaR) and expected shortfall (ES) (Atilgan et al., 2020). Using the sample of all listed firms in China's A-share market from 2007 to 2020, we find that, first, the quantity and...
Persistent link: https://www.econbiz.de/10014257668