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Insider share pledging and firm value consequences under the COVID-19 : evidence from China

Xiao, He; Chen, Xin; Fang, Heyang; Zhang, Yifei - In: Applied economics 53 (2021) 56, pp. 6522-6534

Persistent link: https://www.econbiz.de/10012697928

The market reaction to green bond issuance : evidence from China

Wang, Jiazhen; Chen, Xin; Li, Xiaoxia; Yu, Jing; Zhong, Rui - In: Pacific-Basin finance journal 60 (2020), pp. 1-19

Persistent link: https://www.econbiz.de/10012232828

Testing and support recovery of correlation structures for matrix-valued observations with an application to stock market data

Chen, Xin; Yang, Dan; Yan, Xu; Xia, Yin; Wang, Dong; … - In: Journal of econometrics 232 (2023) 2, pp. 544-564

Persistent link: https://www.econbiz.de/10014340639

The cash conversion cycle spread in China

Chen, Xin; Zheng, Gaoping; Chai, Daniel - In: Pacific-Basin finance journal 73 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10013389008

Attention spillover in asset pricing

Chen, Xin; An, Li; Wang, Zhengwei; Yu, Jianfeng - In: The journal of finance : the journal of the American … 78 (2023) 6, pp. 3515-3559

Persistent link: https://www.econbiz.de/10014437707

Attention and underreaction-related anomalies

Chen, Xin; He, Wei; Tao, Libin; Yu, Jianfeng - In: Management science : journal of the Institute for … 69 (2023) 1, pp. 636-659

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Heterogeneous dividend preferences of Chinese individual and institutional investors : evidence from categorized daily share holding data

Chen, Xin; Tang, Lin; Hu, Haiou - In: China finance review international 4 (2014) 4, pp. 326-342

Persistent link: https://www.econbiz.de/10011339003

Dynamic pricing with gain-seeking reference price effects

Huang, Zhenyu; Chen, Xin; Hu, Peng - In: Operations research 64 (2016) 1, pp. 150-157

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Vertical interlock and stock price crash risk

Yang, Chang; Chen, Xin; Chen, Xian - In: Pacific-Basin finance journal 68 (2021), pp. 1-17

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The Impact of SFAS No. 8 on Stock Market Based on a New Fama-French 3-Factor Model : An Empirical Evidence from US Stock Market

Wang, Wen - 2018

In this paper, the impact of the accounting rule (SFAS No.8) on stock market is analyzed with a new model, which is based on the 3-factor model of Fama-French (1993), the EGARCH-type volatility of Nelson (1991) and non-Normal distribution of SSAEPD of Zhu and Zinde-Walsh (2009). Fama-French 25...

Persistent link: https://www.econbiz.de/10012933571