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Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions

Wang, Juan; Zhang, Dongxiang; Zhang, Jian - In: International review of economics & finance : IREF 37 (2015), pp. 157-164

Persistent link: https://www.econbiz.de/10011538307

Good days, bad days : stock market fluctuation and taxi tipping decisions

Tan, Weiqiang; Zhang, Jian - In: Management science : journal of the Institute for … 67 (2021) 6, pp. 3965-3984

Persistent link: https://www.econbiz.de/10012607223

Stakeholder orientation and stock price crash risk

Li, You; Zhang, Jian - In: Finance research letters 37 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012484967

Asset pricing with time varying pessimism and rare disasters

Zhang, Jian; Kong, Dongmin; Liu, Hening; Wu, Ji - In: International review of economics & finance : IREF 60 (2019), pp. 165-175

Persistent link: https://www.econbiz.de/10012203951

Employee mobility, information transfer and stock price crash risk

Li, You; Zhang, Jian - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 3, pp. 833-848

Persistent link: https://www.econbiz.de/10014267074

Market Efficiency Test in the VIX Futures Market

Jian, Zhang - 2010

This paper tests the random walk hypothesis and weak form market efficiency in the VIX futures market using a variety of tests. A unit root in the aggregated market price series suggests that the VIX futures market is efficient. For the individual VIX futures price series, 51 of 54 futures...

Persistent link: https://www.econbiz.de/10013138661

Administrative division adjustments and stock price comovement : evidence from the city-county mergers in China

Yuan, Chun; Geng, Chunxiao; Li, Zhe; Sheng, Yu; Lv, Jie - In: China journal of accounting research : CJAR 15 (2022) 2, pp. 1-25

Under the background of Chinese market segmentation, whether government-led administrative division adjustments can promote regional economic integration is a practical issue. Taking interregional firms’ stock price comovement as a micro measurement of regional integration, this paper...

Persistent link: https://www.econbiz.de/10013269681

Does overconfidence always matter for asset prices?

Wu, Weixing; Wang, Yongxiang - In: Applied economics letters 16 (2009) 7/9, pp. 827-830

Persistent link: https://www.econbiz.de/10003855043

Do bank loans still convey information to investors? : evidence from the split share structure reform in China

Lu, Liping; Tümer-Alkan, Günseli; Zhang, Haiyang; Xu, … - In: Emerging markets review 48 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013272647

Customers' stock price crash risk and suppliers' investment inefficiency : evidence from China

Wang, Changyun; Wang, Chenyu; Wu, Weixing - In: Accounting and finance 63 (2023) 5, pp. 5069-5092

Persistent link: https://www.econbiz.de/10014477219