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Dynamics of gross capital flows and financial stress in China

Wang, Lirong; Zhou, Jinnan; Hueng, C. James - In: Finance research letters 44 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014494762

Short-sales constraints and stock return asymmetry : evidence from the Chinese stock markets

Hueng, C. James - In: Applied financial economics 16 (2006) 10, pp. 707-716

Persistent link: https://www.econbiz.de/10003334984

On Chinese government's stock market rescue efforts in 2015

Zeng, Fanhua; Huang, Wei-chiao; Hueng, C. James - In: Modern economy 7 (2016) 4, pp. 411-418

Persistent link: https://www.econbiz.de/10011548873

Overreaction effects independent of risk and characteristics: evidence from the Japanese stock market

Chiao, Chaoshin; Hueng, C. James - In: Japan and the world economy : international journal of … 17 (2005) 4, pp. 431-455

Persistent link: https://www.econbiz.de/10003240388

Trend analysis of global stock market linkage based on a dynamic conditional correlation network

Kedong, Yin; Liu, Zhe; Liu, Peide - In: Journal of business economics and management 18 (2017) 4, pp. 779-800

Persistent link: https://www.econbiz.de/10011780777

The trend premium around the world : evidence from the stock market

Lin, Hai; Liu, Pengfei; Zhang, Cheng - In: International review of finance : the official journal … 23 (2023) 2, pp. 317-358

Persistent link: https://www.econbiz.de/10014326304

Conditional Risk-Return Relationship in a Time-Varying Beta Model

Huang, Peng - 2018

We investigate the asymmetric risk–return relationship in a time-varying beta CAPM. A state space model is established and estimated by the Adaptive Least Squares with Kalman foundations proposed by McCulloch. Using S&P 500 daily data from 1987:11–2003:12, we find a positive risk–return...

Persistent link: https://www.econbiz.de/10012931067

An empirical analysis of the volatility spillover effect between primary stock markets abroad and China

Ke, Jian; Wang, Liming; Murray, Louis - In: Journal of Chinese economic and business studies 8 (2010) 3, pp. 315-333

Persistent link: https://www.econbiz.de/10008665749

A comparison of U.S and Chinese financial market microstructure : heterogeneous agent-based multi-asset artificial stock markets approach

Yang, Haijun; Wang, Harry Jiannan; Sun, Gui Ping; Wang, Li - In: Journal of evolutionary economics : JEE 25 (2015) 5, pp. 901-924

Persistent link: https://www.econbiz.de/10011481578

Who moves East Asian stock markets? : the role of the 2007 - 2009 global financial crisis

Wang, Lihong - In: Journal of international financial markets, … 28 (2014), pp. 182-203

Persistent link: https://www.econbiz.de/10010411566