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The real effect of smoking bans : evidence from corporate innovation

Gao, Huasheng; Hsu, Po-Hsuan; Li, Kai; Zhang, Jin - In: Journal of financial and quantitative analysis : JFQA 55 (2020) 2, pp. 387-427

Persistent link: https://www.econbiz.de/10012195586

Preventing crash in stock market : the role of economic policy uncertainty during COVID-19

Dai, Peng-Fei; Xiong, Xiong; Liu, Zhifeng; Toan Luu Duc … - In: Financial innovation : FIN 7 (2021), pp. 1-15

This paper investigates the impact of economic policy uncertainty (EPU) on the crash risk of US stock market during the COVID-19 pandemic. To this end, we use the GARCH-S (GARCH with skewness) model to estimate daily skewness as a proxy for the stock market crash risk. The empirical results show...

Persistent link: https://www.econbiz.de/10012510333

Test for fractional degree stochastic dominance with applications to stock preferences for China and the United States

Wang, Jianli; Xiong, Xiong; Zhou, Lin; Guo, Xu - In: Journal of risk 24 (2021) 2, pp. 89-112

Persistent link: https://www.econbiz.de/10013284833

Aggregate business failures and macroeconomic conditions : a VAR look at the US between 1980 and 2004

Zhang, Jin; Bessler, David A.; Leatham, David J. - In: Journal of applied economics 16 (2013) 1, pp. 179-202

Persistent link: https://www.econbiz.de/10010391226

Price jump risk in the US housing market

Webb, Robert I.; Yang, Jian; Zhang, Jin - In: The journal of real estate finance and economics 53 (2016) 1, pp. 29-49

Persistent link: https://www.econbiz.de/10011647445

Who are your peers? : an empirical investigation of the matched sample comparison analysis

Hu, Nan; Liu, Ling; Shin, Haeyoung; Zhang, Jin - In: International journal of accounting and information … 18 (2010) 2, pp. 140-155

Persistent link: https://www.econbiz.de/10003992882

Price and volatility transmission in international wheat futures markets

Yang, Jian; Zhang, Jin; Leatham, David J. - In: Annals of economics and finance 4 (2003) 1, pp. 37-50

Persistent link: https://www.econbiz.de/10001793642

The United States direct investment and intra-industry trade with Japan, the Four Tigers and China

Wei, William X.; Peng, Yu; Xu, Meina; Zhang, Jin - In: International journal of business and emerging markets … 4 (2012) 2, pp. 91-106

Persistent link: https://www.econbiz.de/10009538154

Jump robust two time scale covariance estimation and realized volatility budgets

Boudt, Kris; Zhang, Jin - 2010

Persistent link: https://www.econbiz.de/10009127498

The impact of China's exports on global manufactures prices

Fu, Xiaolan; Kaplinsky, Raphael; Zhang, Jing - 2009

Persistent link: https://www.econbiz.de/10003943410