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Economic Policy Uncertainty in China and Stock Market Expected Returns
Chen, Jian - 2017
We investigate the impact of China's economic policy uncertainty (EPU) on the time series variation of Chinese stock …
Persistent link: https://www.econbiz.de/10012968808
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Combination forecasts of China's oil futures returns based on multiple uncertainties and their connectedness with oil
Shi, Chunpei; Wei, Yu; Li, Xiafei; Liu, Yuntong - In: Energy economics 126 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014487439
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How is the change in left-tail risk priced in China?
Sun, Kaisi; Wang, Hui; Zhu, Yifeng - In: Pacific-Basin finance journal 71 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10014513920
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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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Is tail risk priced in the cross-section of Chinese mutual fund returns?
Yang, Liuyong; Long, Yijia; Long, Huaigang; Zaremba, Adam; … - In: Finance research letters 50 (2022), pp. 1-8
Persistent link: https://www.econbiz.de/10014245291
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Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai; Liu, Xiao-xing; Tang, Chun; Yang, Guang-yi - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
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Fund ESG performance and downside risk : evidence from China
Zhang, Ning; Zhang, Yue; Zong, Zhe - In: International review of financial analysis 86 (2023), pp. 1-20
Persistent link: https://www.econbiz.de/10014248327
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Barra risk model based idiosyncratic momentum for the Chinese equity market
Lu, Sean; Lu, Cindy - In: Multinational finance journal 24 (2020) 1/2, pp. 1-37
Persistent link: https://www.econbiz.de/10012590992
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Accounting-based downside risk and expected stock returns : evidence from China
Luo, Yan; Wang, Xiaohuan; Zhang, Chenyang; Huang, Wei - In: International review of financial analysis 78 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10013255675
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Price nonsynchronicity, idiosyncratic risk, and expected stock returns in China
Long, Huaigang; Zaremba, Adam; Jiang, Yuexiang - In: Economic research 33 (2020) 1,1, pp. 160-181
Persistent link: https://www.econbiz.de/10013173486