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Does geopolitical risk influence China's defence sector returns?

Wang, Yu; Liu, Yun - In: Peace economics, peace science and public policy 29 (2023) 3, pp. 279-287

Persistent link: https://www.econbiz.de/10014375229

Financial distress and jump tail risk : evidence from China's listed companies

Liu, Xiaoqun; Zhang, Yuchen; Tian, Mengqiao; Chao, Youcong - In: International review of economics & finance : IREF 85 (2023), pp. 316-336

Persistent link: https://www.econbiz.de/10014427889

Is idiosyncratic tail risk priced in the cross-section of bond returns? : evidence from Chinese bond markets

Huang, Wei-Qiang; Zhang, Jing; Liu, Peipei - In: Applied economics letters 30 (2023) 10, pp. 1318-1326

Persistent link: https://www.econbiz.de/10014304235

The impact of oil price shocks on the risk-return relation in the Chinese stock market

Wen, Fenghua; Zhang, Minzhi; Xiao, Jihong; Yue, Wei - In: Finance research letters 47 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013553890

Underwriter ratings and risk-taking of IPO firms : evidence from China

Zhang, Linlang; Zhang, Han; Xiongyuan, Wang - In: Applied economics 55 (2023) 17, pp. 1877-1890

Persistent link: https://www.econbiz.de/10013555050

Fund ESG Performance and Downside Risk : Evidence from China

Zhang, Ning; Zhang, Yue; zong, Zhe - 2023

Whether responsible investing reduces portfolio risk remains open to discussion. We study the relationship between ESG … performance and downside risk at fund level in the Chinese equity mutual fund market. We find that fund ESG performance is … positively associated with fund downside risk during the period between July 2018 and March 2021, and that the positive …

Persistent link: https://www.econbiz.de/10014258085

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

Wang, Yubao; Huang, Xiaozhou; Huang, Zhendong - In: Finance research letters 62 (2024) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014531132

Extreme climate risks and corporate bond yield spreads : evidence from China

Ye, Yanyi; Zhu, Jingjing; Li, Bin; Yang, Xiaoguang - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 5, pp. 697-717

Persistent link: https://www.econbiz.de/10015073563

Uncertainty Elasticity of Liquidity and Expected Stock Returns in China

Sun, Ping-Wen - 2015

for the liquidity risk. Finally, on average, stocks' UEL is higher when the stock market return is lower …

Persistent link: https://www.econbiz.de/10013030699