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Relative Signal Jump Variance, Investor Attention, and the Cross-Section of Chinese Stock Returns

Long, Huaigang; Zaremba, Adam; Zhu, Yanjian - 2023

We estimate the relative signal jump variance (RSJV) as the difference between the realized positive half-variance and negative half-variance divided by the realized variance using high-frequency intraday data and investigate its role in the cross-sectional pricing in the Chinese stock market....

Persistent link: https://www.econbiz.de/10014258401

Does Realized Skewness Predict the Cross-Section of Chinese Equity Returns?

Jiang, Yuexiang; Long, Huaigang; Zaremba, Adam - 2023

in China but is not reversed as in the United States …

Persistent link: https://www.econbiz.de/10014353753

Capital or burden? : the impact of social networks on elderly care services consumption: Evidence from China

Ma, Yueru - In: International review of economics & finance : IREF 94 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014583515

Does realized skewness predict the cross-section of Chinese stock returns?

Jiang, Yuexiang; Long, Huaigang; Zaremba, Adam - In: Finance research letters 58 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014583518

How does directors' and officers' liability insurance affect green innovation? : Evidence from China

Han, Yuling; Boubaker, Sabri; Li, Wanfu - In: International review of economics & finance : IREF 94 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014583598

The impact of dynamic capabilities of platform firms on value co-creation : an empirical study based on chinese firms

Liu, Yu-lian; Wang, Fu-lin - In: Journal of engineering and technology management : JET-M 72 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10015065112

Who gets funds from China’s capital market? : a micro view of China’s economy via case studies on listed Chinese SMEs

Wang, Jiazhou G.; Yang, Juan - 2013

Persistent link: https://www.econbiz.de/10010236322

China economic review

Amsterdam [u.a.] : Elsevier Science - 1.1989 -

Persistent link: https://www.econbiz.de/10001514578

Imbalance funds allocation mechanism design in China's dual track electricity market environment : an agent-based modeling approach

In: Energy strategy reviews 52 (2024), pp. 1-13

-track market system in China, the issue of imbalance funds has become increasingly prominent. The allocation of these funds is … market. In this context, this paper, integrating the current dual-track electricity market environment in China, establishes … progressive evolution of China's spot market, the paper meticulously crafts various scenarios with unique imbalance fund …

Persistent link: https://www.econbiz.de/10014583283

Green financial policy and corporate risk-taking : evidence from China

Li, You; Lin, Yongjia - In: Finance research letters 58 (2023) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10014583436