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When do investors gamble in the stock market?

Gong, Pu; Wen, Zhuzhu; Xiong, Xiong; Gong, Cynthia M. - In: International review of financial analysis 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803966

Can the probability of extreme returns be the basis for profitable portfolios? : evidence from China

Fan, Ruixin; Xiong, Xiong; Gao, Ya - In: International review of financial analysis 76 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012804767

Responsible investment in the Chinese stock market

Gao, Ya; Xiong, Xiong; Feng, Xu - In: Research in international business and finance 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012548431

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

The role of media coverage in measuring the systemic risk of Chinese financial institutions

Dong, Minghua; Xiong, Xiong; Li, Xiao - In: Applied economics 53 (2021) 53, pp. 6138-6152

Persistent link: https://www.econbiz.de/10012650388

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

The maturity effect of stock index futures : speculation or carry arbitrage?

Xu, Kewei; Xiong, Xiong; Li, Xiao - In: Research in international business and finance 58 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10013286468

Loss from the chasing of MAX stocks : evidence from China

Gao, Ya; Han, Xing; Xiong, Xiong - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013188437

Does ESG certification improve price efficiency in the Chinese stock market?

Wu, Chunying; Xiong, Xiong; Gao, Ya - In: Asia Pacific financial markets 29 (2022) 1, pp. 97-122

Persistent link: https://www.econbiz.de/10013175489

Voluntary information disclosure with heterogeneous beliefs

Liu, Xia; Liu, Shanchun; Lu, Lei; Shi, Yongdong; Xiong, … - In: Journal of economic dynamics & control 124 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012666930