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A study of the machine learning approach and the MGARCH-BEKK model in volatility transmission
Joshi, Prashant; Wang, Jinghua; Busler, Michael - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-9
This study analyzes the volatility spillover effects in the US stock market (S&P500) and cryptocurrency market (BGCI) using intraday data during the COVID-19 pandemic. As the potential drivers of portfolio diversification, we measure the asymmetric volatility transmission on both markets. We...
Persistent link: https://www.econbiz.de/10013201419
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Customer and tax behaviour : how customer concentration affect suppliers' tax avoidance
Wang, Jinghua; Mao, Ning - In: Accounting forum : advancing the interdisciplinary and … 45 (2021) 4, pp. 363-388
Persistent link: https://www.econbiz.de/10013161626
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Managing the media coverage : evidence from managers' stock selling
Yang, Jun; Wang, Jinghua; Yi, Zhigao; Mao, Ning - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 1, pp. 77-96
Persistent link: https://www.econbiz.de/10012820816
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Oil and sovereign credit risk : asymmetric nonlinear dynamic interactions
Ngene, Geoffrey; Wang, Jinghua; Hassan, M. Kabir; … - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 7, pp. 2006-2022
Persistent link: https://www.econbiz.de/10012549863
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Does financialization of non-financial corporations promote or prohibit corporate risk-taking?
Wang, Jinghua; Mao, Ning - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1913-1924
Persistent link: https://www.econbiz.de/10013190225
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Who poisons the pool? : time-varying asymmetric and nonlinear causal inference between low-risk and high-risk bonds markets
Ngene, Geoffrey M.; Lee Kim, Yea; Wang, Jinghua - In: Economic modelling 81 (2019), pp. 136-147
Persistent link: https://www.econbiz.de/10012201529
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Mercantile culture and corporate innovation : evidence from China
Wang, Jinghua; Mao, Ning - In: Applied economics letters 26 (2019) 17, pp. 1393-1401
Persistent link: https://www.econbiz.de/10012204808
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An empirical investigation of eastern European bond markets
Wang, Jinghua; Bilson, John F. - In: Emerging markets finance & trade : a journal of the … 53 (2017) 1, pp. 199-212
Persistent link: https://www.econbiz.de/10011763968
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Religion and corporate tax compliance : evidence from Chinese Taoism and Buddhism
Wang, Jinghua; Lu, Jiankun - In: Eurasian business review 11 (2021) 2, pp. 327-347
Persistent link: https://www.econbiz.de/10012543949
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Does Bitcoin still own the dominant power? : an intraday analysis
Wang, Jinghua; Ngene, Geoffrey M. - In: International review of financial analysis 71 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012437164