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The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market

Liu, Xiaoqun; Hou, Chenji; Zhu, Shinan; Chen, Haiqiang - In: Pacific-Basin finance journal 83 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014491102

The impact of COVID-19 shocks on the volatility of stock markets in technologically advanced countries

Zhang, Ning; Wang, Aiqun; Ul Haq, Naveed; Nosheen, Safia - In: Economic research 35 (2022) 1,2, pp. 2191-2216

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Using equity market reactions to infer exposure to trade liberalization

Greenland, Andrew; Ion, Mihai; Lopresti, John; Schott, … - 2022

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Coal Price Shock Propagation Through Industry Portfolio Connectedness in China's Stock Market : Quantile Coherency Network Modelling and Shock Decomposition Analysis

Zhang, Yan; Xu, Yushi; Zhu, Xintong; Huang, Jionghao - 2023

The long and continuing coal-dominated energy structure in China makes it important to investigate the impact of coal … price shocks on China’s financial markets. This study identifies whether volatilities in coal market may propagate between …-frequency interconnectedness among returns of 28 sectors in China’s equity market. A spatial autoregressive (SAR) framework based on the QC network …

Persistent link: https://www.econbiz.de/10014354495