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Availability heuristic and expected returns
Xie, Jun; Fang, Yuying; Gao, Bin; Tan, Chunzhi - In: Finance research letters 51 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014289154
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A futures pricing model with long-term and short-term traders
Gao, Bin; Xie, Jun; Jia, Yun - In: International review of economics & finance : IREF 64 (2019), pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
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Trading strategies : forecasting index futures prices with short-term investor sentiment
Gao, Bin; Liang, Wen-guang; Xu, Zhong-yue; Xie, Jun - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 13, pp. 3153-3173
Persistent link: https://www.econbiz.de/10012312716
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Forecasting excess returns and abnormal trading volume using investor sentiment : evidence from Chinese stock index futures market
Gao, Bin; Xie, Jun - In: Emerging markets, finance & trade : a journal of the … 56 (2020) 3, pp. 593-612
Persistent link: https://www.econbiz.de/10012211483
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The impact of carbon risk on the pricing efficiency of the capital market : evidence from a natural experiment in China
Gao, Bin; Zhang, Jinlong; Xie, Jun; Zhang, Wenjie - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014526691
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How does CEO demission threat affect corporate risk-taking?
Tan, Chunzhi; He, Chengying; Shi, Zhanzhong; Mo, Guoli; … - In: Journal of business research : JBR 139 (2022), pp. 935-944
Persistent link: https://www.econbiz.de/10013194299
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International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Liu, Fang - In: The North American journal of economics and finance : a … 47 (2019), pp. 168-183
Persistent link: https://www.econbiz.de/10012117833
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Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence
Mo, Guoli; Zhang, Weiguo; Tan, Chunzhi; Liu, Xing - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-23
Persistent link: https://www.econbiz.de/10013413442
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Fintech and corporate debt default risk : influencing mechanisms and heterogeneity
He, Chengying; Geng, Xiaoxu; Tan, Chunzhi; Guo, Ruijin - In: Journal of business research : JBR 164 (2023), pp. 1-10
Persistent link: https://www.econbiz.de/10014303783
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Dynamic spatiotemporal correlation coefficient based on adaptive weight
Mo, Guoli; Tan, Chunzhi; Zhang, Weiguo; Yu, Xuezeng - In: Financial innovation : FIN 9 (2023) 1, pp. 1-43
Risk management is an important aspect of financial research because correlations among financial data are essential in evaluating portfolio risk. Among various correlations, spatiotemporal correlations involve economic entity attributes and are interrelated in space and time. Such correlations...
Persistent link: https://www.econbiz.de/10014288911