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Research on the premium for the joint lower-tail risk of liquidity and investor sentiment

Hou, Yuting; Jin, Xiu; Huang, Wei-Qiang - In: Journal of risk : JOR 26 (2023) 1, pp. 47-75

Persistent link: https://www.econbiz.de/10014487280

Effects of investor sentiment on stock return volatility : a spatio-temporal dynamic panel model

Jiang, Shangwei; Jin, Xiu - In: Economic modelling 97 (2021), pp. 298-306

Persistent link: https://www.econbiz.de/10012793454

Multi-period and tri-objective uncertain portfolio selection model : A behavioral approach

Jin, Xiu; Chen, Na; Yuan, Ying - In: The North American journal of economics and finance : a … 47 (2019), pp. 492-504

Persistent link: https://www.econbiz.de/10012120121

Pandemic-driven financial contagion and investor behavior : evidence from the COVID-19

Yuan, Ying; Wang, Haiying; Jin, Xiu - In: International review of financial analysis 83 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013460941

Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels

Chen, Na; Jin, Xiu - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-9

Persistent link: https://www.econbiz.de/10014484000

Retail investor attention and stock market behavior in Russia-Ukraine conflict based on Chinese practices : Evidence from transfer entropy causal network

Jin, Xiu - In: Finance research letters 58 (2023) 2, pp. 1-8

Persistent link: https://www.econbiz.de/10014584102

Traffic congestion, polycentricity, and intraurban firm location choices : a nested logit model for the Los Angeles metropolitan area

Hou, Yuting - In: Journal of regional science 56 (2016) 4, pp. 683-716

Persistent link: https://www.econbiz.de/10011584773

Polycentricity and the evolution of metropolitan spatial structure

Giuliano, Genevieve; Hou, Yuting; Kang, Sanggyun; Shin, … - In: Growth and change : a journal of urban and regional policy 53 (2022) 2, pp. 593-627

Persistent link: https://www.econbiz.de/10013281415

The way to improve employees' job satisfaction in Korean social enterprises : the moderating effects of person-organization fit, person-job fit, and person-supervisor fit

Jin, Xiu; Hahm, Sang Woo - In: International journal of financial research 10 (2019) 5, pp. 347-358

Persistent link: https://www.econbiz.de/10012419513

Research on Liquidity Premium of Chinese Stock Market : From Higher Moment Perspective

Jin, Xiu; Hou, Yuting; Huang, Wei-Qiang - 2022

Based on the asymmetric distribution and extreme distribution of liquidity, we construct the third-moment and the fourth-moment of liquidity to measure the downside liquidity risk and extreme liquidity risk respectively, and study the liquidity premium through high-moment measures. The results...

Persistent link: https://www.econbiz.de/10014238383