Zobrazeno 1 - 10
of 53
pro vyhledávání: '"Baochen Yang"'
Publikováno v:
Journal of Management Science and Engineering, Vol 8, Iss 2, Pp 258-272 (2023)
In this study, we show that changes in profitability predict a firm's stock returns and future profitability. We construct three horizon-based profitability changes, including short-, medium-, and long-term changes. We find that the predictive inform
Externí odkaz:
https://doaj.org/article/5415d33e51ec4f559edb31503161db7f
Publikováno v:
Journal of Management Science and Engineering, Vol 6, Iss 1, Pp 99-110 (2021)
This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond-trading model, we show that the decline in market risk tolerance and information accuracy leads to trading loss under downside condition
Externí odkaz:
https://doaj.org/article/ff9ffff0e5a243d29c006ae5966b4822
Publikováno v:
Carbon Management, Vol 11, Iss 1, Pp 11-23 (2020)
Allocating emission quotas among provinces fairly and efficiently is a critical issue for China. We developed a carbon quota allocation framework at the provincial level considering both the equity and efficiency principles based on a multi-objective
Externí odkaz:
https://doaj.org/article/bc569dd621c04049a6d5f8c2578a4d19
Publikováno v:
Complexity, Vol 2022 (2022)
This study derives a liquidity and credit risk-adjusted capital asset pricing model and investigates the model using the data set in China's corporate bond market. Our research shows that the channels through which liquidity risk affects corporate bo
Externí odkaz:
https://doaj.org/article/aa09490770b741b1808053f476c39f3a
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2022 (2022)
This paper investigates the impact of multidimension liquidity, credit risk, and the interaction between liquidity and credit risk on corporate bond spreads based on a large transaction data set from July, 2006 to June, 2016, including the monthly da
Externí odkaz:
https://doaj.org/article/1b398a6853b8401c8719eee6777d45b9
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2021 (2021)
This paper proposes a generalized bond pricing model, accounting for all the effects of credit risk, liquidity risk, and their correlation. We use an informed trading model to specify the bond liquidity payoff and analyze the sources of liquidity ris
Externí odkaz:
https://doaj.org/article/e1bacde6736b44bd82b68304c72e330d
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2021 (2021)
This study investigates the factors impacting the price difference between the interbank market and the exchange market for the same bond using a large transaction dataset from July 2006 to June 2016 in China. We find that market liquidity and macrof
Externí odkaz:
https://doaj.org/article/8a6765875c364a8eaadd2361014a4f2e
Publikováno v:
Mathematics, Vol 8, Iss 4, p 517 (2020)
Currently, intelligent devices with fingerprint identification are widely deployed in our daily life. However, they are vulnerable to attack by fake fingerprints made of special materials. To elevate the security of these intelligent devices, many fi
Externí odkaz:
https://doaj.org/article/a06eb549ad07479e8cff321ffaf061a2
Publikováno v:
Emerging Markets Finance and Trade. :1-25
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::18ecbca36224d753c57011e8a8568d14
https://doi.org/10.1080/1540496x.2023.2206515
https://doi.org/10.1080/1540496x.2023.2206515
Publikováno v:
Journal of Climate. 35:7339-7352
This study analyzes the spatiotemporal distributions and climate trends of tropical cyclone (TC)-induced extreme hourly precipitation (EXHP) in the warm season (May–September) during 1975–2018 over China and the involved mechanisms. Each TC is cl
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::86d3d6f639c4ba6dc457ede934e77c69
https://doi.org/10.1175/jcli-d-21-0736.1
https://doi.org/10.1175/jcli-d-21-0736.1