Zobrazeno 1 - 10
of 105
pro vyhledávání: '"Cai, Charlie X."'
Autor:
Nguyen III, T.T., Cai, Charlie X.
This paper analyses whether and how organizational learning from diversification experience affects diversification value. Three main findings are reported. First, we find a U-shaped relationship between diversification value and diversification expe
Externí odkaz:
http://hdl.handle.net/10454/9558
We examine how information risk and transaction costs influence the initial and subsequent market reaction to earnings news. We find that the initial market reaction is higher per unit of earnings surprise for higher information risk firms (informati
Externí odkaz:
http://hdl.handle.net/10454/6251
Publikováno v:
In International Review of Financial Analysis January 2025 97
We develop a non-linear Markov error correction approach to examine the general co-integration relation between the H- and A-prices of cross-listed Chinese stock issuers across the period January 1999 to March 2009. We unravel three important dimensi
Externí odkaz:
http://hdl.handle.net/10454/5905
The first purpose of this paper is to assess the short-run forecasting capabilities of two competing financial duration models. The forecast performance of the Autoregressive Conditional Multinomial–Autoregressive Conditional Duration (ACM-ACD) mod
Externí odkaz:
http://hdl.handle.net/10454/6250
Market structure affects the informational and real frictions faced by traders in equity markets. Using bid-ask spreads, we present evidence which suggests that while real frictions associated with the costs of supplying immediacy are less in order-d
Externí odkaz:
http://hdl.handle.net/10454/5904
Autor:
Cai, Charlie X.1 (AUTHOR) x.cai7@liverpool.ac.uk, Keasey, Kevin2 (AUTHOR) kk@lubs.leeds.ac.uk, Li, Peng2 (AUTHOR) p.li@leeds.ac.uk, Zhang, Qi3 (AUTHOR) qi.zhang2@durham.ac.uk
Publikováno v:
Journal of Financial & Quantitative Analysis. Feb2023, Vol. 58 Issue 1, p104-147. 44p.
Autor:
Rudkin, Wanling, Cai, Charlie X
Listing on the Dow Jones Sustainability Index is seen as a gold-standard, verifying to the market that a firm is fully engaged with a corporate social responsibility agenda. Robustly quantifying the impact of listing, and de-listing, against any indu
Externí odkaz:
http://arxiv.org/abs/1911.12582
Autor:
Rudkin, Wanling, Cai, Charlie X.
Publikováno v:
In International Review of Financial Analysis July 2023 88
Autor:
Cai, Charlie X.1 (AUTHOR) x.cai7@liverpool.ac.uk, Fu, Xi1 (AUTHOR), Kerestecioglu, Semih1 (AUTHOR)
Publikováno v:
European Financial Management. Nov2023, Vol. 29 Issue 5, p1702-1751. 50p.