Zobrazeno 1 - 7
of 7
pro vyhledávání: '"Guangda Ouyang"'
Publikováno v:
PLoS ONE, Vol 14, Iss 5, p e0215397 (2019)
This paper combines a Granger causality test and a VAR model to investigate the relationships among oil price shocks, global economic policy uncertainty (GEPU), and China's industrial economic growth. Based on monthly data from 2000 to 2017, we revea
Externí odkaz:
https://doaj.org/article/0a33dfe1317746d49b028fea7fcca6a6
Publikováno v:
International Journal of Finance & Economics. 26:2748-2765
Using the Chinese equity market as the testing venue, this study explores how investor sentiment affects the immediate reaction of stock prices to earnings news in high‐ and low‐sentiment periods. Our key finding is that the sentiment‐driven pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9caea5fa1a3e13beb8cc612e0d88a5a9
https://doi.org/10.1002/ijfe.1931
https://doi.org/10.1002/ijfe.1931
Publikováno v:
Energy Economics. 80:297-309
This paper investigates the impacts of changes in the implied volatility index of the oil market (OVX) on the changes in the implied volatility index of the Chinese stock market (VXFXI). A quantile regression approach is applied to our empirical anal
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::293440a8ae71aa2b7b48691419e1f6bd
https://doi.org/10.1016/j.eneco.2019.01.016
https://doi.org/10.1016/j.eneco.2019.01.016
Publikováno v:
The Energy Journal. 41
We take a fresh look at the interaction between crude oil prices and investor sentiment from the novel perspective of both the time and the frequency domains. By using principal component analysis, we first construct an investor sentiment indicator.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2e9b17a8ee091c1fbad9c490f8a271aa
https://doi.org/10.5547/01956574.41.5.fwen
https://doi.org/10.5547/01956574.41.5.fwen
Publikováno v:
PLoS ONE
PLoS ONE, Vol 14, Iss 5, p e0215397 (2019)
PLoS ONE, Vol 14, Iss 5, p e0215397 (2019)
This paper combines a Granger causality test and a VAR model to investigate the relationships among oil price shocks, global economic policy uncertainty (GEPU), and China's industrial economic growth. Based on monthly data from 2000 to 2017, we revea
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::71ff0e8a864b6e0dd1d1b9d251417c00
http://europepmc.org/articles/PMC6510409
http://europepmc.org/articles/PMC6510409
Publikováno v:
International Review of Financial Analysis. 65:101376
This paper investigates the effect of retail investor attention on stock price crash risk in China. Retail investor attention is measured by the search frequency from the Baidu Index. Using a large sample of Chinese listed firms from 2007 to 2017, th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::10ce92964a1436b953852a00d6d47b67
https://doi.org/10.1016/j.irfa.2019.101376
https://doi.org/10.1016/j.irfa.2019.101376
Publikováno v:
Energy Journal; Sep2020, Vol. 41 Issue 5, p251-270, 20p