Zobrazeno 1 - 10
of 65
pro vyhledávání: '"Huang, Difang"'
We identify the effectiveness of social distancing policies in reducing the transmission of the COVID-19 spread. We build a model that measures the relative frequency and geographic distribution of the virus growth rate and provides hypothetical infe
Externí odkaz:
http://arxiv.org/abs/2405.12180
Publikováno v:
Financial Management, 2023, 52: 543-572
This paper proposes a time-zone vector autoregression (VAR) model to investigate comovements in the global financial market. Analyzing daily data from 36 national equity markets, we explore the subprime and European debt crises using static analysis
Externí odkaz:
http://arxiv.org/abs/2404.04335
Publikováno v:
Entropy 2021, 23(4), 434
The interactive effect is significant in the Chinese stock market, exacerbating the abnormal market volatilities and risk contagion. Based on daily stock returns in the Shanghai Stock Exchange (SSE) A-shares, this paper divides the period between 200
Externí odkaz:
http://arxiv.org/abs/2403.19439
Publikováno v:
Physica A: Statistical Mechanics and its Applications, 2022, 587: 126506
The connectivity of stock markets reflects the information efficiency of capital markets and contributes to interior risk contagion and spillover effects. We compare Shanghai Stock Exchange A-shares (SSE A-shares) during tranquil periods, with high l
Externí odkaz:
http://arxiv.org/abs/2403.19363
In traditional decision making processes, social biases of human decision makers can lead to unequal economic outcomes for underrepresented social groups, such as women, racial or ethnic minorities. Recently, the increasing popularity of Large langua
Externí odkaz:
http://arxiv.org/abs/2403.15281
We propose a semiparametric method to estimate the average treatment effect under the assumption of unconfoundedness given observational data. Our estimation method alleviates misspecification issues of the propensity score function by estimating the
Externí odkaz:
http://arxiv.org/abs/2206.08503
Autor:
Bao, Zhengyang, Huang, Difang
Publikováno v:
In Journal of Economic Behavior and Organization May 2024 221:94-109
Publikováno v:
In Journal of Corporate Finance February 2024 84
Akademický článek
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Publikováno v:
China Agricultural Economic Review, 2022, Vol. 15, Issue 1, pp. 109-133.
Externí odkaz:
http://www.emeraldinsight.com/doi/10.1108/CAER-12-2021-0239