Zobrazeno 1 - 8
of 8
pro vyhledávání: '"Youcong Chao"'
Publikováno v:
Frontiers in Environmental Science, Vol 10 (2022)
By featuring the link of investor heterogeneity to the persistence of the overnight and intraday components of returns, we examine the ESG–overnight (intraday) alpha relation in the Chinese stock market. The empirical results show that ESG score ha
Externí odkaz:
https://doaj.org/article/0b479e4ea453497b85e8eae8a6548ce7
Publikováno v:
PLoS ONE, Vol 12, Iss 8, p e0181990 (2017)
Using 5-minute high frequency data from the Chinese stock market, we employ a non-parametric method to estimate Fama-French portfolio realized jumps and investigate whether the estimated positive, negative and sign realized jumps could forecast or ex
Externí odkaz:
https://doaj.org/article/64b0d0ea3b814962bd0fd9cc2181ca82
Publikováno v:
International Review of Economics & Finance. 85:316-336
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b8ccb27699ccbad95f4094a7bf3d737a
https://doi.org/10.1016/j.iref.2023.01.007
https://doi.org/10.1016/j.iref.2023.01.007
Publikováno v:
Mathematical Problems in Engineering, Vol 2020 (2020)
Financial flexibility is an important research issue in corporate finance. This paper utilizes the Spatial Durbin Model (SDM) to analyze the impact of financial flexibility on the investment of Convention and Exhibition companies listed on the New Th
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7996517c8243e324988311e50fdf1f02
https://doi.org/10.1155/2020/3926747
https://doi.org/10.1155/2020/3926747
Publikováno v:
Journal of Intelligent & Fuzzy Systems. 34:995-1002
After several decades of reform and opening up, the economy has developed rapidly, and the development speed of the real economy has slowed down gradually. In order to obtain sufficient funds in a short period of time to meet the production and opera
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6d322046f01789f110db7d92aa3a1855
https://doi.org/10.3233/jifs-169393
https://doi.org/10.3233/jifs-169393
Publikováno v:
PLoS ONE, Vol 12, Iss 8, p e0181990 (2017)
PLoS ONE
PLoS ONE
Using 5-minute high frequency data from the Chinese stock market, we employ a non-parametric method to estimate Fama-French portfolio realized jumps and investigate whether the estimated positive, negative and sign realized jumps could forecast or ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::7291e547492c77c798feaeaf2533e25a
http://europepmc.org/articles/PMC5542663?pdf=render
http://europepmc.org/articles/PMC5542663?pdf=render
Publikováno v:
Mathematical Problems in Engineering, Vol 2014 (2014)
How do prior outcomes affect the risk choice? Research on this can help people to understand investors’ dynamic decisions in financial market. This paper puts forward a new value function. By analyzing the new value function, we find that the prior
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c0062e80d6e2fd7be733a313fa459f5b
https://doi.org/10.1155/2014/272518
https://doi.org/10.1155/2014/272518
Publikováno v:
Advances in Computer Science, Intelligent System and Environment ISBN: 9783642237553
CSISE (2)
CSISE (2)
According to daily and weekly data of account open rate as well as stock market returns, we set a vector auto-regression model to make a study on the effect of investor sentiment change on Shanghai and Shenzhen stock markets. The result shows: invest
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::50c4a165ce0044b3466ef40d716c7485
https://doi.org/10.1007/978-3-642-23756-0_62
https://doi.org/10.1007/978-3-642-23756-0_62
