Zobrazeno 1 - 10
of 33
pro vyhledávání: '"Yuexiang Jiang"'
Publikováno v:
Modern Finance, Vol 1, Iss 1 (2023)
By applying time-varying copulas and panel regression analysis, this study investigates the dependence between the Chinese and eleven international stock markets, as well as its determinants during the period 2002-2018. Our results indicate that the
Externí odkaz:
https://doaj.org/article/171f45bc252f469aac50366fe57c788d
Publikováno v:
Modern Finance, Vol 1, Iss 1 (2023)
We examine the complex dependence structure and risk spillovers between the Chinese stock market and twelve major international markets. To this end, we employ three types of vine copulas and tests for the Granger causality in risk of Hong et al. (20
Externí odkaz:
https://doaj.org/article/35bed438a1e1430c820e8be62b81061b
Publikováno v:
Frontiers in Environmental Science, Vol 10 (2022)
The electricity crisis in Pakistan has been triggering grid power outages (load shedding) for many decades, which has not only affected the commercial and industrial sectors but also the domestic sector, specifically the livelihood of rural areas of
Externí odkaz:
https://doaj.org/article/41e72b12dad148dab4bf74ed79826618
Publikováno v:
Energies, Vol 15, Iss 9, p 3149 (2022)
In the wake of the United Nation’s Sustainable Development Goals—zero hunger and affordable modern/clean energy for all—many developing countries have taken serious steps in recent years to increase clean energy access for the rural population.
Externí odkaz:
https://doaj.org/article/a6a077258cde44f49624addc8e705a65
Publikováno v:
Economies, Vol 6, Iss 1, p 14 (2018)
The paper empirically investigates three different methods to construct factors and identifies some pitfalls that arise in the application of Fama-French’s three-factor model to the Pakistani stock returns. We find that the special features in Paki
Externí odkaz:
https://doaj.org/article/147e23c16c274eda9c6a1eefaeae6d3b
Publikováno v:
Energies; Volume 15; Issue 9; Pages: 3149
In the wake of the United Nation’s Sustainable Development Goals—zero hunger and affordable modern/clean energy for all—many developing countries have taken serious steps in recent years to increase clean energy access for the rural population.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=multidiscipl::afb618f214207da5b81c382987fcef51
Publikováno v:
The Singapore Economic Review
We are the first to explore the effect of economic policy uncertainty (EPU) and the COVID-19 pandemic on the correlation between the cryptocurrency index CRIX and the world stock market portfolio, as well as the hedging properties of CRIX. To this en
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::5df40698f04a3ddf7cd28bbc156936b0
https://doi.org/10.1142/s0217590820470062
https://doi.org/10.1142/s0217590820470062
Publikováno v:
International Journal of Finance & Economics. 26:5472-5484
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::1dafb916bd43ef7505feeb9e7488cce6
https://doi.org/10.1002/ijfe.2075
https://doi.org/10.1002/ijfe.2075
Publikováno v:
Ekonomska Istraživanja, Vol 33, Iss 1, Pp 160-181 (2020)
Economic research-Ekonomska istraživanja
Volume 33
Issue 1
Economic research-Ekonomska istraživanja
Volume 33
Issue 1
We are the first to examine the pricing of relative idiosyncratic risk, or price nonsynchronicity, in the Chinese equity market. Using several tests, we investigate returns on more than 2700 companies in the period 1998 to 2018. Contrary to the U.S.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::30d5169b6cdd7ed391eb696e99895f04
https://doi.org/10.1080/1331677x.2019.1710229
https://doi.org/10.1080/1331677x.2019.1710229
Predictability of extreme daily returns and Preference for lottery-like stocks in an emerging market
Publikováno v:
Economic research-Ekonomska istraživanja
Volume 35
Issue 1
Ekonomska Istraživanja, Vol 0, Iss 0, Pp 1-23 (2021)
Volume 35
Issue 1
Ekonomska Istraživanja, Vol 0, Iss 0, Pp 1-23 (2021)
This study investigates the presence of the MAX effect – stocks with extreme daily (positive) return in the current month perform poorly in the following month – in the Pakistani stock market (PSX). Similar to the US, Europe, and Chinese stock ma
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::988108a58f067b710832c6343a076154
https://hrcak.srce.hr/302045
https://hrcak.srce.hr/302045