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pro vyhledávání: '"Zhenkai Ran"'
We investigate the cross‐section asset‐pricing patterns of major cryptocurrencies from 2017 to 2021. We show that the basis, momentum, and basis–momentum factors earn statistically significant excess returns, a result consistent with the findin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::63ceef0168b9a0081406939244ac95a7
https://www.repository.cam.ac.uk/handle/1810/350136
https://www.repository.cam.ac.uk/handle/1810/350136
Publikováno v:
The Journal of Portfolio Management. 46:26-35
The authors contrast and evaluate two of the most popular responsible investing strategies employed at present: negative screening and engagement. As a backdrop, they consider the challenges faced by the University of Cambridge, which mirror those ex
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9fb5f2ab75f763dd5006874a68876822
https://doi.org/10.3905/jpm.2020.46.3.026
https://doi.org/10.3905/jpm.2020.46.3.026
Autor:
Zhenkai Ran
Publikováno v:
SSRN Electronic Journal.
I provide a comprehensive evaluation of the Double Volume Cap mechanism, a regulation that regularly triggers dark trading suspension based on a stock's historical dark trading activity. By analysing the impact of each suspension wave occurring betwe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::2386230b19931b84bd11d15df7b8c83f
https://doi.org/10.2139/ssrn.3891160
https://doi.org/10.2139/ssrn.3891160
Autor:
Zhenkai Ran
Publikováno v:
SSRN Electronic Journal.
Does the digital transformation of financial services make the financial system more inclusive? Utilizing the China Household Finance Survey (CHFS) data, this study explores the impact of financial literacy and the degree of Internet dependency on ho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e8c835208fa5b56ab8a5ed1f79cf3415
https://doi.org/10.2139/ssrn.3702902
https://doi.org/10.2139/ssrn.3702902
Publikováno v:
Practical Applications. 8:1.8-8
In Strategies for Responsible Investing: Emerging Academic Evidence, authors Vaska Atta-Darkua, David Chambers, Elroy Dimson, Zhenkai Ran, and Ting Yu (all of the University of Cambridge) summarize and explain the findings from the Divest or Engage?
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::43a2bb5b4a9ea69e037574b231d5f57b
https://doi.org/10.3905/pa.8.4.421
https://doi.org/10.3905/pa.8.4.421