Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Zhenming Fang"'
Publikováno v:
Energies, Vol 12, Iss 1, p 147 (2019)
The accurate and stable forecasting of carbon prices is vital for governors to make policies and essential for market participants to make investment decisions, which is important for promoting the development of carbon markets and reducing carbon em
Externí odkaz:
https://doaj.org/article/0f75ad2b212241e5ad29d9bb653f24e6
Publikováno v:
Emerging Markets Finance and Trade. 59:238-264
Publikováno v:
International Journal of Finance & Economics.
Publikováno v:
Managerial and Decision Economics. 44:102-136
Autor:
Siren Cheng, Zhenming Fang, Xianchao Cheng, Yizhu Wu, Lifang Mo, Chongyang Yan, Langshan Zhou, Yong Ren
Publikováno v:
Journal of Plant Growth Regulation. 42:1937-1952
Publikováno v:
International Review of Economics & Finance. 73:348-369
Proposing a proxy (MAX) for extremely positive returns (EPR) that trigger lottery demand, Bali et al. (2011) observe a negative relation between MAX and future stock returns in US. However, for China’s stocks with daily price limits, we observe tha
Publikováno v:
Economic Modelling. 94:170-183
The purpose of this paper is to examine the dynamic relationship between retail investor attention and stock liquidity. Using high-frequency data for China’s stock market, we find that retail investor attention, measured by Baidu search volume, has
Publikováno v:
Accounting & Finance. 61:3937-3976
We investigate the impact of economic policy uncertainty (EPU) exposure on the earnings management behaviour of Chinese firms. We find a significantly positive relation between EPU exposure and firms’ earnings management. In addition, the EPU expos
Publikováno v:
China Finance Review International. 11:259-281
PurposeThe purpose of this paper is to empirically examine the impact of closing mechanism changes on market quality, investor trading behavior and market manipulation in the Shanghai stock market.Design/methodology/approachA dummy variable is constr
Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China
Publikováno v:
Pacific-Basin Finance Journal. 53:464-483
By using evidence of the pricing of idiosyncratic skewness (IS), which can represent gambling preferences, our paper finds that the Chinese stock market has a significant gambling pricing anomaly of “higher IS and lower subsequent returns”. Moreo