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Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach Journal article
Liang Dong, Bo Yu, Zhenjiang Qin, Keith S.K. Lam. Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach[J]. Research in International Business and Finance, 2024, 69, 102247.
Authors:  Liang Dong;  Bo Yu;  Zhenjiang Qin;  Keith S.K. Lam
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:6.3/5.8 | Submit date：2022/07/27
China’s Stock Market  Market Uncertainty  Flight-to-liquidity  Liquidity Factor Model  Asymptotic Principal Component  Multidimensional Liquidity Measure  
Social Network Matters: Capital Structure Risk Control on REITs Journal article
Ko, Stanley Iat Meng, Lai, Rose Neng, Qin, Zhenjiang. Social Network Matters: Capital Structure Risk Control on REITs[J]. JOURNAL OF REAL ESTATE FINANCE AND ECONOMICS, 2023, 66(3), 709-742.
Authors:  Ko, Stanley Iat Meng;  Lai, Rose Neng;  Qin, Zhenjiang
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.7/1.7 | Submit date：2022/05/13
Capital Structure Risk Control  Centrality  Financial Crisis  Networks Of Reits  Social Networks  
Impact of Transaction Costs on Investment Strategies and Asset Prices in Equilibrium Project
项目类型: MYRG, 项目编号: MYRG2022-00007-FBA, 资助机构: UM, 2023-2024
Authors:  QIN ZHENJIANG
Favorite |  | Submit date：2023/03/29
Institutional cross-ownership and firm social performance Journal article
Fu, Yishu, Liu, Chunbo, Qin, Zhenjiang, Zhao, Dongwei. Institutional cross-ownership and firm social performance[J]. Corporate Governance: An International Review, 2022, 30(6), 738-764.
Authors:  Fu, Yishu;  Liu, Chunbo;  Qin, Zhenjiang;  Zhao, Dongwei
Favorite | TC[WOS]:10 TC[Scopus]:12  IF:4.6/6.3 | Submit date：2022/05/17
China  Corporate Governance  Corporate Social Responsibility  Institutional Cross-ownership  Signaling Theory  
Some explicit expressions for GBM with Markovian switching and parameter estimations Journal article
Zhang, Zhenzhong, Wang, Xiaofeng, Tong, Jinying, Zhou, Tiandao, Qin, Zhenjiang. Some explicit expressions for GBM with Markovian switching and parameter estimations[J]. Communications in Statistics—Theory and Methods, 2022.
Authors:  Zhang, Zhenzhong;  Wang, Xiaofeng;  Tong, Jinying;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.6/0.8 | Submit date：2022/07/28
Geometric Brownian Motion  Markovian Switching  Mean Exit Time  Parameter Estimations  
Maintaining cost and ruin probability Journal article
Karathanasopoulos, Andreas, Lo, Chia Chun, Ma, Xiaorong, Qin, Zhenjiang. Maintaining cost and ruin probability[J]. Review of Quantitative Finance and Accounting, 2021, 57(2), 759-793.
Authors:  Karathanasopoulos, Andreas;  Lo, Chia Chun;  Ma, Xiaorong;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:2  IF:1.9/2.1 | Submit date：2021/12/08
Maintaining Cost  Ruin Probability  Fixed Cost  Charitable Trust  Permanent Operability  
Institutional cross-ownership and corporate philanthropy Journal article
Fu, Yishu, Qin, Zhenjiang. Institutional cross-ownership and corporate philanthropy[J]. Finance Research Letters, 2021, 43, 101996.
Authors:  Fu, Yishu;  Qin, Zhenjiang
Favorite | TC[WOS]:14 TC[Scopus]:16  IF:7.4/7.6 | Submit date：2021/12/08
China  Corporate Philanthropy  Institutional Cross-ownership  
Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms? Journal article
Fu, Yishu, Liu, Chunbo, Qin, Zhenjiang. Does CEO-chairman dialect similarity affect stock price informativeness for Chinese listed firms?[J]. North American Journal of Economics and Finance, 2020, 55, 101313.
Authors:  Fu, Yishu;  Liu, Chunbo;  Qin, Zhenjiang
Favorite | TC[WOS]:11 TC[Scopus]:12  IF:3.8/3.4 | Submit date：2021/12/07
Ceo-chairman Dialect Similarity (Ccds)  China  Stock Price Informativeness  
Some characterizations for the CIR model with Markov switching Journal article
Tong, Jinying, Sun, Yaqin, Zhang, Zhenzhong, Zhou, Tiandao, Qin, Zhenjiang. Some characterizations for the CIR model with Markov switching[J]. Stochastics and Dynamics, 2020, 21(4), 2150022.
Authors:  Tong, Jinying;  Sun, Yaqin;  Zhang, Zhenzhong;  Zhou, Tiandao;  Qin, Zhenjiang
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:0.8/1.1 | Submit date：2021/12/08
Covariance Function  Cox-ingersoll-ross (Cir) Model  Markov Chain  
Regime shift, speculation, and stock price Journal article
Du, Ke, Fu, Yishu, Qin, Zhenjiang, Zhang, Shuoxun. Regime shift, speculation, and stock price[J]. Research in International Business and Finance, 2020, 52, 101181.
Authors:  Du, Ke;  Fu, Yishu;  Qin, Zhenjiang;  Zhang, Shuoxun
Favorite | TC[WOS]:2 TC[Scopus]:3  IF:6.3/5.8 | Submit date：2021/12/06
Equilibrium  Heterogeneous Beliefs  Regime Shifting  Return Volatility  Stock Price