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The effect of mandatory CSR disclosure on stock liquidity Journal article
Li, Zhiyuan, Lin, Wenlian, Zhou, Sili. The effect of mandatory CSR disclosure on stock liquidity[J]. China Economic Review, 2024, 87, 102232.
Authors:  Li, Zhiyuan;  Lin, Wenlian;  Zhou, Sili
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:5.2/6.2 | Submit date:2024/08/05
Information Asymmetry  Mandatory Csr Disclosure  Stock Liquidity  
A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance Journal article
Chen, Xu, Gong, Xin Xin, Sun, Youfa, Lei, Siu Long. A Preconditioned Policy–Krylov Subspace Method for Fractional Partial Integro-Differential HJB Equations in Finance[J]. Fractal and Fractional, 2024, 8(6), 316.
Authors:  Chen, Xu;  Gong, Xin Xin;  Sun, Youfa;  Lei, Siu Long
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:3.6/3.5 | Submit date:2024/07/04
American Option Pricing  Banded Preconditioner  Fractional Partial Integro-differential Equation  Stability  Stock Loan  
Venture capital and stock price informativeness: Evidence from China Journal article
Feng, Huiqun, Wang, Qingwei, Xiao, Jason Zezhong. Venture capital and stock price informativeness: Evidence from China[J]. Financial Review, 2024, 59(4), 897-922.
Authors:  Feng, Huiqun;  Wang, Qingwei;  Xiao, Jason Zezhong
Favorite | TC[WOS]:0 TC[Scopus]:1  IF:2.6/2.4 | Submit date:2024/05/16
Corporate Governance  Information Manipulation  Shareholder Activism  Stock Price Informativeness  Venture Capital  
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  
The impact of corporate culture on stock price crash risk: a firm-level analysis Journal article
Chen, Mengjiao, Ren, Jinjuan, Zhao, Jingying. The impact of corporate culture on stock price crash risk: a firm-level analysis[J]. International Journal of Accounting and Information Management, 2024, 32(1), 1-18.
Authors:  Chen, Mengjiao;  Ren, Jinjuan;  Zhao, Jingying
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:4.3/4.5 | Submit date:2024/02/22
Bad-news Hoarding  Corporate Culture  Integrity  Managerial Flexibility  Quality  Stock Price Crash Risk  
The Effects of Prompt Analyst Forecast Revision Reports on the Informativeness of Incentive-driven Voluntary Management Forecast Reports Report
2023
Authors:  ZHANG HAO;  Can CHEN;  Yonggen LUO
Favorite |  | Submit date:2023/12/26
Prompt Analyst Forecast Revision Reports  Voluntary Management Forecast Reports  Analyst Textual Interpretation  Aanalyst Numerical Interpretation  Stock Market Reaction.  
Machine learning-based quantitative trading strategies across different time intervals in the American market Journal article
Wang, Yimeng, Yan, Keyue. Machine learning-based quantitative trading strategies across different time intervals in the American market[J]. Quantitative Finance and Economics, 2023, 7(4), 569-594.
Authors:  Wang, Yimeng;  Yan, Keyue
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:3.2/2.2 | Submit date:2024/02/22
Machine Learning  Moving Average  Quantitative Trading  Stock Price Prediction  
Security Analysts’ Site Visits and Stock Price Synchronicity Journal article
Jiang,Yu, Lei Adrian CH. Security Analysts’ Site Visits and Stock Price Synchronicity[J]. Financial Markets, Institutions and Instruments, 2023, 32(4), 195 - 219.
Authors:  Jiang,Yu;  Lei Adrian CH
Favorite | TC[Scopus]:0 | Submit date:2023/08/28
Corporate Governance  Hsr Introduction  Information Disclosure Quality  Security Analysts’ Site Visits  Stock Price Synchronicity  
Does Herding Matter in the Chinese Stock Markets? Journal article
So,Simon M.S.. Does Herding Matter in the Chinese Stock Markets?[J]. Review of Economic Analysis, 2023, 15(1), 63-83.
Authors:  So,Simon M.S.
Favorite | TC[Scopus]:0  IF:0.7/0.6 | Submit date:2023/08/03
Asymmetric Behavior  Chinese Stock Markets  Herd Behavior  
Does corporate diversification strategy affect stock price crash risk? Journal article
Wang,Qian, Shen,Jianghua, Ngai,Eric W.T.. Does corporate diversification strategy affect stock price crash risk?[J]. International Journal of Production Economics, 2023, 258.
Authors:  Wang,Qian;  Shen,Jianghua;  Ngai,Eric W.T.
Favorite | TC[WOS]:4 TC[Scopus]:9  IF:9.8/10.3 | Submit date:2023/08/03
Diversification Strategy  Diversification Type  Managerial Ability  Operational Slack  Stock Price Crash Risk