China Finance Review International
Issue(s) available: 47 – From Volume: 1 Issue: 1, to Volume: 12 Issue: 3
Volume 11
Volume 8
Disagreement in economic forecasts and equity returns: risk or mispricing?
Turan G. Bali, Stephen J. Brown, Yi TangThis paper investigates the role of economic disagreement in the cross-sectional pricing of individual stocks. Economic disagreement is quantified with ex ante measures of…
Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?
Thomas C. ChiangThe purpose of this study is to present evidence as to whether the use of gold or silver can be justified as an asset to hedge against policy uncertainty and COVID-19 in…
Stock market reactions to COVID-19 shocks: do financial market interventions walk the talk?
Mutaju Isaack Marobhe, Jonathan Mukiza Peter KanshebaFollowing the COVID-19 outbreak, various economies imposed different financial interventions as part of initiatives to cushion their stock markets from deteriorating…
Fund style drift and stock price crash risk – analysis of the mediating effect based on corporate financial risk
Yanlin Sun, Siyu Liu, Shoudong ChenThis paper aims to identify the direct impact of fund style drift on the risk of stock price collapse and the intermediary mechanism of financial risk, so as to better…
Does governance quality matter in the nexus of inclusive finance and stability?
Mallika Saha, Kumar Debasis DuttaDespite numerous evidence of policy trade-off in financial inclusion-stability nexus, little is known about the role of governance quality to align policy goals and…
Bank competition, interest rate pass-through and the impact of the global financial crisis: evidence from Hong Kong and Macao
Jingya Li, Zongyuan Li, Ming-Hua LiuThe authors examine the interest rate pass-through in Hong Kong (HK) and Macao both in the long term and short term.
Causal effects of corporate taxes on private firms' earnings management: a regression discontinuity analysis
Gaowen KongThe authors emphasize the information role of earnings management and how it may be used to “mislead some stakeholders about the underlying economic performance of the…
“Work is easy or very tired”: the impact of the heterosexual leadership structure on enterprise innovation investment
Mengjun Huo, Chao LiInnovation is the most important quality of enterprise management. It is an important and controversial issue whether the heterosexual leadership structure of the chairman…
Temporal changes in global stock markets during COVID-19: an analysis of dynamic networks
Kashif Zaheer, Faheem Aslam, Yasir Tariq Mohmand, Paulo FerreiraCOVID-19 evolved from a local health crisis to a pandemic and affected countries worldwide accordingly. Similarly, the impacts of the pandemic on the performance of global…
Pandemic, risk-adaptation and household saving: evidence from China
Yixing Zhang, Xiaomeng Lu, Haitao Yin, Rui ZhaoScholars have not agreed with each other on how people would behave after experiencing a catastrophic event. They could save more as a precautionary action for future…
Financial inclusion and bank risk-taking nexus: evidence from China
Muhammad Umar, Muhammad AkhtarThis study aims to investigate the relationship between financial inclusion and risk-taking by Chinese banks.
The dynamic interaction between investor attention and green security market: an empirical study based on Baidu index
Yang Gao, Yangyang Li, Yaojun WangThis paper aims to explore the interaction between investor attention and green security markets, including green bonds and stocks.
Management geographical proximity and stock price crash risk
Xin Jin, Shangkun Liang, Junli YuThis study provides empirical support for the cultural economics model between executive team and firm performance and offers important implications for policy selection…
Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information
Qiaoqi Lang, Jiqian Wang, Feng Ma, Dengshi Huang, Mohamed Wahab Mohamed IsmailThis paper verifies whether popular Internet information from Internet forum and search engine exhibit useful content for forecasting the volatility in Chinese stock market.
Public pension and borrowing behavior: evidence from rural China
Conglong Fang, Qinghua ShiThe purpose of this paper is to investigate how China's rural public pension affects farmers' formal borrowing, which has always been rationed.
How does investor sentiment impact stock volatility? New evidence from Shanghai A-shares market
Dejun Xie, Yu Cui, Yujian LiuThe focus of the current research is to examine whether mixed-frequency investor sentiment affects stock volatility in the China A-shares stock market.
The impact of chief executive officer turnover on strategic change: a model of mediating effect and joint moderating effect
Renhuai Liu, Chao Li, Mengjun HuoThe purpose of this paper is to empirically analyze the impact of chief executive officer (CEO) turnover on strategic change and explore the mediating role of…
Does the research meeting affect the shareholding ratio of institutional investors in listed companies? Empirical evidence from China
Jingqin Zhang, Yong YeThis paper discusses whether institutional investors change the shareholding ratio of listed companies through research meeting, and whether this active investment mode…
Does VPIN provide predictive information for realized volatility forecasting: evidence from Chinese stock index futures market
Conghua Wen, Fei Jia, Jianli HaoUsing intraday data, the authors explore the forecast ability of one high frequency order flow imbalance measure (OI) based on the volume-synchronized probability of…
Lottery preference and stock market participation: evidence from China
Tingting Zhang, Desheng Wei, Zhifeng Liu, Xihao WuThis paper studies the effects of lottery preference on stock market participation at the macro level.
The role of model bias in predicting volatility: evidence from the US equity markets
Yan Li, Lian Luo, Chao Liang, Feng MaThe purpose of this paper is to explore whether the out-of-sample model bias plays an important role in predicting volatility.
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li
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