China Finance Review International
Issue(s) available: 37 – From Volume: 1 Issue: 1, to Volume: 10 Issue: 1
Category:
Accounting and FinanceVolume 10
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Issue 1 2020
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Volume 1
The two best ways to derive the Black–Scholes PDE
Paul WilmottThe purpose of this paper is to explain the Black–Scholes model with minimal technical requirements and to illustrate its impact from a business perspective.
Analysis of capital structure stability of listed firms in China
Kelvin Henry Kyissima, Gong Zhang Xue, Thales Pacific Yapatake Kossele, Ahmed Ramadhan AbeidThe purpose of this paper is to analyze the corporate capital structure stability of listed firms in China during the period 1990–2013.
Execution costs, investability, and actual foreign investment in emerging markets
Hee-Joon Ahn, Jun Cai, Yan-Leung CheungThis paper focuses on execution costs as liquidity measure. Execution costs are related to volatility and are an important component of a firm’s cost of capital. The…
Ownership identity and corporate donations: evidence from a natural experiment in China
Chun-Keung (Stan) Hoi, Jun Xiong, Hong ZouTaking advantage of the 2008 Sichuan Great Earthquake as a natural experiment, the purpose of this paper is to examine the motives and effects of corporate donations by…
Research on the relationship between institutional investor research meeting and the performance of listed companies
Jingqin Zhang, Yong YeThe purpose of this paper is to empirically analyze the relationship between institutional investors research meeting and performance of companies being researched.
High-order moments in stock pricing: evidence from the Chinese and US markets
Yifan Chen, Zilin Chen, Huoqing TangThe purpose of this paper is to introduce an augmented high-order capital asset pricing model (AH-CAPM) as a new risk-based model to price stocks.
How analyst recommendations respond to corporate uncertainty caused by investment behavior: Currying favor with management or conflicts of interest from connections
Longwen Zhang, Minghai WeiCorporate investment behavior increases the uncertainty of a company’s operation and performance. The purpose of this paper is to investigate how analyst recommendations…
Risk connectedness of selected CESEE stock markets: a spillover index approach
Tihana Škrinjarić, Boško ŠegoThe purpose of this paper is to empirically evaluate risk spillovers between selected CESEE (Central, Eastern and South-Eastern Europe) stock markets in order to evaluate…
Managerial overconfidence, firm transparency, and stock price crash risk: Evidence from an emerging market
Quanxi Liang, Leng Ling, Jingjing Tang, Haijian Zeng, Mingming ZhuangThe purpose of this paper is to empirically analyze whether and how managerial overconfidence affects stock price crash risk.
The nonlinear characteristics of Chinese stock index futures yield volatility: Based on the high frequency data of CSI300 stock index futures
Xuebiao Wang, Xi Wang, Bo Li, Zhiqi BaiThe purpose of this paper is to consider that the model of volatility characteristics is more reasonable and the description of volatility is more explanatory.
Chinese culture, materialism and corporate supply of trade credit
Xian Chen, Jakob Arnoldi, Xin ChenThe purpose of this paper is to investigate how cultural value in materialism affects corporate supply of trade credits.
Fat-tailed stochastic volatility model and the stock market returns in China
Donglian Ma, Hisashi TanizakiThe purpose of this paper is to investigate how the selection of return distribution impacts estimated volatility in China’s stock market.
Equity incentive schemes, investor protection and corporate performance: Evidence from China
Zili Su, Constantinos AlexiouOn the basis of corporate governance and agency cost theory, using the fifth sub-indicator of Fan et al. China Marketization Index as the regional investor protection…
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li
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