Table of contents
Modeling non-normality using multivariate t: implications for asset pricing
Raymond Kan, Guofu ZhouThe purpose of this paper is to show that multivariate t-distribution assumption provides a better description of stock return data than multivariate normality assumption.
Volatility risk and stock return predictability on global financial crises
Worawuth Kongsilp, Cesario MateusThe purpose of this paper is to investigate the role of volatility risk on stock return predictability specified on two global financial crises: the dot-com bubble and recent…
Analyst’s ability, media selection and investor interests: evidence from China
Yugang Yin, Bin TanThe purpose of this paper is to find out whether the election of star analysts leads to the conflict of interests between analysts\institutional investors and individual…
The performance of China’s stock market price limits: noise mitigator or noise maker?
Juan Tao, Wu Yingying, Zhang JingyiThe purpose of this paper is to re-examine the effectiveness of price limits on stock volatilities in China over a more recent time period spanning from 2007 to 2012. The…
The competition effect of new entry on mutual fund incumbents in China
Xunan Feng, Jin Xu, Ying Wang, Chunyan TangUsing the sample between 2005 and 2011, the purpose of this paper is to investigate the effect of a new fund entry on incumbents using the overlap measure in portfolio holdings.
Credit enhancement and bond rating: An empirical study of the bonds issued by local government financing platforms
Yiming Hu, Ying Yang, Pengfei HanThe purpose of this paper is to examine the difference of credit enhancement of variously secured bonds issued by local government financing platform bond (LGFPB).
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li