Category:Accounting and Finance
Table Of Contents: Volume 7 Issue 1
The purpose of this paper is to show that multivariate t-distribution assumption provides a better description of stock return data than multivariate normality assumption.
The 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…
The 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 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…
Using 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.
Online date, start – end:2011
Copyright Holder:Emerald Publishing Limited
- Professor Chongfeng Wu
- Professor Haitao Li