China Finance Review International: Volume 8 Issue 4

Subject:

Table of contents

The informativeness of short sellers: an insider’s perspective

George Gao, Qingzhong Ma, David Ng

The purpose of this paper is to empirically examine whether corporate insiders extract information from activity of outsiders, specifically the short sellers.

Dynamic asset allocation with asymmetric jump distribution

Xiaoping Li, Chunyang Zhou

The purpose of this paper is to solve the optimal dynamic portfolio problem under the double-exponential jump diffusion (DEJD) distribution, which can allow the asset returns to…

Comparing the financial reporting quality of Chinese and US public firms

Kareen Brown, Fayez A. Elayan, Jingyu Li, Zhefeng Liu

The purpose of this paper is to investigate whether US regulatory actions around reverse mergers (RM) have exerted any spillover effects on the Chinese firms listed in China and…

The pricing of loan insurance based on the Gram-Charlier option model

Yaojie Zhang, Yu Wei, Benshan Shi

The purpose of this paper is to develop a loan insurance pricing model allowing for the skewness and kurtosis existing in underlying asset returns.

The transnational comparative study on the potential risks and efficiency of commercial banks based on the weight-limited DEA model

Hao Wang, Yu Wang, Shuang Zhao, Lan-ping Wang, Hui An

The purpose of this paper is to calculate the bank efficiency of removing potential risks that are hidden from the extreme portfolio of bank’s assets and further compare the…

A generalized VECM/VAR-DCC/ADCC framework and its application in the Black-Litterman model: Illustrated with a China portfolio

Qi Deng

The existing literature on the Black-Litterman (BL) model does not offer adequate guidance on how to generate investors’ views in an objective manner. Therefore, the purpose of…

Cover of China Finance Review International

ISSN:

2044-1398

Online date, start – end:

2011

Copyright Holder:

Emerald Publishing Limited

Open Access:

hybrid

Editors:

  • Professor Chongfeng Wu
  • Professor Haitao Li