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On the predictability of Chinese stock returns
Chen, Xuanjuan; Kim, Kenneth A.; Yao, Tong; Yu, Tong - In: Pacific-Basin finance journal 18 (2010) 4, pp. 403-425
Persistent link: https://www.econbiz.de/10008728784
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An empirical examination of jump risk in asset pricing and volatility forecasting in China's equity and bond markets
Zhou, Haigang; Zhu, John Qi - In: Pacific-Basin finance journal 20 (2012) 5, pp. 857-880
Persistent link: https://www.econbiz.de/10009619749
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Evaluating time-series restrictions for cross-sections of expected returns : multifactor CCAPMs
Kim, Jinyong - In: Pacific-Basin finance journal 20 (2012) 5, pp. 688-706
Persistent link: https://www.econbiz.de/10009619797
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Forecasting the term structure of Chinese Treasury yields
Luo, Xingguo; Han, Haifeng; Zhang, Jin E. - In: Pacific-Basin finance journal 20 (2012) 5, pp. 639-659
Persistent link: https://www.econbiz.de/10009619800
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The quality of securities firms' earnings forecasts and stock recommendations : do informational advantages, reputation and experience matter in China?
Bartholdy, Jan; Feng, Tiyi - In: Pacific-Basin finance journal 24 (2013), pp. 66-88
Persistent link: https://www.econbiz.de/10010346790
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Combining momentum, value, and quality for the Islamic equity portfolio : multi-style rotation strategies using augmented Black Litterman factor model
Dewandaru, Ginanjar; Masih, Rumi; Obiyathulla Ismath Bacha - In: Pacific-Basin finance journal 34 (2015), pp. 205-232
Persistent link: https://www.econbiz.de/10011533242
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Do order imbalances predict Chinese stock returns? : new evidence from intraday data
Narayan, Paresh Kumar; Narayan, Seema; Westerlund, Joakim - In: Pacific-Basin finance journal 34 (2015), pp. 136-151
Persistent link: https://www.econbiz.de/10011535319
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Asymmetric risk and return : evidence from the Australian Stock Exchange
Vo, Minh T.; Cohen, Michael; Boulter, Terry - In: Pacific-Basin finance journal 35 (2015) 2, pp. 558-573
Persistent link: https://www.econbiz.de/10011543740
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Dynamic factors and asset pricing : international and further U.S. evidence
He, Zhongzhi; Zhu, Jie; Zhu, Xiaoneng - In: Pacific-Basin finance journal 32 (2015), pp. 21-39
Persistent link: https://www.econbiz.de/10011471528
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Can governance quality predict stock market returns? : new global evidence
Narayan, Paresh Kumar; Sharma, Susan Sunila; … - In: Pacific-Basin finance journal 35 (2015) 1, pp. 367-380
Persistent link: https://www.econbiz.de/10011538368