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Geopolitical risk exposure and stock returns : evidence from China

Zhang, Yaojie; Zhang, Yuxuan; Ren, Xinrui; Jin, Meichen - In: Finance research letters 64 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014531770

Can factor momentum beat momentum factor? : evidence from China

Ouyang, Ruolan; Zhang, Kun; Zhang, Xuan; Zhu, Dongming - In: Finance research letters 62 (2024) 1, pp. 1-12

While existing studies have not detected a significant standard momentum in the A-share market, recent literature has documented several modified momentum factors. Echoing the findings of Ehsani and Linnainmaa (2022), our study identifies strong factor momentum in the A-share market. Factor...

Persistent link: https://www.econbiz.de/10014530711

Wang, Yubao; Huang, Xiaozhou; Huang, Zhendong - In: Finance research letters 62 (2024) 2, pp. 1-6

Persistent link: https://www.econbiz.de/10014531132

Tail risk spillovers among Chinese stock market sectors

Ouyang, Minhua; Xiao, Hailian - In: Finance research letters 62 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014531159

Do investors prefer multiple small bad news events or a single big one? : evidence from the Chinese stock market

Jiang, Ping; Wang, Xinyi; Yuan, Bozong; Zhao, Lu - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530823

Social trust and entrepreneurship : insights from China's social credit system

Fang, Hongxing; Chen, Linghong; Xiong, Jiacai; Zhu, Yushu - In: Finance research letters 62 (2024) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10014530831

Do investors herd under global crises? : a comparative study between Chinese and the United States stock markets

Xing, Shuo; Cheng, Tingting; Sun, Shuanglin - In: Finance research letters 62 (2024) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014530861

Does non-bank fintech development hurt the effect of targeted monetary policy tools? : micro evidence from China

Wang, Xi; Tang, Yanfei - In: Finance research letters 62 (2024) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014530868

How much does climate-related risk impact stock and commodity markets : a comparative study of the US and China

Chen, Yanhua; Sharma, Aarzoo - In: Finance research letters 62 (2024) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10014530874

A self-attention based cross-sectional return forecasting model with evidence from the Chinese market

Xiao, Xiang; Hua, Xia; Qin, Kexin - In: Finance research letters 62 (2024) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014530926