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355
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Pacific-Basin finance journal
NBER working paper series
589
Journal of banking & finance
566
Working paper / National Bureau of Economic Research, Inc.
566
Finance research letters
520
International review of financial analysis
479
Journal of financial economics
460
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327
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274
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263
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250
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249
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205
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Economics letters
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182
International journal of economics and finance
180
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176
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164
The journal of real estate finance and economics
163
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
155
Energy economics
151
Investment management and financial innovations
146
Research paper series / Swiss Finance Institute
142
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140
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139
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ECONIS (ZBW)
355
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1
The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market
Liu, Xiaoqun
;
Hou, Chenji
;
Zhu, Shinan
;
Chen, Haiqiang
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014491102
Saved in:
2
Forecasting VaRs via hybrid EVT with normal and non-normal filters : a comparative analysis from the Chinese stock market
Tong, Bin
;
Diao, Xundi
;
Li, Xiaoping
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-28
Persistent link: https://www.econbiz.de/10014491148
Saved in:
3
Dissecting the links among profitability, the disposition effect, and trading activity
Cheng, Teng Yuan
;
Lee, Chun I.
;
Lin, Chao Hsien
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014491164
Saved in:
4
Retrieving almost stochastic Dominance momentum in Taiwan stock market
Chiang, Mi-Hsiu
;
Chiu, Hsin-Yu
;
Hsu, Yu-Chin
- In:
Pacific-Basin finance journal
83
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014491182
Saved in:
5
Can convertible bond trading predict stock returns? : evidence from China
Chen, Zhiyu
;
Xu, Yun
;
Wang, Yu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463165
Saved in:
6
Do M&A funds create value in Chinese listed firms?
Huang, Ying
;
Guo, Feng
;
Ma, Lina
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463193
Saved in:
7
The impact of the Russia-Ukraine crisis on the stock market : evidence from Australia
Kamal, Md Rajib
;
Ahmed, Shaker
;
Hasan, Mostafa Monzur
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014463194
Saved in:
8
Institutional ownership and momentum in the Chinese A-share market
Xiong, Tao
;
Wang, Peng
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463196
Saved in:
9
Operating performance during the COVID-19 pandemic : is there a business group advantage?
Banerjee, Pradip
;
Dhole, Sandip
;
Mishra, Sagarika
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014463211
Saved in:
10
Corporate ESG and resilience of stock prices in the context of the COVID-19 pandemic in China
Xu, Nana
;
Chen, Jiaqi
;
Zhou, Fangzhao
;
Dong, Qing
;
He, …
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463217
Saved in:
11
Mispricing and anomalies in China
Shi, Yongdong
;
Wang, Haomiao
;
Xia, Yu
;
Zhen, Hongxian
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463240
Saved in:
12
An on-line machine learning return prediction
Lu, Yueliang Jacques
;
Tian, Weidong
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463241
Saved in:
13
Earnings announcement premium and return volatility : is it consistent with risk-return trade-off?
Tsafack, Georges
;
Becker, Ying
;
Han, Ki C.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463244
Saved in:
14
Corporate payouts in Australia
Cheema, Muhammad A.
;
Chiah, Mardy
;
Zhong, Angel
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463254
Saved in:
15
Why is the Amihud (2002) measure priced in Taiwan : Illiquidity or mispricing?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Lu, Chien-Lin
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463259
Saved in:
16
Is there the maturity premium in Taiwan?
Lin, Chaonan
;
Ko, Kuan-Cheng
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014463261
Saved in:
17
Overnight versus intraday returns of anomalies in China
Lin, Chaonan
;
Chang, Hui-Wen
;
Chou, Robin K.
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014463263
Saved in:
18
Does the investment-profitability correlation affect the factor premiums? : evidence from China
Chen, Shan
;
Liu, Xujun
;
Li, Tao
- In:
Pacific-Basin finance journal
79
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463265
Saved in:
19
Trend information and cross-sectional returns : the role of analysts
Ma, Yao
;
Yang, Baochen
;
Li, Jinyong
;
Yue, Shen
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463292
Saved in:
20
Return spillover across China's financial markets
Chen, Yu-Lun
;
Moh, Wan Shin
;
Qin, Rong-Ling
;
Yang, J. Jimmy
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463333
Saved in:
21
Tail comovements of implied volatility indices and global index futures returns predictability
Lee, Hsiu-chuan
;
Lee, Yun-Huan
;
Nguyen, Cuong
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463335
Saved in:
22
Overnight returns and investor sentiment : further evidence from the Taiwan stock market
Zhang, Hang
;
Tsai, Wei-Che
;
Weng, Pei-Shih
;
Tsai, Pin-Chieh
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463336
Saved in:
23
The ESG rating, spillover of ESG ratings, and stock return : evidence from Chinese listed firms
Li, Hao
;
Guo, Hui
;
Hao, Xinyao
;
Zhang, Xuan
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014463344
Saved in:
24
Market intraday momentum : APAC evidence
Limkriangkrai, Manapon
;
Chai, Daniel J. P.
;
Zheng, Gaoping
- In:
Pacific-Basin finance journal
80
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014463346
Saved in:
25
Momentum : evidence and insights 30 years later
Jegadeesh, Narasimhan
;
Titman, Sheridan
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463350
Saved in:
26
Momentum and individual investor trades : evidence from Singapore
Hameed, Allaudeen
;
Ni, Zhenghui
;
Tan, Chek Ann
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463352
Saved in:
27
Momentum, reversals and liquidity : Indian evidence
Chui, Andy
;
Ranganathan, Kavitha
;
Kumar Rohit, Abhishek
; …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014463354
Saved in:
28
February, share turnover, and momentum in China
George, Thomas J.
;
Hwang, Chuan-Yang
;
Li, Yuan
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014463356
Saved in:
29
Momentum in machine learning : evidence from the Taiwan stock market
Bui, Dien Giau
;
Kong, De-Rong
;
Lin, Chih-Yung
;
Lin, Tse-Chun
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014463357
Saved in:
30
Risk factors in the Indonesian stock market
Li, Nanqi
;
Wei, Chishen
;
Zhang, Linti
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-32
Persistent link: https://www.econbiz.de/10014463361
Saved in:
31
Expectation disarray : analysts' growth forecast anomaly in China
Liu, Laura Xiaolei
;
Zhu, Yandi
;
Zhang, Xinyu
;
Zhang, …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463364
Saved in:
32
The return predictability of carbon emissions : evidence from Hong Kong and Singapore
Cao, Jie
;
Zhan, Xintong
;
Zhang, Weiming
;
Zhang, Yaojia Zoe
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463367
Saved in:
33
Extreme illiquidity and stock returns : evidence from Thailand market
Chen, Xi
;
Wang, Junbo
;
Wang, Yanchu
;
Zhong, Xiaoling
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463369
Saved in:
34
The bright and dark sides of minority shareholder protection : evidence from the separate vote counts disclosure rule in China
Cai, Guowei
;
Hsu, Po-Hsuan
;
Xu, Xinyi
;
Zhou, Tong
;
Zhu, …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463375
Saved in:
35
Do fund managers' tones predict future performance? : evidence from China
Liu, Xiaoming
;
Shen, Xieyang
;
Wang, Changyun
;
Zeng, Jianyu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014463381
Saved in:
36
International stock return predictability : the role of U.S. uncertainty spillover
Jiang, Fuwei
;
Liu, Hongkui
;
Yu, Jiasheng
;
Zhang, Huajing
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463395
Saved in:
37
Correlation-based investment strategies : a comparison between Chinese and US stock markets
Zhang, Zhehao
;
Xing, Ruina
;
Liu, Jiajun
;
Shao, Yifei
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463514
Saved in:
38
Mood seasonality around the globe
Atilgan, Yigit
;
Demirtas, K. Ozgur
;
Günaydin, A. Doruk
; …
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463515
Saved in:
39
Return predictability of short-selling and financial distress firms : evidence from Korean stock market
Wang, Shu-Feng
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014463575
Saved in:
40
Momentum investing and a tale of intraday and overnight returns : evidence from Taiwan
Ho, Hsiao-Wei
;
Hsiao, YuJen
;
Lo, Wen-Chi
;
Yang, Nien-Tzu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014463583
Saved in:
41
Assessing jump and cojumps in financial asset returns with applications in futures markets
Yeh, Jin-huei
;
Yun, Mu Shu
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463584
Saved in:
42
Machine learning, anomalies, and the expected market return : evidence from China
Du, Qingjie
;
Wang, Yang
;
Wei, Chishen
;
Wei, K. C. John
- In:
Pacific-Basin finance journal
82
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463596
Saved in:
43
Pair analyst coverage and return comovement : evidence from China
Yi, Biao
;
Xiang, Xueman
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014463622
Saved in:
44
Economic policy uncertainty and mutual fund risk shifting
Luo, Deming
;
Jiang, Sainan
;
Yao, Zhongwei
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463640
Saved in:
45
ESG investment in China : doing well by doing good
Chen, Shu
;
Han, Xiaoyan
;
Zhang, Zili
;
Zhao, Xuejun
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014463644
Saved in:
46
Momentum effect and contrarian effect in China's A-share market, under registration-based system
Huang, Wenli
;
Zhou, Fengbo
;
Yu, Chenkang
;
Hu, Yue
; …
- In:
Pacific-Basin finance journal
81
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014501264
Saved in:
47
Exploring the zoo of predictors for mutual fund performance in China
Li, Zhiyong
;
Rao, Xiao
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014463648
Saved in:
48
Do manager characteristics matter in equity mutual fund performance? : new evidence based on the double-adjusted alpha
Lin, Jia-Hui
;
Yen, Meng-Feng
;
Hsieh, Wei-Cheng
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014463649
Saved in:
49
Directors' and officers' liability insurance and cross section of expected stock returns : a mispricing explanation
Su, Xuan-Qi
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-27
Persistent link: https://www.econbiz.de/10014463650
Saved in:
50
The extreme return connectedness between Sukuk and green bonds and their determinants and consequences for investors
Syed Mabruk Billah
;
Amar, Amine Ben
;
Balli, Faruk
- In:
Pacific-Basin finance journal
77
(
2023
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014463683
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