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Dynamic investigation into the predictability of Australian industrial stock returns: Using financial and economic information
Yao, Juan; Gao, Jiti; Alles, Lakshman - In: Pacific-Basin Finance Journal 13 (2005) 2, pp. 225-245
Persistent link: https://www.econbiz.de/10005462338
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Computer-Intensive Time-Varying Model Approach to the Systematic Risk of Australian Industrial Stock Returns
Yao, Juan; Gao, Jiti - In: Australian Journal of Management 29 (2004) 1, pp. 121-145
This paper aims to investigate the form of systematic risk of Australian industrial stock returns. We suggest using four stochastic state-space models for the analysis. The stochastic properties of systematic risk are studied by examining four classes of state-space models: random walk model,...
Persistent link: https://www.econbiz.de/10010769397
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To herd or not to herd : do intangible assets affect the behavior of financial analyst recommendations?
Segara, Reuben; Wu, Bochen; Yao, Juan - In: The journal of behavioral finance : a publication of … 24 (2023) 1, pp. 97-110
Persistent link: https://www.econbiz.de/10013547861
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Death and the life hereafter : a study of the subsequent hedge funds
Yao, Juan; Wu, Bochen; Gao, Yang - In: Finance research letters 40 (2021), pp. 1-7
Persistent link: https://www.econbiz.de/10012819380
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Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10011413386
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Thriving in a disrupted market : a study of Chinese hedge fund performance
Huang, Ying; Yao, Juan; Zhu, Yu - In: Pacific-Basin finance journal 48 (2018), pp. 210-223
Persistent link: https://www.econbiz.de/10012028056
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Funds of hedge funds : are they really the high society for little guys?
Cui, Wei; Yao, Juan - In: International review of economics & finance : IREF 67 (2020), pp. 346-361
Persistent link: https://www.econbiz.de/10012485967
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Trapped in diversification : another look at the risk of fund of hedge funds
Cui, Wei; Yao, Juan; Satchell, Stephen - In: The European journal of finance 25 (2019) 12, pp. 1055-1076
Persistent link: https://www.econbiz.de/10012207062
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The journey is the reward : a study of corporate site visits and mutual fund performance
Zhuang, Zhuang; Hong, Xin; Yao, Juan - In: Pacific-Basin finance journal 82 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014463572
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Institutional distance, geographic distance, and Chinese venture capital investment : do networks and trust matter?
Huang, Ying; Qiu, Buhui; Wu, Jiajia; Yao, Juan - In: Small business economics : an international journal 61 (2023) 4, pp. 1795-1844
Persistent link: https://www.econbiz.de/10014631631