Similar Search Results

Presidential economic approval rating and the cross-section of stock returns

Chen, Zilin; Da, Zhi; Huang, Dashan; Wang, Liyao - In: Journal of financial economics 147 (2023) 1, pp. 106-131

Persistent link: https://www.econbiz.de/10013543423

Time series momentum : is it there?

Huang, Dashan; Li, Jiangyuan; Wang, Liyao; Zhou, Guofu - In: Journal of financial economics 135 (2020) 3, pp. 774-794

Persistent link: https://www.econbiz.de/10012543228

Are disagreements agreeable? : evidence from information aggregation

Huang, Dashan; Li, Jiangyuan; Wang, Liyao - In: Journal of financial economics 141 (2021) 1, pp. 83-101

Persistent link: https://www.econbiz.de/10012872545

Partisan conflict and corporate credit spreads : the role of political connection

Wang, Liyao - In: Journal of corporate finance 84 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015069898

Index-exciting CAViaR : a new empirical time-varying risk model

Huang, Dashan; Yu, Baimin; Lu, Zu-di; Fabozzi, Frank J.; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 14 (2010) 2, pp. 1-24

Persistent link: https://www.econbiz.de/10009514126

Upper bounds on return predictability

Huang, Dashan; Zhou, Guofu - In: Journal of financial and quantitative analysis : JFQA 52 (2017) 2, pp. 401-425

Persistent link: https://www.econbiz.de/10011742049

High-order moments in stock pricing : evidence from the Chinese and US markets

Chen, Yifan; Chen, Zilin; Tang, Huoqing - In: China Finance Review International 10 (2019) 3, pp. 323-346

Purpose: The purpose of this paper is to introduce an augmented high-order capital asset pricing model (AH-CAPM) as a new risk-based model to price stocks. Design/methodology/approach: The AH-CAPM is defined as a linear model with high-order marginal moments and co-moments from the joint...

Persistent link: https://www.econbiz.de/10012184638

Stock liquidity and excess leverage

Chen, Zilin; Gao, Kang; Huang, Weiwei - In: Finance research letters 32 (2020), pp. 1-7

Persistent link: https://www.econbiz.de/10012430821

Characteristics-based portfolio policy : evidence from China

Chen, Zilin; Fei, Zhe - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 4, pp. 1141-1158

Persistent link: https://www.econbiz.de/10012483309

Far away from home : investors' underreaction to geographically dispersed information

Chen, Zilin; Chu, Liya; Liang, Dawei; Tu, Jun - In: Journal of economic dynamics & control 136 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013393680