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International volatility risk and Chinese stock return predictability

Chen, Jian; Jiang, Fuwei; Liu, Yangshu; Tu, Jun - In: Journal of international money and finance 70 (2017), pp. 183-203

Persistent link: https://www.econbiz.de/10011752322

Climate risk exposure and the cross-section of Chinese stock returns

Zhang, Yaojie; He, Mengxi; Liao, Cunfei; Wang, Yudong - In: Finance research letters 55 (2023) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10014473512

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

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

Credit Risk and Equity Returns : An Augmented Fama-French Five-Factor Model in the Chinese Market

Li, Tangrong - 2020

Whether the credit risk should be priced has been widely debated. We study this issue in the Chinese context, where the financial market has been long dominated by indirect financing. We employ the Merton's (1974) model to measure the credit risk of firms listed on Chinese A-share market...

Persistent link: https://www.econbiz.de/10012831466

Asset pricing and default risk

Breig, Christoph - 2011

Persistent link: https://www.econbiz.de/10008779050

Inferring default correlation from equity return correlation

Liu, Sheen; Qi, Howard; Shi, Jian; Xie, Yan Alice - In: European financial management : the journal of the … 21 (2015) 2, pp. 333-359

Persistent link: https://www.econbiz.de/10010516668

ESG, State Ownership, and Stock Returns : Evidence from China

Wu, Zhenshu; Shih, Yi-Cheng; Wang, Yao; Zhang, Chendi - 2022

firm value, using data covering ESG performance of the entire cross-section of China’s stock markets. Taking the COVID-19 …

Persistent link: https://www.econbiz.de/10014238988

CDS-bond basis and bond return predictability

Kim, Gi H.; Li, Haitao; Zhang, Weina - In: Journal of empirical finance 38 (2016), pp. 307-337

Persistent link: https://www.econbiz.de/10011664711

Risk and return in the Chinese stock market : does equity return dispersion proxy risk?

Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37

Persistent link: https://www.econbiz.de/10011474042