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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

The impact of oil price shocks on the risk-return relation in the Chinese stock market

Wen, Fenghua; Zhang, Minzhi; Xiao, Jihong; Yue, Wei - In: Finance research letters 47 (2022) 2, pp. 1-7

Persistent link: https://www.econbiz.de/10013553890

Forecasting the chinese stock market volatility with G7 stock market volatilities : a scaled PCA approach

Yi, Yongsheng; Zhang, Yaojie; Xiao, Jihong; Wang, Xunxiao - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 13, pp. 3639-3650

Persistent link: https://www.econbiz.de/10013462322

Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market : evidence from China

Xiao, Jihong; Jiang, Jiajie; Zhang, Yaojie - In: Pacific-Basin finance journal 84 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014534542

Chinese block transactions and the market reaction

Bian, Jiangze - In: China economic review : an international journal 23 (2012) 1, pp. 181-189

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International commodity market and stock volatility predictability : evidence from G7 countries

Wang, Jiashun; Wang, Jiqian; Ma, Feng - In: International review of economics & finance : IREF 90 (2024), pp. 62-71

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How is illiquidity priced in the Chinese stock market?

Liu, Jun; Wu, Kai; Jiang, Fuwei; Shen, Zhiqi - In: Accounting and finance 63 (2023), pp. 1285-1320

Persistent link: https://www.econbiz.de/10014301920

Does Stock Liquidity Shape Voluntary Disclosure? Evidence from the SEC Tick Size Pilot Program

Hope, Ole-Kristian; Liu, Junhao - 2021

Employing the SEC Tick Size Pilot Program that increases the minimum trading unit of a set of randomly selected small-capitalization stocks, we examine whether and how an exogenous change in stock liquidity affects corporate voluntary disclosure. Using difference-in-differences analyses with...

Persistent link: https://www.econbiz.de/10013323209

Correlations and volatility spillovers between China and Southeast Asian stock markets

Zhong, Yi; Liu, Jiapeng - In: The quarterly review of economics and finance : journal … 81 (2021), pp. 57-69

Persistent link: https://www.econbiz.de/10012656194

Does stock liquidity shape voluntary disclosure? : evidence from the SEC tick size pilot program

Hope, Ole-Kristian; Liu, Junhao - In: Review of accounting studies 28 (2023) 4, pp. 2233-2270

Persistent link: https://www.econbiz.de/10015127409

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