Similar Search Results

What moves the correlation between the equity and credit default swap markets?

Liu, Zilong; Pu, Xiaoling; Zhao, Xinlei - In: The journal of fixed income 25 (2015) 2, pp. 72-87

Persistent link: https://www.econbiz.de/10011399890

The sensitivity of corporate cash holdings to corporate governance

Chen, Qi; Xiao, Chen; Schipper, Katherine; Xu, Yongxin; … - In: The review of financial studies 25 (2012) 12, pp. 3610-3644

Persistent link: https://www.econbiz.de/10009714155

Under the Burden : Impact of Social Security Contributions on Stock Market Performance

Zhu, Zhikai; Wang, Xiaoyan; Li, Rui - 2023

We attempt to examine the impact of the social security contributions on firms' market performance in the context of the 2010 Social Security Act. Using a sample of Chinese A-share listed firms, we use a difference-in-difference strategy to identify a causal relationship between the impact of...

Persistent link: https://www.econbiz.de/10014354836

Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market

Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229

Persistent link: https://www.econbiz.de/10012003539

Short-sale prohibitions, firm characteristics and stock returns : evidence from Chinese market

Li, Rui; Li, Jiahui; Yuan, Jinjian - In: China finance review international 7 (2017) 4, pp. 407-428

Persistent link: https://www.econbiz.de/10011797852

The impact of stock names on the expected stock return : a study based on the behavior finance

Song, Shuo; Li, Rui - In: Journal of mathematical finance 9 (2019) 3, pp. 368-387

Persistent link: https://www.econbiz.de/10012210300

The impact of stock names on the expected stock return : a study based on the behavior finance

Song, Shuo; Li, Rui - In: Inventi impact: microfinance & banking (2020) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10012653612

Does Noise Trading Affect Stock Liquidity? Empirical Evidence from China

Li, Rui; Wang, Jin; Song, Lujie; Chen, Chunchun - 2023

This paper examine the impact of noise trading on stock liquidity in China. We construct a theoretical model including noise traders, rational traders, and insiders, and test the model using transaction data on individual stocks in the CSI-300 (China-Shanghai-Shenzhen-300-Stock Index) in 2020....

Persistent link: https://www.econbiz.de/10014257441

Short-sale constraints and cross-predictability : evidence from Chinese market

Li, Rui; Li, Chenchen; Yuan, Jinjian - In: International review of economics & finance : IREF 80 (2022), pp. 166-176

Persistent link: https://www.econbiz.de/10013341800