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Price Effects after One-Day Abnormal Returns and Crises in the Stock Markets

Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Ji, Qiang - 2023

We investigate price effects after one-day abnormal returns during crises in US, Japanese, Chinese, Russian and Brazilian stock markets, using the ANOVA, Mann-Whitney, t-tests, the modified cumulative abnormal return approach, regression analysis with dummy variables, and the trading simulation...

Persistent link: https://www.econbiz.de/10014354846

Spillover among biodiversity attention, climate policy uncertainty and global stock markets

Ma, Dandan; Ji, Qiang; Zhang, Dayong; Zhao, Wanli - In: Finance research letters 73 (2025), pp. 1-8

Persistent link: https://www.econbiz.de/10015210460

Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS

Ji, Qiang; Liu, Bing-Yue; Zhao, Wan-Li; Fan, Ying - In: International review of financial analysis 68 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012301045

Analysing dynamic dependence between gold and stock returns : evidence using stochastic and full-range tail dependence copula models

Boako, Gideon; Tiwari, Aviral Kumar; Ibrahim, Muazu; … - In: Finance research letters 31 (2019), pp. 391-397

Persistent link: https://www.econbiz.de/10012421744

Risk spillover between the US and the remaining G7 stock markets using time-varying copulas with Markov switching : evidence from over a century of data

Ji, Qiang; Liu, Bing-Yue; Cuñado Eizaguirre, Juncal; … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012658792

Network connectedness between natural gas markets, uncertainty and stock markets

Geng, Jiang-Bo; Chen, Fu-Rui; Ji, Qiang; Liu, Bing-Yue - In: Energy economics 95 (2021), pp. 1-20

Persistent link: https://www.econbiz.de/10012816884

Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach

Kumar, Satish; Tiwari, Aviral Kumar; Chauhan, Yogesh; … - In: International review of financial analysis 63 (2019), pp. 273-284

Persistent link: https://www.econbiz.de/10012207463

Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics

Gupta, Rangan; Sheng, Xin; Pierdzioch, Christian; Ji, Qiang - In: Research in international business and finance 58 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10013287890

Oil price shocks and stock market anomalies

Zhu, Zhaobo; Sun, Licheng; Tu, Jun; Ji, Qiang - In: Financial management : FM 51 (2022) 2, pp. 573-612

Persistent link: https://www.econbiz.de/10013348534

Price effects after one-day abnormal returns in developed and emerging markets : ESG versus traditional indices

Plastun, Alex; Bouri, Elie; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-12

Persistent link: https://www.econbiz.de/10013413403