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Deriving managerial skills by dissecting holding changes of mutual funds : evidence from China

Jun, Xiao; Ren, He; Sun, Ping-Wen - In: Pacific-Basin finance journal 68 (2021), pp. 1-21

Persistent link: https://www.econbiz.de/10013332516

Impact of investor trust on public firms' stock price efficiency and cost of capital : insights from a firm-level measure for investor trust

Lin, Lin; Ngou Teng Pun; Sun, Ping-Wen - In: Economic modelling 138 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014549242

Stock return predictability of the cumulative abnormal returns around the earnings announcement date : evidence from China

Sun, Ping-Wen; Wen, Zipeng - In: International review of finance : the official journal … 23 (2023) 1, pp. 58-86

Persistent link: https://www.econbiz.de/10014251341

Public information arrival and the Fisher effect in emerging markets : evidence from stock and bond markets in Turkey

Kutan, Ali Mustafa; Aksoy, Tansu - In: Journal of financial services research : JFSR 23 (2003) 3, pp. 225-239

Persistent link: https://www.econbiz.de/10001788880

Communication matters: US monetary policy and commodity price volatility

Hayo, Bernd; Kutan, Ali M.; Neuenkirch, Matthias - 2011

Using a GARCH model, we analyze the influence of U.S. monetary policy action and communication on the price volatility of commodities for the period 1998-2009. We find, first, that U.S. monetary policy events have an economically significant impact on price volatility. Second, expected target...

Persistent link: https://www.econbiz.de/10010286427