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Implications of limited investor attention to customer–supplier information transfers

Zhu, Hui - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 405-416

Persistent link: https://www.econbiz.de/10010492628

Investor heterogeneity and negative skewness in stock returns : evidence from institutional investors

Benkraiem, Ramzi; Goutte, Stéphane; Saadi, Samir; Zhu, Hui - In: Journal of international financial markets, … 81 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013533418

Investor Heterogeneity and Negative Skewness in Stock Returns : Evidence from Institutional Investors

Benkraiem, Ramzi; Goutte, Stéphane; Saadi, Samir; Zhu, Hui - 2023

We examine the relation between the probability of future stock price crash and investors’ investment horizons. Using negative skewness as a proxy for firm-specific crash risk, we document a positive association between institutional ownership and stock price crash risk. The relation is,...

Persistent link: https://www.econbiz.de/10014263455

Time-frequency transmission mechanism of EPU, investor sentiment and financial assets : a multiscale TVP-VAR connectedness analysis

Qiao, Xingzhi; Zhu, Huiming; Zhang, Zhongqingyang; Mao, … - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-20

Persistent link: https://www.econbiz.de/10014225822

Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets : evidence from wavelet quantile analysis

Zhu, Huiming; Wu, Hao; Ren, Ying-hua; Yu, Dongwei - In: Applied economics 54 (2022) 53, pp. 6116-6146

Persistent link: https://www.econbiz.de/10013411351

Frequency Domain Causality and Quantile Connectedness Between Investor Sentiment and Cryptocurrency Returns

Zhu, Huiming; Ren, Ying-hua; Xing, Zhanming; Chen, Yiwen; … - 2022

This article investigates the frequency domain causality and quantile connectedness between online investor fear sentiment and cryptocurrency returns over the period from July 2016 to July 2021. We put forwards frequency domain nonparametric Granger causality, cross-quantile coherency and...

Persistent link: https://www.econbiz.de/10013406403

How does investor attention matter for crude oil prices and returns? : evidence from time-frequency quantile causality analysis

Chen, Qitong; Zhu, Huiming; Yu, Dongwei; Hau, Liya - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-25

Persistent link: https://www.econbiz.de/10013413415

Going green : insight from asymmetric risk spillover between investor attention and pro-environmental investment

Deng, Chao; Zhou, Xiaoying; Peng, Cheng; Zhu, Huiming - In: Finance research letters 47 (2022) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10013457372

Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns

Zhu, Huiming; Xing, Zhanming; Ren, Ying-hua; Chen, Yiwen; … - In: International review of economics & finance : IREF 88 (2023), pp. 1035-1051

Persistent link: https://www.econbiz.de/10014475089

Investor attention and cryptocurrency : evidence from wavelet-based quantile Granger causality analysis

Li, Rong; Li, Sufang; Yuan, Di; Zhu, Huiming - In: Research in international business and finance 56 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10013269441