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Carbon emission trading system and stock price crash risk of heavily polluting listed companies in China : based on analyst coverage mechanism

Xie, Zeyu; Yang, Mian; Xu, Fei - In: Financial innovation : FIN 9 (2023) 1, pp. 1-30

This study reveals the inconsistencies between the negative externalities of carbon emissions and the recognition condition of accounting statements. Hence, the study identifies that heavily polluting enterprises in China have severe off-balance sheet carbon reduction risks before implementing...

Persistent link: https://www.econbiz.de/10014289073

Does international oil volatility have directional predictability for stock returns? : evidence from BRICS countries based on cross-quantilogram analysis

Zhou, Zhongbao; Jiang, Yong; Liu, Yang; Lin, Ling; Liu, Qing - In: Economic modelling 80 (2019), pp. 352-382

Persistent link: https://www.econbiz.de/10012200710

Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach

Lin, Ling; Kuang, Yuanpei; Jiang, Yong; Su, Xianfang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-26

Persistent link: https://www.econbiz.de/10012203817

Tail connectedness between category-specific policy uncertainty, sovereign debt risk, and stock volatility during a high inflation period

Jiang, Yong; Al-Nassar, Nassar S.; Ren, Yi-Shuai; Ma, … - In: Research in international business and finance 70 (2024) 2, pp. 1-19

Persistent link: https://www.econbiz.de/10015056938