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A network perspective of the stock market

Tse, Chi K.; Liu, Jing; Lau, Francis C. M. - In: Journal of empirical finance 17 (2010) 4, pp. 659-667

Persistent link: https://www.econbiz.de/10009267260

Alumni network, CEO turnover, and stock price crash risk : evidence from China

Liu, Jing - In: Cogent economics & finance 10 (2022) 1, pp. 1-25

This paper empirically tests the impact of CEO’s alumni relationships on the stock price crash risk during CEO turnover. Empirical tests find that CEOs’ advantage among alumni networks will increase stock price crash risk during CEO turnover to some degree. However, this effect is built on...

Persistent link: https://www.econbiz.de/10013393583

Spillovers between Bitcoin and Meme stocks

Li, Shi - In: Finance research letters 50 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10014239953

The change in stock-selection risk and stock market returns

Liu, Jing; He, Qiubei; Li, Yan; Luu Duc Toan Huynh; … - In: International review of financial analysis 85 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014234959

Forecasting stock price volatility : new evidence from the GARCH-MIDAS model

Wang, Lu; Ma, Feng; Liu, Jing; Yang, Lin - In: International journal of forecasting 36 (2020) 2, pp. 684-694

Persistent link: https://www.econbiz.de/10012415334

VIX and stock market volatility predictability : a new approach

Liu, Zhichao; Liu, Jing; Zeng, Qing; Wu, Lan - In: Finance research letters 48 (2022), pp. 1-5

Persistent link: https://www.econbiz.de/10013460221

How do stock prices respond to the leading economic indicators? : analysis of large and small shocks

Liu, Jing; Chen, Zhonglu - In: Finance research letters 51 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014288289

Price jumps of China’s carbon market : the view from market transactions and policy releases

Xu, Yanyan; Chen, Ying; Liu, Jing - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 14, pp. 3402-3430

Persistent link: https://www.econbiz.de/10015099084

Macro disagreement and international stock markets

Huang, Wenli; Li, Shi; Qi, Zhen; Zhang, Qi - In: Journal of international financial markets, … 81 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013533376

The Pricing of Dividend Surprises

Jacoby, Gady; Li, Shi; Lu, Lei; Wang, Yan - 2022

We examine the return information conveyed by a firm’s dividend surprise, defined as the difference between a firm’s actual dividend per share (DPS) and investors’ expected DPS. We find that negative-surprise stocks (i.e., stocks in the lowest dividend surprise quintile) provide 5.64% more...

Persistent link: https://www.econbiz.de/10014238300