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Solving asset pricing models when the price-dividend function is analytic

Calin, Ovidiu L.; Chen, Yu; Cosimano, Thomas F.; … - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 3, pp. 961-982

Persistent link: https://ebvufind01.dmz1.zbw.eu/10002876856

Do price trajectory data increase the efficiency of market impact estimation?

Li, Fengpei; Ihnatiuk, Vitalii; Chen, Yu; Lin, Jiahe; … - In: Quantitative finance 24 (2024) 5, pp. 545-568

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014552104

Agent-based artificial financial market with evolutionary algorithm

Chen, Yan; Xu, Zezhou; Yu, Wenqiang - In: Economic research 35 (2022) 1,5, pp. 5037-5057

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014413977

Common bubble detection in large dimensional financial systems

Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - In: Journal of financial econometrics 21 (2023) 4, pp. 989-1063

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014391455

Rethinking worrying about the stock market, but instead, anxious about employment

Li, Mingda; Rapp, William V.; Chen, Yi - In: The journal of corporate accounting & finance 34 (2023) 3, pp. 109-123

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014336489

Does crackdown on corruption reduce stock price crash risk? : evidence from China

Chen, Yunsen; Xie, Yuan; You, Hong; Zhang, Yanan - In: The journal of corporate finance : contracting, … 51 (2018), pp. 125-141

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011902761

Stock market prediction using weighted inter-transaction class association rule mining and evolutionary algorithm

Chen, Yan; Mo, Dongxu; Zhang, Feipeng - In: Economic research 35 (2022) 1,5, pp. 5971-5996

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014419255

Does Crackdown on Corruption Reduce Stock Price Crash Risk? Evidence from China

Chen, Yunsen - 2019

This study examines whether crackdown on political corruption in China affects future stock price crashes. Using data from corruption-related prosecutions, we find that firms under prosecuted official jurisdictions experience a significant decrease in crash risk after the crackdown....

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012898389

CEO early-life disaster experience and stock price crash risk

Chen, Yangyang; Fan, Qingliang; Yang, Xin; Zolotoy, Leon - In: The journal of corporate finance : contracting, … 68 (2021), pp. 1-30

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012585794

Common bubble detection in large dimensional financial systems

Chen, Ye; Phillips, Peter C. B.; Shi, Shuping - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012320631