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Li, Gen - 2020

I examine the difference in news sentiment between stock price run-ups that crash (bubble stocks) and do not crash (non-bubble stocks). I find that bubble stocks have more negative sentiment in earnings news during their run-ups. The negative sentiment has predictive power up to two years in...

Persistent link: https://www.econbiz.de/10014352275

On international stock market comovements and macroeconomic risks

Chen, Peng; Wu, Shu - In: Applied economics letters 20 (2013) 10/12, pp. 978-982

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Financial distress risk and momentum effects : evidence from China's stock market

Wang, Qian - In: International journal of economics and finance 9 (2017) 12, pp. 153-161

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Executive board member financial expertise and IPO performance

Ettredge, Michael L.; Li, Chan; Wang, Qian; Xu, Yang - In: Accounting horizons : a quarterly publication of the … 35 (2021) 1, pp. 47-64

Persistent link: https://www.econbiz.de/10012516920

Institutional investor inattention and stock price crash risk

Xiang, Cheng; Chen, Fengwen; Wang, Qian - In: Finance research letters 33 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012430846

Does corporate diversification strategy affect stock price crash risk?

Wang, Qian; Shen, Jianghua; Ngai, Eric W. T. - In: International journal of production economics 258 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014282762

International stock market risk contagion during the COVID-19 pandemic

Liu, Yuntong; Wei, Yu; Wang, Qian; Liu, Yi - In: Finance research letters 45 (2022), pp. 1-11

Persistent link: https://www.econbiz.de/10014576472

Does the carbon market signal the market efficiency of clean and dirty cryptocurrencies? : an analysis of quantile directional dependence

Wei, Yu; Hu, Rui; Zhang, Jiahao; Wang, Qian - In: Finance research letters 67 (2024) 2, pp. 1-10

Persistent link: https://www.econbiz.de/10015062588

End-word tones of stock names and stock price anomalies : empirical evidence from China's IPO markets

Wang, Qian; Zhou, Chunyan; Wang, Lei; Wei, Yu - In: Finance research letters 58 (2023) 3, pp. 1-8

Persistent link: https://www.econbiz.de/10014637221

Market volatilities vs oil shocks : which dominate the relative performance of green bonds?

Wei, Yu; Shi, Chunpei; Zhou, Chunyan; Wang, Qian; Liu, … - In: Energy economics 136 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015046906