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Removal of an investment restriction : the 'B' share experience from China's stock markets

Chiu, Chien-liang; Lee, Mingchih; Chen, Chun-Da - In: Applied financial economics 15 (2005) 4, pp. 273-285

Persistent link: https://www.econbiz.de/10002606265

The influences of ownership structure : evidence from China

Huang, Bor-yi; Lin, Cho-Min; Huang, Chien-Ming - In: The journal of developing areas 45 (2011) 1, pp. 207-227

Persistent link: https://www.econbiz.de/10009531124

CEO characteristics enhancing the impact of CEO overconfidence on firm value after mergers and acquisitions : a case study in China

Tang, Chia-Hsien; Lee, Yen-Hsien; Lee, Ming-chih; … - In: Review of Pacific Basin financial markets and policies 23 (2020) 1, pp. 2050003-1-2050003-19

Persistent link: https://www.econbiz.de/10012299659

Permanent and transitory components in the Chinese stock market: the ARJI-trend model

Chiang, Shu-mei; Yeh, Chin-piao; Chiu, Chien-liang - In: Emerging markets finance & trade : a journal of the … 45 (2009) 3, pp. 35-55

Persistent link: https://www.econbiz.de/10003865856

Normal and abnormal information transmissions : evidence from China's stock markets

Chiu, Chien-liang; Hung, Jui-cheng - In: Applied economics letters 14 (2007) 10/12, pp. 863-870

Persistent link: https://www.econbiz.de/10003589467

Impacts of the Stock Market Liberalization in China : Evidence from the Foreign Institutional Investor Scheme

Chen, Chun-Da - 2012

The aim of this paper is to analyze the influence of the Qualified Foreign Institutional Investors (QFII) scheme announcement on the Chinese A- and B-share markets, using an event study method with the GARCH (Generalized Autoregressive Conditional Heteroskedasticity) process. The results...

Persistent link: https://www.econbiz.de/10013100688

Risk and return in the Chinese stock market : does equity return dispersion proxy risk?

Chen, Chun-Da; Demirer, Rıza; Jategaonkar, Shrikant P. - In: Pacific-Basin finance journal 33 (2015), pp. 23-37

Persistent link: https://www.econbiz.de/10011474042

Oil and stock market momentum

Chen, Chun-Da; Cheng, Chiao-Ming; Demirer, Rıza - In: Energy economics 68 (2017), pp. 151-159

Persistent link: https://www.econbiz.de/10011905040

B-share discount puzzle in China : a revisit of dual-share firms

Lien, Da-hsiang Donald; Chen, Chun-Da - In: Review of managerial science : RMS 14 (2020) 5, pp. 1047-1075

Persistent link: https://www.econbiz.de/10012303736

Risk and Return in the Chinese Stock Market : Does Equity Return Dispersion Proxy Risk?

Chen, Chun-Da - 2015

We examine whether equity return dispersion, measured by the cross-sectional standard deviation of stock returns, is systematically priced in the cross-section of stock returns in China. We find that return dispersion carries a positive price of risk even after controlling for market, size,...

Persistent link: https://www.econbiz.de/10013023627