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Risk contagions between global oil markets and China's agricultural commodity markets under structural breaks

Luo, Jiawen; Zhang, Qun - In: Applied economics 53 (2021) 5, pp. 628-649

Persistent link: https://www.econbiz.de/10012416078

Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash

Sornette, Didier; Demos, Guilherme; Zhang, Qun; … - 2015

The authors assess the performance of the real-time diagnostic, openly presented to the public on the website of the Financial Crisis Observatory (FCO) at ETH Zurich, of the bubble regime that developed in Chinese stock markets since mid-2014 and that started to burst in June 2015. The analysis...

Persistent link: https://www.econbiz.de/10011412033

Foreign ownership and M&A activity : evidence from China

Liu, Hao; Ye, Xiaofen; Zhang, Qun - In: The North American journal of economics and finance : a … 73 (2024), pp. 102179$p1-24

Persistent link: https://www.econbiz.de/10014580844

Firm age and realized idiosyncratic return volatility in China : the role of short-sales constraints

Liu, Hao; Zhang, Qun - In: International review of financial analysis 75 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012804078

Anticipating critical transitions of the housing market : new evidence from China

Zhang, Qun; Sornette, Didier; Zhang, Hao - In: The European journal of finance 25 (2019) 14, pp. 1251-1276

Persistent link: https://www.econbiz.de/10012207085

How does the business cycle affect firm innovation? : evidence from China's listed companies

Zhang, Qun; Chen, Jingde; Zhang, Peihui; Liu, Hao - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 5, pp. 1390-1414

Persistent link: https://www.econbiz.de/10013167087

Evolutionary patterns of onshore and offshore Renminbi exchange rates with convexity-concavity indicators

Zhang, Qun; Sornette, Didier; Han, Liyan - In: Quantitative finance 22 (2022) 2, pp. 367-384

Persistent link: https://www.econbiz.de/10013167760

Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? : evidence from China

Zhang, Qun; Zhang, Peihui; Liu, Hao - In: Research in international business and finance 64 (2023), pp. 1-26

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Co-volatility and asymmetric transmission of risks between the global oil and China's futures markets

Luo, Jiawen; Marfatia, Hardik A.; Ji, Qiang; Klein, Tony - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014437127

The determinants of liquidity with G-RJMCMC-VS model : evidence from China

Chen, Langnan; Luo, Jiawen; Liu, Hao - In: Economic modelling 35 (2013), pp. 192-198

Persistent link: https://www.econbiz.de/10010258868