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Stock market uncertainty and economic fundamentals : an entropy-based approach

Ahn, Kwangwon; Lee, Daeyong; Sohn, Sungbin; Yang, B. - In: Quantitative finance 19 (2019) 7, pp. 1151-1163

Persistent link: https://www.econbiz.de/10012194751

Quality acceleration and cross-sectional returns : empirical evidence

Ma, Yao; Yang, Baochen; Ye, Tao - In: Research in international business and finance 69 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015052448

The change in salience and the cross-section of stock returns : empirical evidence from China A-shares

Zhang, Manqing; Ma, Yao; Yang, Baochen; Fan, Ying - In: Pacific-Basin finance journal 85 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014575044

Stock return predictability : evidence from moving averages of trading volume

Ma, Yao; Yang, Baochen; Su, Yunpeng - In: Pacific-Basin finance journal 65 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013252827

Downside risk and defaultable bond returns

Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110

This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond-trading model, we show that the decline in market risk tolerance and information accuracy leads to trading loss under downside conditions. Our empirical analysis indicates that...

Persistent link: https://www.econbiz.de/10013206142

Language and segregation : evidence from housing markets in the United States

Dai, Tiantian; Jiang, Shenyi; Jin, Tao; Yang, Buyuan - In: Applied economics 55 (2023) 11, pp. 1157-1183

Persistent link: https://www.econbiz.de/10013499040

Data deepening and nonbalanced economic growth

Freeman, Richard B.; Yang, Buyuan; Zhang, Baitao - In: Journal of macroeconomics 75 (2023), pp. 1-15

Persistent link: https://www.econbiz.de/10014424008