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Breadth of ownership and the cross-section of corporate bond returns

Huang, Jing-Zhi; Qin, Nan; Wang, Ying - In: Management science : journal of the Institute for … 70 (2024) 9, pp. 5709-5730

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015136133

Breadth of Ownership and the Cross-Section of Corporate Bond Returns

Huang, Jing-Zhi - 2020

We investigate the effects of short sale constraints on asset mispricing in the corporate bond market. Consistent with Miller (1977)'s theory that short sale constraints can lead to asset overpricing, we document a significant positive relation between changes in ownership breadth (a proxy for...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012852980

When bias contributes to variance : true limit theory in functional coefficient cointegrating regression

Phillips, Peter C. B.; Wang, Ying - In: Journal of econometrics 232 (2023) 2, pp. 469-489

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014340035

When bias contributes to variance : true limit theory in functional coefficient cointegrating regression

Phillips, Peter C. B.; Wang, Ying - 2020

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012320628

Adaptive estimation of heteroskedastic functional-coefficient regressions with an application to fiscal policy evaluation on asset markets

Tu, Yundong; Wang, Ying - In: Econometric reviews 39 (2020) 3, pp. 299-318

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012181451

Does oil price volatility influence real sector growth? : empirical evidence from Pakistan

Yasmeen, Humaira; Wang, Ying; Zameer, Hashim; Solangi, … - In: Energy reports 5 (2019), pp. 688-703

The study investigates the short-run and long-run relationship between oil price fluctuation and real sector growth in Pakistan. Four major sectors of the economy (Manufacturing, electricity, transport and communication, and livestock) were analyzed to find any relation. Similar studies can be...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012020075