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Stock returns, order imbalances, and commonality : evidence on individual, institutional, and proprietary investors in China
Bailey, Warren; Cai, Jun; Cheung, Stephen Y. L.; Wang, … - In: Journal of banking & finance 33 (2009) 1, pp. 9-19
Persistent link: https://www.econbiz.de/10003802936
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A specification test of a market model of stock returns
Woo, Chi-keung - In: Advances in quantitative analysis of finance and … 4 (1996), pp. 187-194
Persistent link: https://www.econbiz.de/10001202929
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Yen carry trades and stock returns in target currency countries
Cheung, Stephen Y. L.; Cheung, Yin-Wong; He, Angela W. W. - In: Japan and the world economy : international journal of … 24 (2012) 3, pp. 174-183
Persistent link: https://www.econbiz.de/10009665467
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The long-run performance following Japanese rights issues
Cai, Jun - In: Applied financial economics 8 (1998) 4, pp. 419-434
Persistent link: https://www.econbiz.de/10001363518
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The investment and operating performance of Japanese initial public offerings
Cai, Jun - In: Pacific-Basin finance journal 5 (1997) 4, pp. 389-417
Persistent link: https://www.econbiz.de/10001229147
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The performance of Japanese seasoned equity offerings, 1971 - 1992
Cai, Jun; Loughran, Tim - In: Pacific-Basin finance journal 6 (1998) 5, pp. 395-425
Persistent link: https://www.econbiz.de/10001375968
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The performance of Japanese mutual funds
Cai, Jun - In: The review of financial studies 10 (1997) 2, pp. 237-273
Persistent link: https://www.econbiz.de/10001220636
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Oil stocks, risk factors, and tail behavior
Lian, Ziying; Cai, Jun; Webb, Robert I. - In: Energy economics 91 (2020), pp. 1-19
Persistent link: https://www.econbiz.de/10012518738
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Financial health and the valuation of corporate pension plans
Cai, Jun; Luo, Miao; Marcus, Alan J. - In: Journal of pension economics and finance : JPEF 19 (2020) 4, pp. 459-490
Persistent link: https://www.econbiz.de/10012307226
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Do Japanese firms systematically inflate expected rate of returns from defined benefit pension plans?
Qin, Yiyi; Cai, Jun; Rhee, S. Ghon - In: Pacific-Basin finance journal 68 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10013332720