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Credit scores and the performance of newly-listed stocks : an exploration of the Chinese A-share market

Cai, Charlie X.; McGuinness, Paul B.; Zhang, Qi - In: Review of quantitative finance and accounting 51 (2018) 1, pp. 79-111

Persistent link: https://www.econbiz.de/10012037035

Stock index return forecasting : the information of the constituents

Cai, Charlie X.; Kyaw, Khine; Zhang, Qi - In: Economics letters 116 (2012) 1, pp. 72-74

Persistent link: https://www.econbiz.de/10009632769

The profitability, costs and systematic risk of the post-earnings-announcement-drift trading strategy

Zhang, Qi; Cai, Charlie X.; Keasey, Kevin - In: Review of quantitative finance and accounting 43 (2014) 3, pp. 605-625

Persistent link: https://www.econbiz.de/10010490369

Market Reaction to Earnings News : A Unified Test of Information Risk and Transaction Costs

Zhang, Qi - 2014

We examine how information risk and transaction costs influence the initial and subsequent market reaction to earnings news. We find that the initial market reaction is higher per unit of earnings surprise for higher information risk firms (information content effect). Furthermore, it is...

Persistent link: https://www.econbiz.de/10013063286

"Turn-of-the-month" return effects for small cap Hong Kong stocks

McGuinness, Paul B. - In: Applied economics letters 13 (2006) 14, pp. 891-898

Persistent link: https://www.econbiz.de/10003395892

A re-examination of the holiday effect in stock returns : the case of Hong Kong

McGuinness, Paul B. - In: Applied financial economics 15 (2005) 16, pp. 1107-1123

Persistent link: https://www.econbiz.de/10003213459

An empirical assessment of initial return volatility in newly listed stocks

McGuinness, Paul B. - In: Applied economics letters 23 (2016) 10/12, pp. 804-811

Persistent link: https://www.econbiz.de/10011628575

Voluntary profit forecast disclosures, IPO pricing revisions and after-market earnings drift

McGuinness, Paul B. - In: International review of financial analysis 46 (2016), pp. 70-83

Persistent link: https://www.econbiz.de/10011580869

Post-IPO performance and its association with subscription cascades and issuers' strategic-political importance

McGuinness, Paul B. - In: Review of quantitative finance and accounting 46 (2016) 2, pp. 291-333

Persistent link: https://www.econbiz.de/10011588371

Risk factor and use of proceeds declarations and their effects on IPO subscription, price "fixings", liquidity and after-market returns

McGuinness, Paul B. - In: The European journal of finance 25 (2019) 12, pp. 1122-1146

Persistent link: https://www.econbiz.de/10012207066