Similar Search Results

Investor heterogeneity and negative skewness in stock returns : evidence from institutional investors

Benkraiem, Ramzi; Goutte, Stéphane; Saadi, Samir; Zhu, Hui - In: Journal of international financial markets, … 81 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013533418

Dependence patterns across Gulf Arab stock markets : a copula approach

Basher, Syed Abul; Nechi, Salem; Zhu, Hui - In: Journal of multinational financial management 25/26 (2014), pp. 30-50

Persistent link: https://www.econbiz.de/10010516825

The market reaction to Yankee and Rule 144A bond offerings

Caia, Kelly Nianyun; Zhu, Hui - In: Journal of multinational financial management 34 (2016), pp. 1-17

Persistent link: https://www.econbiz.de/10011719897

Competitive earnings news and post-earnings announcement drift

Baker, H. Kent; Ni, Yang; Saadi, Samir; Zhu, Hui - In: International review of financial analysis 63 (2019), pp. 331-343

Persistent link: https://www.econbiz.de/10012207513

Investor Heterogeneity and Negative Skewness in Stock Returns : Evidence from Institutional Investors

Benkraiem, Ramzi; Goutte, Stéphane; Saadi, Samir; Zhu, Hui - 2023

We examine the relation between the probability of future stock price crash and investors’ investment horizons. Using negative skewness as a proxy for firm-specific crash risk, we document a positive association between institutional ownership and stock price crash risk. The relation is,...

Persistent link: https://www.econbiz.de/10014263455

Shareholder rights and the market reaction to Sarbanes-Oxley

Choi, Seung Hee; Frye, Melissa B.; Yang, Minhua - In: The quarterly review of economics and finance : journal … 48 (2008) 4, pp. 756-771

Persistent link: https://www.econbiz.de/10003786478

The dynamics of the Monday effect in international stock indices

Keef, Stephen P.; Khaled, Mohammed S.; Zhu, Hui - In: International review of financial analysis 18 (2009) 3, pp. 125-133

Persistent link: https://www.econbiz.de/10003880024

Modelling dynamic dependence between crude oil prices and Asia-Pacific stock market returns

Zhu, Huiming; Li, Rong; Li, Sufang - In: International review of economics & finance : IREF 29 (2014), pp. 208-223

Persistent link: https://www.econbiz.de/10010431437

Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model

Zhu, Huiming; Li, Zhao-Lai; You, Wan-hai; Zeng, Zhaofa - In: International review of financial analysis 40 (2015), pp. 142-153

Persistent link: https://www.econbiz.de/10011475708

Oil price shocks, economic policy uncertainty and industry stock returns in China : asymmetric effects with quantile regression

You, Wan-hai; Guo, Yawei; Zhu, Huiming; Tang, Yong - In: Energy economics 68 (2017), pp. 1-18

Persistent link: https://www.econbiz.de/10011904980