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Short-Sale Constraints and Pricing Discrepancies between Stocks and Bonds

Peng, Zhenfeng - 2023

This paper examines the effect of short-sale constraints on the pricing discrepancies between stocks and bonds of the same firms. Using data from 2006 to 2018, we find that short-sale constraints have a positive impact on pricing discrepancies. This relationship holds for both stock and bond...

Persistent link: https://www.econbiz.de/10014350843

The effects of individual investors' attention on stock returns : evidence from the ChiNext market

Fang, Xianming; Jiang, Yu; Qian, Zhijun - In: Emerging markets finance & trade : a journal of the … 50 (2014), pp. 158-168

Persistent link: https://www.econbiz.de/10010465085

Bull, bear or any other states in US stock market?

Jiang, Yu; Fang, Xianming - In: Economic modelling 44 (2015), pp. 54-58

Persistent link: https://www.econbiz.de/10011326294

The effects of haze pollution on stock performances : evidence from China

Zhang, Yihao; Jiang, Yu; Guo, Yong-ji - In: Applied economics 49 (2017) 23, pp. 2226-2237

Persistent link: https://www.econbiz.de/10011817311

Dynamics in the co-movement of economic growth and stock return : comparison between the United States and China

Jiang, Yu - In: Economic research 32 (2019) 1,2, pp. 1965-1976

Persistent link: https://www.econbiz.de/10012435294

Cryptocurrency policy uncertainty and gold return forecasting : a dynamic Occam's window approach

Shang, Yue; Wei, Yu; Chen, Yongfei - In: Finance research letters 50 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014239966

Modeling and forecasting multifractal volatility established upon the heterogeneous market hypothesis

Tao, Qizhi; Wei, Yu; Liu, Jiapeng; Zhang, Ting - In: International review of economics & finance : IREF 54 (2018), pp. 143-153

Persistent link: https://www.econbiz.de/10012033354

Oil and the short-term predictability of stock return volatility

Wang, Yudong; Wei, Yu; Wu, Chongfeng; Yin, Libo - In: Journal of empirical finance 47 (2018), pp. 90-104

Persistent link: https://www.econbiz.de/10012103481

Global equity market volatilities forecasting : a comparison of leverage effects, jumps, and overnight information

Liang, Chao; Li, Yan; Ma, Feng; Wei, Yu - In: International review of financial analysis 75 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012804153

Market reactions to supply chain management excellence

Shi, Min; Yu, Wei - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-10

A highly-respected public recognition of supply chain management (SCM) excellence is the Supply Chain Top 25 List, published annually by AMR Research. By employing event study method, this study extensively examined stock market reactions to annual announcements of the AMR Supply Chain Top 25...

Persistent link: https://www.econbiz.de/10011961370