Similar Search Results

Measurement of individual investor sentiment and its application : evidence from Chinese stock message board

Huang, Chuangxia; Wen, Shigang; Yang, Xin; Cao, Jinde; … - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 3, pp. 681-691

Persistent link: https://www.econbiz.de/10012821597

Robust tracking error portfolio selection with worst-case downside risk measures

Ling, Aifan; Sun, Jie; Yang, Xiaoguang - In: Journal of economic dynamics & control 39 (2014), pp. 178-207

Persistent link: https://www.econbiz.de/10010388754

Empirical study on relationship between persistence-free trading volume and stock return volatility

Wen, Fenghua; Yang, Xiaoguang - In: Global finance journal 20 (2009) 2, pp. 119-127

Persistent link: https://www.econbiz.de/10003877924

Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model

Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun; Yang, Xiaoguang - In: International review of economics & finance : IREF 72 (2021), pp. 1-15

Persistent link: https://www.econbiz.de/10012671271

A network perspective of comovement and structural change : evidence from the Chinese stock market

Huang, Chuangxia; Deng, Yunke; Yang, Xiaoguang; Cao, Jinde - In: International review of financial analysis 76 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012804747

IPO relative difficulty, M&A option and size effect

Wan, Die; Yang, Teng; Yang, Xiaoguang - In: Journal of Asian economics 76 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013275657

Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns

Wang, Yingli; Lu, Chang; Yang, Xiaoguang; Zhang, Qingpeng - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2937-2955

Persistent link: https://www.econbiz.de/10014327627

How mutual funds respond to asymmetric feedback trading in China's stock market

Wan, Die; Li, Yang; Yang, Xiaoguang - In: Journal of management science and engineering 9 (2024) 2, pp. 143-160

Previous studies show that individual investors play a dominant role in China's stock market. Their behavior of chasing-rise being stronger than killing-fall leads to asymmetry of feedback trading. Our article investigates how mutual funds react to this market force. Using China's stock and fund...

Persistent link: https://www.econbiz.de/10014631861

Extreme climate risks and corporate bond yield spreads : evidence from China

Ye, Yanyi; Zhu, Jingjing; Li, Bin; Yang, Xiaoguang - In: Asia-Pacific journal of accounting & economics : … 31 (2024) 5, pp. 697-717

Persistent link: https://www.econbiz.de/10015073563

Dynamic network topology and market performance : a case of the Chinese stock market

Huang, Chuangxia; Zhao, Xian; Su, Renli; Yang, Xiaoguang; … - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1962-1978

Persistent link: https://www.econbiz.de/10013184596