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Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect

Liu, Hao; Shen, Shihan; Wang, Tianyi; Huang, Zhuo - In: China economic journal : the official journal of the … 9 (2016) 2, pp. 140-153

Persistent link: https://www.econbiz.de/10011585334

A novel explanation for idiosyncratic volatility anomaly : An asset decomposition perspective

Liu, Hao; Chen, Yue; Wan, Wei; Zhang, Qun - In: Economics letters 206 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012886955

Firm age and realized idiosyncratic return volatility in China : the role of short-sales constraints

Liu, Hao; Zhang, Qun - In: International review of financial analysis 75 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012804078

Stock liquidity and controlling shareholders' encroachment of private interests : evidence from China

He, Xiqiong; Gu, Xiang; Liu, Hao - In: Finance research letters 56 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014473665

Climate change news risk and corporate bond returns in China

Liu, Hao; Lin, Chuyin - In: Finance research letters 58 (2023) 3, pp. 1-7

Persistent link: https://www.econbiz.de/10014631519

Return predictability via an long short-term memory-based cross-section factor model : evidence from Chinese stock market

Yao, Haixiang; Xia, Shenghao; Liu, Hao - In: Journal of forecasting 43 (2024) 6, pp. 1770-1794

Persistent link: https://www.econbiz.de/10015110316

Size effect and growth options over firm lifecycle

Li, Qiang; Liu, Hao; Zeng, Yong - In: Journal of management science and engineering 7 (2022) 2, pp. 197-212

The size effect can be attributed to the relative importance of growth options versus assets-in-place in total assets. By incorporating the changing trend of growth options over firm lifecycle into the dynamic investment model developed by Berk et al. (1999), this paper demonstrates that the...

Persistent link: https://www.econbiz.de/10013272648

Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? : evidence from China

Zhang, Qun; Zhang, Peihui; Liu, Hao - In: Research in international business and finance 64 (2023), pp. 1-26

Persistent link: https://www.econbiz.de/10014266342