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R&D-based earnings management, accounting performance and market return : evidence from national-recognized enterprises technology centers in China

Zhang, Xindong; He, Yanan - In: Chinese management studies : CMS 7 (2013) 4, pp. 572-585

Persistent link: https://www.econbiz.de/10010222224

Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty

Qiu, Yue; Wang, Zongrun; Xie, Tian; Zhang, Xinyu - In: Journal of empirical finance 62 (2021), pp. 179-201

Persistent link: https://www.econbiz.de/10012693338

An anatomy of commodity futures returns in China

Zhang, Xuan; Jun, Xiao; Zhang, Zhekai - In: Pacific-Basin finance journal 62 (2020), pp. 1-16

Persistent link: https://www.econbiz.de/10012491768

Private information advantage or overconfidence? : performance of intraday arbitrage speculators in the Chinese stock market

Zhang, Xiaotao; Liang, Junpeng; He, Feng - In: Pacific-Basin finance journal 58 (2019), pp. 1-13

Persistent link: https://www.econbiz.de/10012231125

Does it pay to be responsible? : the performance of ESG investing in China

Zhang, Xiaoke; Zhao, Xuankai; He, Yu - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 11, pp. 3048-3075

Persistent link: https://www.econbiz.de/10013355030

Forecasting stock volatility during the stock market crash period : the role of Hawkes process

Fan, Lina; Yang, Hao; Zhai, Jia; Zhang, Xiaotao - In: Finance research letters 55 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014473015

Which is more important in stock market forecasting : attention or sentiment?

Zhang, Xiaotao; Li, Guoran; Li, Yishuo; Zou, Gaofeng; Wu, Ji - In: International review of financial analysis 89 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014465093

Belated stock returns for green innovation under carbon emissions trading market

Chen, Fanglin; Chen, Zhongfei; Zhang, Xin - In: Journal of corporate finance 85 (2024), pp. 1-32

Persistent link: https://www.econbiz.de/10015070089

The predictive performance of liquidity risk

Ma, Xiuli; Zhang, Xindong - In: Cogent economics & finance 9 (2021) 1, pp. 1-14

This paper assesses the explanatory power of the liquidity-risk-based pricing models relative to the Fama-French three-factor model (FF3) and the extensions to the FF3. We find that the liquidity-augmented capital asset pricing model (LCAPM) performs no worse but generally better than other...

Persistent link: https://www.econbiz.de/10013184353

The short-run and long-run components of idiosyncratic volatility and stock returns

Liu, Yunting - In: Management science : journal of the Institute for … 68 (2022) 2, pp. 1573-1589

Persistent link: https://www.econbiz.de/10012887644