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The reaction of bank stock prices to news of derivatives losses by corporate clients

Sinkey, Joseph F.; Carter, David A. - In: Journal of banking & finance 23 (1999) 12, pp. 1725-1745

Persistent link: https://www.econbiz.de/10001428987

The market's reaction to unexpected, catastrophic events : the case of oil and gas stock returns and the Gulf oil spill

Humphrey, Phillip; Carter, David A.; Simkins, Betty J. - In: Journal of risk finance : the convergence of financial … 17 (2016) 1, pp. 2-25

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Volatility and Returns of the New Third Board Market in China

Li, Weiping - 2016

In this paper, we analyze the return-volatility relation for the New Third Board market in China. Various properties for cross sectional (daily and weekly) returns and volatility are obtained and interpreted. The cross sectional return-volatility relations are analyzed at weekly frequency and...

Persistent link: https://www.econbiz.de/10012996016

Asset returns in deep learning methods : an empirical analysis on SSE 50 and CSI 300

Li, Weiping; Mei, Feng - In: Research in international business and finance 54 (2020), pp. 1-21

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Firm-specific investor sentiment for the Chinese stock market

Li, Yan; Li, Weiping - In: Economic modelling 97 (2021), pp. 231-246

Persistent link: https://www.econbiz.de/10012793415

Empirical analysis of MSCI China A-shares

Li, Yan; Li, Weiping - In: Journal of risk and financial management : JRFM 14 (2021) 11, pp. 1-25

In this paper, we introduce the MSCI China A-shares index (MCASI) and analyze MCASI’s properties. From the perspective of index investment, we found that MCASI’s investor sentiments, both overnight sentiment and BW sentiment, provide significant predictability for future MCASI returns,...

Persistent link: https://www.econbiz.de/10012794876

An index of skilled analysts and stock market returns

Meng, Yifan; Xu, Yongan; Li, Weiping; Yang, Mo - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 13, pp. 3135-3151

Persistent link: https://www.econbiz.de/10015098644