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Sectoral responses of the Chinese stock market to international oil shocks

Zhang, Dayong; Cao, Hong - In: Emerging markets finance & trade : a journal of the … 49 (2013) 6, pp. 37-51

Persistent link: https://www.econbiz.de/10010346308

Hedging or speculation : what can we learn from the volume-return relationship?

Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128

Persistent link: https://www.econbiz.de/10011561233

Excess stock returns and corporate environmental performance in China

Ma, Dandan; Zhai, Pengxiang; Zhang, Dayong - In: Financial innovation : FIN 10 (2024), pp. 1-30

Using unbalanced panel data on 3326 Chinese listed companies from 2014 to 2021, this study investigates the impact of corporate environmental performance on China's excess stock returns. The results show that stocks of companies with better environmental performance earn signifcantly higher...

Persistent link: https://www.econbiz.de/10014532441

Social-media and intraday stock returns : the pricing power of sentiment

Broadstock, David C.; Zhang, Dayong - In: Finance research letters 30 (2019), pp. 116-123

Persistent link: https://www.econbiz.de/10012420315

Spillovers between oil and stock returns in the US energy sector : does idiosyncratic information matter?

Ma, Yan-Ran; Zhang, Dayong; Ji, Qiang; Pan, Jiaofeng - In: Energy economics 81 (2019), pp. 536-544

Persistent link: https://www.econbiz.de/10012172799

On realized volatility of crude oil futures markets : forecasting with exogenous predictors under structural breaks

Luo, Jiawen; Ji, Qiang; Klein, Tony; Todorova, Neda; … - In: Energy economics 89 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012517048

Three essays on empirical asset pricing

Zhao, Rui - 2007

Persistent link: https://www.econbiz.de/10009706637

Investing in talents : manager characteristics and hedge fund performances

Li, Haitao; Zhang, Xiaoyan; Zhao, Rui - In: Journal of financial and quantitative analysis : JFQA 46 (2011) 1, pp. 59-82

Persistent link: https://www.econbiz.de/10008991272

Do funds-of-funds deserve their fees-on-fees?

Ang, Andrew; Rhodes-Kropf, Matthew; Zhao, Rui - 2008

"Since the after-fee returns of funds-of-funds are, on average, lower than hedge fund returns, it is easy to conclude that funds-of-funds do not add value compared to hedge funds. However, funds-of-funds should not be evaluated relative to hedge fund returns in publicly reported databases....

Persistent link: https://www.econbiz.de/10003693434

Stock market response to environmental policies : evidence from heavily polluting firms in China

Guo, Mengmeng; Kuai, Yicheng; Liu, Xiaoyan - In: Economic modelling 86 (2020), pp. 306-316

Persistent link: https://www.econbiz.de/10012415869