Similar Search Results

Financial uncertainty and stock market volatility

Jiang, Ying; Liu, Xiaoquan; Lu, Zhenyu - In: European financial management : the journal of the … 30 (2024) 3, pp. 1618-1667

Persistent link: https://www.econbiz.de/10014574142

Investor attention, aggregate limit-hits, and stock returns

Cai, Haidong; Jiang, Ying; Liu, Xiaoquan - In: International review of financial analysis 83 (2022), pp. 1-22

Persistent link: https://www.econbiz.de/10013455072

A model of delegation with a VaR constraint

Guo, Rui; Jiang, Ying; Li, Ao; Qiu, Zhigang; Wang, Hefei - In: Finance research letters 42 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10014580445

Disagreement, speculation, and the idiosyncratic volatility

Wang, Jianqiu; Wu, Ke; Pan, Jiening; Jiang, Ying - In: Journal of empirical finance 72 (2023), pp. 232-250

Persistent link: https://www.econbiz.de/10014476852

An equilibrium model of risk management spillover

Huang, Shiyang; Jiang, Ying; Qiu, Zhigang; Ye, Zhiqiang - In: Journal of banking & finance 107 (2019), pp. 1-19

Persistent link: https://www.econbiz.de/10012224486

Disagreement, Speculation, and the Idiosyncratic Volatility

Jiang, Ying; Pan, Jiening; Wang, Jianqiu; Wu, Ke - 2021

We propose that speculative trading arising from the joint effect of investor disagreement and short-sale constraints plays an important role in explaining the idiosyncratic volatility (IVOL) puzzle, the correlation among IVOL, market beta and trading volume, and the co-movement of IVOL....

Persistent link: https://www.econbiz.de/10013234143