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What determines corporate pension fund risk-taking strategy?

An, Heng; Huang, Zhaodan; Zhang, Ting - In: Journal of banking & finance 37 (2013) 2, pp. 597-613

Persistent link: https://www.econbiz.de/10009705612

Stock price synchronicity, crash risk, and institutional investors

An, Heng; Zhang, Ting - In: The journal of corporate finance : contracting, … 21 (2013), pp. 1-15

Persistent link: https://www.econbiz.de/10009756848

Systematic risk, government policy intervention, and dynamic contrarian investments

Liu, Jiapeng; Tao, Qizhi; Hou, Wenxuan; Zhang, Ting - In: International review of economics & finance : IREF 43 (2016), pp. 334-343

Persistent link: https://www.econbiz.de/10011625721

Modelling optimal asset allocation when households experience health shocks

Liu, Jiapeng; Lu, Rui; Yi, Ronghua; Zhang, Ting - In: Review of quantitative finance and accounting 49 (2017) 1, pp. 245-261

Persistent link: https://www.econbiz.de/10011797050

Stock Price Synchronicity, Crash Risk, and Institutional Investors

An, Heng - 2012

Both stock price synchronicity and crash risk are negatively related to the firm's ownership by dedicated institutional investors, which have strong incentive to monitor due to their large stake holdings and long investment horizons. In contrast, the relations become positive for transient...

Persistent link: https://www.econbiz.de/10013096232

Financial risk and heavy tails

Bradley, Brendan O.; Taqqu, Murad S. - In: Handbook of heavy tailed distributions in finance, (pp. 35-103). 2003

Persistent link: https://www.econbiz.de/10001882016

An extreme value theory approach to the allocation of multiple assets

Bradley, Brendan O.; Taqqu, Murad S. - In: International journal of theoretical and applied finance 7 (2004) 8, pp. 1031-1068

Persistent link: https://www.econbiz.de/10002476570