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Revisiting the risk-return relation in the Chinese stock market : decomposition of risk premium and volatility feedback effect
Liu, Hao; Shen, Shihan; Wang, Tianyi; Huang, Zhuo - In: China economic journal : the official journal of the … 9 (2016) 2, pp. 140-153
Persistent link: https://www.econbiz.de/10011585334
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A Numerical Approach to Spectral Risk Measures
Jacquier, Antoine (Jack) - 2009
We focus our work here on some very recent results obtained by Cherny and Madan on risk measures. They developed a rigorous mathematical framework for the study of coherent risk measures. The first sections mainly review the existing literature. We present it here for sake of completeness as...
Persistent link: https://www.econbiz.de/10014214057
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Idiosyncratic risk disclosure of IPO firms and institutional investors' withdrawals
He, Xiqiong; Yang, Tonglin; Liu, Hao; Wu, Xiaowei - In: Accounting and finance 65 (2025) 1, pp. 399-428
Persistent link: https://www.econbiz.de/10015387019
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Climate change news risk and corporate bond returns in China
Liu, Hao; Lin, Chuyin - In: Finance research letters 58 (2023) 3, pp. 1-7
Persistent link: https://www.econbiz.de/10014631519
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Heterogeneous risk disclosure and earnings management motivation : evidence from China's IPO market
He, Xiqiong; Wang, Sibo; Liu, Hao; Liu, Jiayi - In: Nankai business review international 16 (2025) 1, pp. 79-103
Persistent link: https://www.econbiz.de/10015415018