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Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion

Hu, Jie - 1993

Persistent link: https://www.econbiz.de/10000885309

Information ambiguity : recognizing its role in financial markets

Hu, Jie - In: Economic review 79 (1994) 4, pp. 11-21

Persistent link: https://www.econbiz.de/10001174413

Employee quality and stock price crash risk

Wang, Liangcheng; Zhu, Wenhui; Peng, Tao; Hu, Jie - In: Asia-Pacific journal of accounting & economics : … 30 (2023) 4, pp. 1047-1066

Persistent link: https://www.econbiz.de/10014319640

Practical risk assessment with triangular distributions

Glickman, Theodore S.; Xu, Feng - In: International journal of risk assessment and management … 13 (2009) 3/4, pp. 313-327

Persistent link: https://www.econbiz.de/10003939934

Employee relations and stock price crash risk : evidence from employee lawsuits

Zuo, Junqing; Zhang, Wei; Hu, Mingya; Feng, Xu; Zou, Gaofeng - In: International review of financial analysis 82 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10013426226

Excess return, excess volatility, and negative autocorrelation caused by uncertainty aversion and risk aversion

Hu, Jie - Federal Reserve Bank of Atlanta - 1993

Persistent link: https://www.econbiz.de/10005721647

Information ambiguity: recognizing its role in financial markets

Hu, Jie - In: Economic Review (1994) Jul, pp. 11-21

Persistent link: https://www.econbiz.de/10005361021

Shadow Banks, Leverage Risks, and Asset Prices

Xu, Feng - 2020

Trust companies generate leverage cycle dynamics by intermediating less regulated credit to the financial markets in China. We find that the leverage factor constructed from trust companies can explain the time-series and cross-sectional asset returns. The leverage factor derived from securities...

Persistent link: https://www.econbiz.de/10012850120

Dispersed analysts' forecasts of firms' operational uncertainties and stock returns

Liu, Chang; Liu, Haiyue; Chen, Xi; Zhang, Yin; Guo, Min - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 316-326

Persistent link: https://www.econbiz.de/10013353012

Institutional blockholder monitoring and stock price crash risk

Chung, Chune Young; Pham Thi Ngoc Dung; Liu, Chang - In: The quarterly review of economics and finance 98 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015188646