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Short Selling, Informational Efficiency, and Extreme Stock Price Adjustment

Fan, Yi; Gao, Yang - 2022

Using Chinese equity data from April 2009 to August 2020, we contribute to the literature by exploring the impact of short selling on stock prices in three aspects. First, we find that as short sellers become more active, stock price adjustments accelerate, and prices respond more swiftly to...

Persistent link: https://www.econbiz.de/10014235886

Spillover effect of US dollar exchange rate on oil prices

Zhang, Yue-Jun; Fan, Ying; Tsai, Hsien-tang; Wei, Yi-Ming - In: Journal of policy modeling : JPMOD ; a social science … 30 (2008) 6, pp. 973-991

Persistent link: https://www.econbiz.de/10003805173

Dynamic return-volatility dependence and risk measure of CoVaR in the oil market : a time-varying mixed copula model

Liu, Bing-Yue; Ji, Qiang; Fan, Ying - In: Energy economics 68 (2017), pp. 53-65

Persistent link: https://www.econbiz.de/10011904999

Modelling the joint dynamics of oil prices and investor fear gauge

Ji, Qiang; Fan, Ying - In: Research in international business and finance 37 (2016), pp. 242-251

Persistent link: https://www.econbiz.de/10011595199

Shocks and stocks : a bottom-up assessment of the relationship between oil prices, gasoline prices and the returns of Chinese firms

Broadstock, David C.; Fan, Ying; Ji, Qiang; Zhang, Dayong - In: The energy journal 37 (2016), pp. 55-86

Persistent link: https://www.econbiz.de/10011458879

Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS

Ji, Qiang; Liu, Bing-Yue; Zhao, Wan-Li; Fan, Ying - In: International review of financial analysis 68 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012301045

Risk dependence of CoVaR and structural change between oil prices and exchange rates : a time-varying copula model

Ji, Qiang; Liu, Bing-Yue; Fan, Ying - In: Energy economics 77 (2019), pp. 80-92

Persistent link: https://www.econbiz.de/10012306349

Hedging firm's idiosyncratic risk from commodity financialization

Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842

Persistent link: https://www.econbiz.de/10014474684

Hedging firm's idiosyncratic risk from commodity financialization

Yang, Baochen; Geng, Peixuan; Fan, Ying - In: International review of economics & finance : IREF 88 (2023), pp. 815-842

Persistent link: https://www.econbiz.de/10014475040

Short selling, informational efficiency, and extreme stock price adjustment

Fan, Yi; Gao, Yang - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1009-1028

Persistent link: https://www.econbiz.de/10014446541