Narrow search
Showing 1 - 10 of 11
Cover Image
A test of asymmetric comovement for state-dependent stock returns
Deng, Kaihua - In: Journal of empirical finance 36 (2016), pp. 68-85
Persistent link: https://www.econbiz.de/10011662752
Cover Image
A refined asymptotic framework for dividend yield in predictive regressions
Deng, Kaihua - In: Economics letters 138 (2016), pp. 60-63
Persistent link: https://www.econbiz.de/10011615492
Cover Image
Price momentum and reversal : an information cascade rationale
Deng, Kaihua - In: Annals of economics and finance 17 (2016) 2, pp. 281-302
Persistent link: https://www.econbiz.de/10011656901
Cover Image
Reevaluating the impact of FDI on industrial pollution : new evidence from microdata
Deng, Kaihua; Liu, Qizhen - In: Economic modelling 143 (2025), pp. 1-15
Persistent link: https://www.econbiz.de/10015193346
Cover Image
Predicting stock returns : the information content of predictors across horizons
Deng, Kaihua; Kim, Chang-jin - In: Annals of financial economics 10 (2015) 2, pp. 1-27
Persistent link: https://www.econbiz.de/10011408566
Cover Image
Is the US quantitative easing more effective than China's? : a second thought
Deng, Kaihua; Todd, Walker F. - In: China economic review : an international journal 38 (2016), pp. 11-23
Persistent link: https://www.econbiz.de/10011810083
Cover Image
Backtesting stress tests : a guide for M2 forward guidance
Deng, Kaihua; Jia, Dun - In: Annals of economics and finance 19 (2018) 2, pp. 443-471
Persistent link: https://www.econbiz.de/10012111015
Cover Image
Backtesting expected shortfall and beyond
Deng, Kaihua; Qiu, Jie - In: Quantitative finance 21 (2021) 7, pp. 1109-1125
Persistent link: https://www.econbiz.de/10012588022
Cover Image
Triple A default
Deng, Kaihua; Qiao, Guannan - In: Pacific-Basin finance journal 74 (2022), pp. 1-16
Persistent link: https://www.econbiz.de/10013389136
Cover Image
The macroeconomic costs of SOE default
Deng, Kaihua; Xiao, Yu - 2025
Persistent link: https://www.econbiz.de/10015373749