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Earnings communication conferences and post-earnings-announcement drift : evidence from China

Yang, Baochen; Liu, Yifang; Su, Yunpeng - In: Accounting and finance 63 (2023) 2, pp. 2145-2185

Persistent link: https://www.econbiz.de/10014302076

The spillover effects of managers' evasiveness : evidence from earnings communication conferences

Yang, Baochen; Ren, Xiaoning; Liu, Yifang - In: Accounting and finance 64 (2024) 3, pp. 2789-2815

Persistent link: https://www.econbiz.de/10015164570

The impacts of policy uncertainty on asset prices : evidence from China's market

Su, Yunpeng; Li, Jia; Yang, Baochen; An, Yunbi - In: Asia Pacific financial markets 31 (2024) 4, pp. 1087-1133

Persistent link: https://www.econbiz.de/10015176876

Is informational inefficiency priced in stock markets? : a comparison between the U.S. and Chinese cases

Yang, Baochen; Xue, Fangzhan; Su, Yunpeng; Yan, Cheng - In: Pacific-Basin finance journal 55 (2019), pp. 222-238

Persistent link: https://www.econbiz.de/10012169532

The financialization of Chinese commodity markets

Yang, Baochen; Pu, Yingjian; Su, Yunpeng - In: Finance research letters 34 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012437009

Technical trading index, return predictability and idiosyncratic volatility

Ma, Yao; Yang, Baochen; Su, Yunpeng - In: International review of economics & finance : IREF 69 (2020), pp. 879-900

Persistent link: https://www.econbiz.de/10012487457

Stock return predictability : evidence from moving averages of trading volume

Ma, Yao; Yang, Baochen; Su, Yunpeng - In: Pacific-Basin finance journal 65 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013252827

Downside risk and defaultable bond returns

Liang, Xinting; Yang, Baochen; Su, Yunpeng; An, Yunbi - In: Journal of management science and engineering 6 (2021) 1, pp. 99-110

This paper analyzes the influence of downside risk on defaultable bond returns. By introducing a defaultable bond-trading model, we show that the decline in market risk tolerance and information accuracy leads to trading loss under downside conditions. Our empirical analysis indicates that...

Persistent link: https://www.econbiz.de/10013206142

Macro factors and bond returns in China

Li, Xinting; Yang, Baochen; Su, Yunpeng; Qi, Yawei; An, … - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 7, pp. 1871-1882

Persistent link: https://www.econbiz.de/10013190219

A model for convexity-based cross-hedges with treasury futures

Chen, Andrew H.; Kang, Joseph C.; Yang, Baochen - In: The journal of fixed income 15 (2005) 3, pp. 68-79

Persistent link: https://www.econbiz.de/10003303950