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CCTV news' asymmetric impact on the Chinese Stock Market during COVID-19 : a combination analysis based on the SVAR and NARDL models

Deng, Chao; Liang, Congcong; Hong, Yun; Jiang, Yanhui - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 4, pp. 1232-1246

Persistent link: https://www.econbiz.de/10014289002

Extreme state media reporting and the extreme stock market during COVID-19 : a multi-quantile VaR Granger causality approach in China

Hong, Yun; Jiang, Yanhui; Su, Xiaojian; Deng, Chao - In: Research in international business and finance 67 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014451487

The contagion of fake news concern and extreme stock market risks during the COVID-19 period

Hong, Yun; Qu, Bo; Yang, Zhuohang; Jiang, Yanhui - In: Finance research letters 58 (2023) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10014581387

Impact of national media reporting concerning COVID-19 on stock market in China : empirical evidence from a quantile regression

Zhang, Feipeng; Hong, Yun; Jiang, Yanhui; Yu, Jiayi - In: Applied economics 54 (2022) 33, pp. 3861-3881

Persistent link: https://www.econbiz.de/10013410838

State media, institutional environment, and analyst forecast quality : evidence from China

Jiang, Yanhui; Hong, Yun - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 14, pp. 3929-3943

Persistent link: https://www.econbiz.de/10012650067

Political uncertainty, realized volatility, and jumps in the Chinese stock market

Jiang, Yanhui; Liu, Liang; Hong, Yun - In: Applied economics letters 28 (2021) 6, pp. 518-522

Persistent link: https://www.econbiz.de/10012485065

National media and investor sentiment dynamics : evidence from China central television using a wavelet approach

Jiang, Yanhui; Hong, Yun - In: Applied economics 55 (2023) 47, pp. 5485-5503

Persistent link: https://www.econbiz.de/10014335281

Dynamic connectedness of inflation around the world : a time-varying approach from G7 and E7 countries

Jiang, Yanhui; Qu, Bo; Hong, Yun; Xiao, Xiyue - In: The quarterly review of economics and finance 95 (2024), pp. 111-125

Persistent link: https://www.econbiz.de/10014631376

The Contagion of Fake News Concern and Extreme Stock Market Risks During the COVID-19 Period

Hong, Yun; Qu, Bo; Yang, Zhuohang; Jiang, Yanhui - 2023

We investigate the spillover between the fake news concern and stock market extreme risks during the COVID-19 period in six hard-hit developed and developing countries. Employing the TVP-VAR connectedness approach, our results suggest that the total connectedness surged and peaked during the...

Persistent link: https://www.econbiz.de/10014355291

When local and foreign investors meet the Chinese government's risk perception about COVID-19

Deng, Chao; Li, Shiyu; Hong, Yun - In: Journal of multinational financial management 74 (2024), pp. 1-16

This paper explores the nuanced extreme market responses exhibited by segmented domestic and foreign investors in reaction to state media coverage of the COVID-19 pandemic in China’s A-share and H-share markets. Our findings indicate that an extreme increase (or decrease) in this unexpected...

Persistent link: https://www.econbiz.de/10015062458