Institutional investors' involuntary trading behaviors, commonality in...
AbstractPurpose– The aim of this paper is to empirically analyze the source of commonality in liquidity change in China's stock market. Design/methodology/approach– This paper used two-step test method...
View ArticleEffects of differences of opinions and short-sale constraints on the dual...
AbstractPurpose– The purpose of this paper is to study the effects of short-sale constraints and differences of opinions on the price premium of dual listed Chinese A-H shares....
View ArticleSovereign wealth fund and financial crisis – a shifting paradigm
AbstractPurpose– The purpose of this research is to empirically analyze the influence of the financial crisis on the investment behavior of sovereign wealth funds (SWFs). Design/methodology/approach–...
View ArticleEmpirical relationship between foreign direct investment and economic growth:...
AbstractPurpose– The purpose of this paper is to find out empirically the relationship between foreign direct investment (FDI) and economic growth and it will also highlight the relationship status...
View ArticleOverconfidence and endogenous information acquisition
AbstractPurpose– The purpose of this paper is to examine the implications of overconfidence for information acquisition and market efficiency. Design/methodology/approach– The paper studies a model of...
View ArticleBusy Boards and Corporate Performance
AbstractPurpose - The purpose of this paper is to analyze and examine the relationship between busy boards and corporate performance in China. Design/methodology/approach - Based on a sample of...
View ArticleAn Empirical Study of the Pricing of Reverse Floating Interest Rate-linked...
AbstractPurpose - The reverse floating interest rate-linked structured products are important innovative products for investors to achieve a relatively high yield at low interest rates, and the...
View ArticleOptimal Investing Stopping in Stochastic Environment
AbstractPurpose - The purpose of this paper is to investigate how to determine optimal investing stopping time in stochastic environment, such as with stochastic returns, stochastic interest rate and...
View ArticleTowards Systematic Portfolio Strategy to Control Maximum Drawdown – The Case...
AbstractPurpose - This study presents a discrete quantitative trading strategy to directly control a portfolio’s maximum percentage of drawdown losses while trying to maximize the portfolio’s long term...
View ArticleHousehold Life-cycle Asset Allocation and Background Risk of Labor Income
AbstractPurpose - This study aims to empirically analyze the relationship between risky asset allocation and background risk of Chinese residents. Design/methodology/approach - Using Chinese...
View ArticleBusy boards and corporate performance
AbstractPurpose– The purpose of this paper is to analyze and examine the relationship between busy boards and corporate performance in China. Design/methodology/approach– Based on a sample of...
View ArticleAn empirical study of the pricing of reverse floating interest rate-linked...
AbstractPurpose– Reverse floating interest rate-linked structured products are important innovative products for investors to achieve a relatively high yield at low interest rates, and the reasonable...
View ArticleOptimal investing stopping in stochastic environment
AbstractPurpose– The purpose of this paper is to investigate how to determine optimal investing stopping time in a stochastic environment, such as with stochastic returns, stochastic interest rate and...
View ArticleTowards optimal portfolio strategy to control maximum drawdown: The case of...
AbstractPurpose– The purpose of this paper is to present a discrete quantitative trading strategy to directly control a portfolio's maximum percentage of drawdown losses while trying to maximize the...
View ArticleHousehold life-cycle asset allocation and background risk of labor income
AbstractPurpose– The purpose of this paper is to empirically analyze the relationship between risky asset allocation and background risk of Chinese residents. Design/methodology/approach– Using Chinese...
View ArticleNoise trading and stock returns: evidence from China
AbstractPurpose - The purpose of this paper is to analyze the trading behaviors of retail investors and investigate their impacts on stock returns.Design/methodology/approach - As retail investors are...
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