This study provides a preliminary investigation of the relationship between sustainability and
stability by investigating the impact of ESG investment on the return and volatility spillover …

In order to shed new light on the influence of volume and economic fundamentals on the
long-run volatility of the Chinese stock market we follow the methodology introduced by …

China is entering a phase where deep structural changes will arise throughout society.
These multi-fold processes will be intertwined in a globalized world, impacted by the …

This research investigates the role of trading volume and data frequency in volatility
forecasting by evaluating the performance of Generalized Autoregressive Conditional …

This study investigates whether gender diversity in the roles of executives, boards of
supervisors and management impacts real earnings management during the bullish and …

This research investigates the role of high-frequency data in volatility forecasting of the
China stock market by particularly feeding different frequency return series directly into a …

The authors explore the relative significance of information and its role in herding formation
among investors. They investigate this relationship at 3 scales: the market, investor, and …

In the presence of de jure capital account inconvertibility, but in spite of high trade openness
of China, existing empirical work, using daily data, has not found any evidence of …

Motivated by the shortcomings of earlier Chinese efficiency studies, the present paper re-
examines the weak-form efficiency of Shanghai and Shenzhen Stock Exchanges …

In this paper, we employ a three-state hidden semi-Markov model (HSMM) to explain the
time-varying distribution of the Chinese stock market returns since 2005. Our results indicate …