Chinese institutional investors' sentiment
G Kling, L Gao - Journal of International Financial Markets, Institutions …, 2008 - Elsevier
We use daily survey data on Chinese institutional investors' forecasts to measure investors'
sentiment. Our empirical model uncovers that share prices and investor sentiment do not …
sentiment. Our empirical model uncovers that share prices and investor sentiment do not …
[HTML][HTML] On Chinese government's stock market rescue efforts in 2015
F Zeng, WC Huang, J Hueng - Modern Economy, 2016 - scirp.org
The objectives of this paper are to provide a descriptive analysis of the Chinese stock market
gyrations in 2015 and to assess the effectiveness of Chinese government's attempts to …
gyrations in 2015 and to assess the effectiveness of Chinese government's attempts to …
Parameterizing unconditional skewness in models for financial time series
C He, A Silvennoinen, T Teräsvirta - Journal of Financial …, 2008 - academic.oup.com
In this paper we consider the third-moment structure of a class of time series models. It is
often argued that the marginal distribution of financial time series such as returns is skewed …
often argued that the marginal distribution of financial time series such as returns is skewed …
Asymmetry in return reversals or asymmetry in volatilities?—New evidence from new markets
P Wang, P Wang - Quantitative Finance, 2011 - Taylor & Francis
The paper analyses asymmetry in return reversals and in time-varying volatilities and their
interactions using daily returns on the Shanghai Stock Exchange and Shenzhen Stock …
interactions using daily returns on the Shanghai Stock Exchange and Shenzhen Stock …
Empréstimo de ações no Brasil
JB Fraga - 2013 - bibliotecadigital.fgv.br
Este trabalho investiga a atividade de empréstimo de ações no Brasil e sua conexão com
operações de venda a descoberto em bolsa de valores. Descreve a organização do …
operações de venda a descoberto em bolsa de valores. Descreve a organização do …
The impact of lifting the short-sale price restriction on volatility and liquidity in Taiwan
CC Lin - Applied financial economics, 2008 - Taylor & Francis
The restriction of short-sale prices, which states that short-sale prices must not be lower than
the closing price of the previous trading day, no longer applies to the constituent stocks of …
the closing price of the previous trading day, no longer applies to the constituent stocks of …
股市收益率高阶矩风险的产生机制检验
方立兵, 曾勇 - 中国管理科学, 2016 - zgglkx.com
摘! 要通过对现有理论文献的梳理! 提炼了五个较为典型的关于高阶矩风险产生机制的理论假设"
然后基于时变高阶矩建模思想! 将这五个假设统一于同一个计量框架! 并进行综合地实证检验 …
然后基于时变高阶矩建模思想! 将这五个假设统一于同一个计量框架! 并进行综合地实证检验 …
2008 年金融風暴台股限制放空價格對市場穩定及從眾程度影響之研究
鄧瀛培, 劉亞秋, 薛立言 - 臺灣企業績效學刊, 2012 - airitilibrary.com
2008 年的金融風暴突顯金融監理的疏失與規範的不足, 會使得單一市場的流動性危機擴大成為
全球性的災難, 因此強化管理機制與適時推出有效的應急措施或許是維持市場穩定的必要之惡 …
全球性的災難, 因此強化管理機制與適時推出有效的應急措施或許是維持市場穩定的必要之惡 …
[PDF][PDF] Major Financial Crisis of Past Two and Half Decade: A Conceptual Study
A Samal, AKD Mohapatra - 2020 - researchgate.net
This paper analyses is regarding the conceptual understanding of the major financial crisis
in the Indian Stock Market during the past 24 years since 1995. A critical Incident Analysis …
in the Indian Stock Market during the past 24 years since 1995. A critical Incident Analysis …
Does momentum trading opportunities exit? Evidence from Chinese and Indian stock markets
This paper examines whether investors can use technical analysis (such as momentum
trading) to generate abnormal returns. Testing momentum strategy in Chinese and Indian …
trading) to generate abnormal returns. Testing momentum strategy in Chinese and Indian …