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 …

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 …

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 …

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 …

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 …

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 …

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 …

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 …

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 …

This paper examines whether investors can use technical analysis (such as momentum
trading) to generate abnormal returns. Testing momentum strategy in Chinese and Indian …