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Content
May 2017, Volume 7, Issue 2
- 203-227 Volatility cones and volatility arbitrage strategies – empirical study based on SSE ETF option
by Hong Yu Xin Pan & Jun Song - 228-248 Forward looking vs backward looking
by Yanyan Gao & Jun Sun & Qin Zhou - 249-272 The spillover effect between CSI 500 index futures market and the spot market
by Xuejun Fan & De Du
February 2017, Volume 7, Issue 1
- 2-32 Modeling non-normality using multivariatet: implications for asset pricing
by Raymond Kan & Guofu Zhou - 33-66 Volatility risk and stock return predictability on global financial crises
by Worawuth Kongsilp & Cesario Mateus - 67-84 Analyst’s ability, media selection and investor interests: evidence from China
by Yugang Yin & Bin Tan - 85-97 The performance of China’s stock market price limits: noise mitigator or noise maker?
by Juan Tao & Wu Yingying & Zhang Jingyi - 98-113 The competition effect of new entry on mutual fund incumbents in China
by Xunan Feng & Jin Xu & Ying Wang & Chunyan Tang - 114-130 Credit enhancement and bond rating
by Yiming Hu & Ying Yang & Pengfei Han
November 2016, Volume 6, Issue 4
- 322-341 Securitization of longevity risk – survivor swap perspective
by Xiaopeng Zou & Zihan Ye & Qiuzi Zhang - 342-366 The impact of the reputation of underwriter and sponsoring representative on IPO underwriting fees
by Chao Chen & Xinrong Wang - 367-379 Dynamical evolution of trading behavior on anti-coordination game in complex networks
by Yue-tang Bian & Lu Xu & Jin-Sheng Li & Xia-qun Liu - 380-403 Determinants of different types of bank liquidity: evidence from BRICS countries
by Muhammad Umar & Gang Sun - 404-431 Double-sided moral hazard, information screening and the optimal contract
by Jin Xue & Yiwen Fei
August 2016, Volume 6, Issue 3
- 230-244 Stock price synchronicity and stock price crash risk
by Yonghong Jin & Mengya Yan & Yuqin Xi & Chunmei Liu - 245-263 The performance of the Chinese banking system before and after the WTO entry
by Thanh Nguyen - 264-283 The dependence structure in volatility between Shanghai and Shenzhen stock market in China
by Mingyuan Guo & Xu Wang - 284-303 An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions
by Changqing Luo & Mengzhen Li & Zisheng Ouyang - 304-318 The influence of USD/CNY foreign exchange rate, RMB NEER and spatial effects on China’s foreign trade
by Hua Wang & Junjun Zhu
May 2016, Volume 6, Issue 2
- 110-124 Research on the transmission mechanism between the money market interest rates and the capital market interest rates
by Xiu Zhang & Shoudong Chen & Yang Liu - 125-149 Aversion of information ambiguity and momentum effect in China’s stock market
by Yuandong Xu - 150-176 Spillover effect in Asian financial markets: A VAR-structural GARCH analysis
by Yu Wang & Lei Liu - 177-207 Trade characteristics of foreign direct investment inflows in China
by Xinzhong Li & Seung-Rok Park - 208-227 Econometric analysis of financial cointegration of least developed countries (LDCs) of Asia and the Pacific
by Vipul Kumar Singh & Faisal Ahmed
February 2016, Volume 6, Issue 1
- 2-31 Market transaction characteristics and pricing effect of accounting valuation models
by Yiming Hu & Xinmin Tian & Zhiyong Zhu - 32-55 Research on convertible bond pricing efficiency based on nonparametric fixed effect panel data model
by Honglei Yan & Suigen Yang & shengmin zhao - 56-76 Investor sentiment, property nature and corporate investment efficiency
by Hongbin Huang & Guanghui Jin & Jingnan Chen - 77-95 Information risk, stock returns, and the cost of capital in China
by Raheel Safdar & Chen Yan - 96-107 Information updating and the bounce-back effect of stock market returns
by Sainan Huang & Songlin Zeng
November 2015, Volume 5, Issue 4
- 339-370 Tax enforcement, corporate tax aggressiveness, and cash holdings
by Liangliang Wang - 371-385 Efficiency of heterogeneity measures: an asset pricing perspective
by Lu Qin & Hongquan Zhu - 386-401 Dynamic relation of Chinese stock price-volume pre- and post- the Split Share Structure Reform
by Dong-Hua Wang & Nan Qing & Man Lei & Xiaohui Chang - 402-420 Fitting and forecasting of nonlinear Taylor rule in China
by Guobing Wu & Hao Zhang & Ping Chen - 421-439 Cross-border M & A and the marketing timing of economic crisis
by Chang Li & Philip Chang & Shanming Li & Xinxiang Shi
August 2015, Volume 5, Issue 3
- 215-235 Block trading, information asymmetry, and the informativeness of trading
by Ningning Pan & Hongquan Zhu - 236-257 The employees’ self-interest and the underwriter reputation effects
by Bo Liu & Kemin Wang - 258-276 Stock dividends policy and liquidity of ex ante announcement
by Zhiqiang Ye & Zhi Zhang & Songlian Tang - 277-302 The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets
by Ping Li & Huailin Tang & Jingchi Liao - 303-334 The moderating effect of bureaucratic quality on the pricing of policy instability
by Swee-Sum Lam & Weina Zhang
May 2015, Volume 5, Issue 2
- 91-102 Statistical correlation properties of the SHIBOR interbank lending market
by Yong Luo & Jie Xiong & Lie Gang Dong & Yong Tang - 103-131 Stock returns and volatility dynamics in China
by David G McMillan & Pornsawan Evans - 132-160 Firm value, spatial knowledge flow, and innovation: evidence from patent citations
by Vigdis Boasson & Emil Boasson - 161-186 Shareholder protection, creditor rights and bank dividend policies
by Badar Nadeem Ashraf & Changjun Zheng - 187-211 Monitoring or tunneling by large shareholders: evidence from China private listed companies
by Xiaobao Song
February 2015, Volume 5, Issue 1
- 3-18 Negative media coverage, law environment and tunneling of controlling shareholder
by Yong Ye & Lei Huang & Ming Li - 19-33 The correlation between corporate governance and market value: regime or signal?
by Chang Li & Wei Zheng & Philip Chang & Shanmin Li - 34-52 The relationship between Renminbi’s exchange rate and East Asia currencies before and after the “financial crisis”
by Xiangyun Xu & Songyang Wu & Ye Wu - 53-68 Why investors use technical analysis? Information discovery versus herding behavior
by Tiandu Wang & Qian Sun - 69-87 The roles of accounting data in equity valuation: evidence from China
by Tiandong Wang & Tianxi Zhang
November 2014, Volume 4, Issue 4
- 307-325 The influence of the market power of Chinese commercial banks on efficiency and stability
by Xiangning Wang & Xianming Zeng & Zhiyang Zhang - 326-342 Heterogeneous dividend preferences of Chinese individual and institutional investors
by Xin Chen & Lin Tang & Haiou Hu - 343-359 The price of correlation risk: evidence from Chinese stock market
by Yiwen Deng & Chen Liu & Zhenlong Zheng - 360-384 Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
by Li Yang & Zhiping Chen & Qianhui Hu - 385-398 Measuring systemic financial risk and analyzing influential factors: an extreme value approach
by Yan Wang & Shoudong Chen & Xiu Zhang
August 2014, Volume 4, Issue 3
- 211-226 Consideration in non-tradable shares reform: the compensation for benefit expropriation
by Weiting Huang & Jia He & GuiJun Zhang - 227-242 Residential properties, resources of basic education and willingness price of buyers
by Hao Zhang & Zhong-fei Li - 243-270 Can traders beat the market? Evidence from insider trades
by Qin Lei & Murli Rajan & Xuewu Wang - 271-288 The effect of idiosyncratic risk on firm decisions: under-investment or diversification?
by Kebin Deng & Haoyan Chen & Dongmin Kong - 289-304 Are individual investors affected by attention?
by Xunan Feng & Na Hu
May 2014, Volume 4, Issue 2
- 103-123 The conditions and potential of RMB as an international reserve currency
by Jun Wu & Yingli Pan & Qi Zhu - 124-152 Earnings management and listing regulations in China
by Tao Li & Mi Luo & David Ng - 153-167 How loan interest rate liberalization affects firms’ loan maturity structure
by Jianfang Zhou & Jingjing Wang & Jianping Ding - 168-186 Liquidity premium and the Corwin-Schultz bid-ask spread estimate
by Xindong Zhang & Junxian Yang & Huimin Su & Shun Zhang - 187-208 Ownership structure, stock volatility and analyst independence
by Xiaobao Song & Wenjia Zheng
February 2014, Volume 4, Issue 1
- 3-23 Overseas listing location and capital structure
by Peixin Li & Baolian Wang - 24-41 The study of the price of gold futures based on heterogeneous investors' overconfidence
by Wei Jiang & Pupu Luan & Chunpeng Yang - 42-57 Testing asymmetric correlations in stock returns via empirical likelihood method
by Zhiyuan Pan & Xu Zheng & Qiang Chen - 58-75 Macro-factors on gold pricing during the financial crisis
by Wei Fan & Sihai Fang & Tao Lu - 76-95 Assessment on RMB valuation – a triangular analysis approach
by Peijie Wang & Bing Zhang
October 2013, Volume 3, Issue 4
- 322-339 Equity financing constraints and corporate capital structure: a model
by Zhengwei Wang & Wuxiang Zhu - 340-352 Simulation to effect of monetary policy with constraint threshold
by Li Ma & Jiayi Yang & Yong Niu - 353-380 Can third party's collateral arrangements tackle the financing problem of small-medium enterprises?
by Zheng Hong & YiHai Zhou - 381-395 A combined CFAHP-FTOPSIS approach for portfolio selection
by Li Chen & Benli Li & Shangjia Dong & Heping Pan - 396-415 Asymmetric effect of market liquidity demand shocks on price shocks
by Xinzhe Xu & Chaojun Yang & Daolun Chen & Gongmeng Chen
August 2013, Volume 3, Issue 3
- 225-249 International diversification benefits: an investigation from the perspective of Chinese investors
by Chonghui Jiang & Yongkai Ma & Yunbi An - 250-263 On credit spread change of Chinese corporate bonds: credit risk or asset allocation effect?
by Changfeng Cui & Hailong Liu & Yi Zhang - 264-283 Exercise price regulation and the timing of ESO reports: evidence from China
by Xingyun Dai & Sicong Dai & Kemin Wang - 284-300 A dynamic portfolio theory model based on minimum semi‐absolute deviations criterion with an application in the Chinese stock markets
by Li Chen & Heping Pan - 301-315 Noise trading and stock returns: evidence from China
by Changsheng Hu & Yongfeng Wang
May 2013, Volume 3, Issue 2
- 117-130 Household life‐cycle asset allocation and background risk of labor income
by Mingchao Cai & Jun Zhao & Rulu Pan & Haozhi Huang - 131-163 Towards optimal portfolio strategy to control maximum drawdown
by Zhaoji (George) Yang & Liang Zhong - 164-185 Optimal investing stopping in stochastic environment
by Shuang Xu & Ran Zhang - 186-202 An empirical study of the pricing of reverse floating interest rate‐linked products
by Yi‐xiang Tian & Qiu‐ping Yang & Jing‐tao Yuan - 203-219 Busy boards and corporate performance
by Xianwei Lu & Jianqiong Wang & Dayong Dong
January 2013, Volume 3, Issue 1
- 5-25 Overconfidence and endogenous information acquisition
by Tian Liang - 26-41 Empirical relationship between foreign direct investment and economic growth
by Naveed Iqbal Chaudhry & Asif Mehmood & Mian Saqib Mehmood - 42-60 Sovereign wealth fund and financial crisis – a shifting paradigm
by Yiwen Fei & Xichi Xu & Rong Ding - 61-89 Effects of differences of opinions and short‐sale constraints on the dual listed Chinese shares
by Zhenmin Fang & Xin Jiang - 90-110 Institutional investors' involuntary trading behaviors, commonality in liquidity change and stock price fragility
by Guojin Chen & Aihuan Xu & Xiangqin Zhao
August 2012, Volume 2, Issue 4
- 316-350 Flight to liquidity due to heterogeneity in investment horizon
by Qin Lei & Xuewu Wang - 351-376 Stamp characteristics and long‐term return after issuance: evidence from new China stamps
by Xin Chen & Xian Chen - 377-405 Yin‐yang volatility in scale space of price‐time: a core structure of financial market risk
by Heping Pan - 406-428 How does financial system efficiency affect the growth impact of FDI in China?
by Ying Xu
June 2012, Volume 2, Issue 3
- 208-230 Momentum and asymmetric information
by Tian Liang - 231-245 Exchange rate appreciation expectation, importer's behavior and choice of invoicing currency
by Xiangyun Xu & Peng Guo - 246-264 An empirical analysis of corporate insiders' trading performance
by Qin Lei & Murli Rajan & Xuewu Wang - 265-285 An empirical analysis of dynamic relationship between stock market and bond market based on information shocks
by Qiang Chen & Daolun Chen & YuTing Gong - 286-310 International capital flows, the domestic employment and wages
by Wei Li & Zhichao Zhang
April 2012, Volume 2, Issue 2
- 100-120 Government performance auditing demand research based on the neo‐institutional economics
by Hui Fan - 121-142 Capital province, political objectives and the post‐IPO policy burden
by Liang Sun & Chun Liu - 143-162 Does attention affect individual investors' investment return?
by Rongsheng Shi & Zhi Xu & Zhengrong Chen & Jing Huang - 163-179 The empirical research of banks' capital buffer and risk adjustment decision making
by Changjun Zheng & Tinghua Xu & Wanxia Liang - 180-202 For which option is credit risk more representative on China banks' total factor productivity
by Fadzlan Sufian
January 2012, Volume 2, Issue 1
- 5-26 Capital regulation, monetary policy and asymmetric effects of commercial banks' efficiency
by Yong Li & Mancang Wang - 27-52 The shape of option implied volatility: a study based on market net demand pressure
by Tianyu Mo & Zhenlong Zheng & William T. Lin - 53-77 Accounting conservatism, ultimate ownership and investment efficiency
by Xiaodong Xu & Xia Wang & Nina Han - 78-94 Technology spillovers of FDI in ASEAN sourcing from local and abroad
by Yonghong Tu & Xiao Tan
September 2011, Volume 1, Issue 4
- 316-333 Ultimate ownership, institutions and listed companies' debt financing
by Yu Honghai & Xu Longbing & Chen Baizhu - 334-357 Studying on the monetary transmission mechanism in China in the presence of structural changes
by Yang Fan & Teng Jianzhou - 358-387 Limited attention and stock price drift following earnings announcements and 10‐K filings
by Haifeng You & Xiao‐Jun Zhang - 388-407 The investor behavior and futures market volatility
by Yun Wang & Renhai Hua & Zongcheng Zhang - 408-424 The effect mechanism of credit constraint on cycle's formation
by Kunting Chen & Changbiao Zhong
July 2011, Volume 1, Issue 3
- 204-219 A new solution to the St Petersburg paradox and estimates under uncertainty
by Wang Wen Hui - 220-240 Trading duration, mutual funds behavior and stock market shock
by Zhang Zongxin & Zhang Xiao - 241-261 Audit fees, motivation of avoiding loss and opinion shopping
by Tang Yuejun - 262-279 Managerial overconfidence and debt maturity structure of firms
by Jiang Wei & Xiao Min & You Jiaxing - 280-312 Why Chinese listed companies frequently switch lead underwriters in seasoned equity offerings
by Liu Jianghui
January 2011, Volume 1, Issue 2
- 120-132 Positive feedback trading, institutional investors and securities price fluctuation
by Yin Hong - 133-151 The effect of differentiated margin on futures market investors' behavior and structure
by Jin‐hui Luo & Di‐fang Wan & Yang Yang & Guang Yang - 152-167 Dividends and tunneling: evidence from family firms in China
by Feng Xu'nan - 168-186 Effect of capital constraints on risk preference behavior of commercial banks
by Li Ma & Junxun Dai & Xian Huang - 187-198 The investigation on the relationship between the problem of long‐term loan and economic growth
by Wenjie Du
January 2011, Volume 1, Issue 1
- 6-33 Asymmetric information, firm investment and stock prices
by Dongmin Kong & Tusheng Xiao & Shasha Liu - 34-56 Research on the margin of futures markets and the policy spillover effect
by Difang Wan & Yang Yang & Dong Fang & Guang Yang - 57-77 Illiquidity and asset pricing in the Chinese stock market
by Maobin Wang & Dongmin Kong - 78-97 Releasing of restricted shares, firm quality, and market trading activity
by Xiao‐dong Xu & Xia Wang & Yi Jin - 98-113 Does the balance of power among block shareholders have impact on top management turnover?
by Jun Xie & Xiaotao Zeng