مقالات ISI بازار سهام چین : 73 مقاله انگلیسی + ترجمه فارسی

Value-at-Risk forecasts by a spatiotemporal model in Chinese stock market

Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model

Statistical properties of short-selling and margin-trading activities and their impacts on returns in the Chinese stock markets

The extreme-value dependence between the crude oil price and Chinese stock markets

The relation between asset growth and the cross-section of stock returns: Evidence from the Chinese stock market

Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price

Size and price-to-book effects: Evidence from the Chinese stock markets

Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? ☆

Modeling the distribution of extreme returns in the Chinese stock market ☆

Complexity in the Chinese stock market and its relationships with monetary policy intensity

Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market

Sticky prices or economically-linked economies: The case of forecasting the Chinese stock market

Short-term market reaction after trading halts in Chinese stock market

Cointegration-based financial networks study in Chinese stock market

Multifractal cross-correlation spectra analysis on Chinese stock markets

Scaling behavior in ranking mobility of Chinese stock market

Short sale constraints, disperse pessimistic beliefs and market efficiency — Evidence from the Chinese stock market

Corporate governance and the information environment: Evidence from Chinese stock markets

Analysis of network clustering behavior of the Chinese stock market

The information content of analyst recommendation revisions — Evidence from the Chinese stock market ☆

Quantitative measurement of the contagion effect between US and Chinese stock market during the financial crisis

Conditional heteroscedasticity with leverage effect in stock returns: Evidence from the Chinese stock market

Asymmetric multifractal scaling behavior in the Chinese stock market: Based on asymmetric MF-DFA

Long memory revisit in Chinese stock markets: Based on GARCH-class models and multiscale analysis

Multifractal detrended cross-correlation analysis between the Chinese stock market and surrounding stock markets