رابطه بین رشد دارایی و مقطع بازده سهام: شواهد بازار سهام چین
The relation between asset growth and the cross-section of stock returns: Evidence from the Chinese stock market
The relation between asset growth and the cross-section of stock returns: Evidence from the Chinese stock market
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
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
Asymmetry effects of shocks in Chinese stock markets volatility: A generalized additive nonparametric approach
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
Can US economic variables predict the Chinese stock market?
The choice between rights and underwritten equity offerings: Evidence from Chinese stock markets
Volatility spillovers from the Chinese stock market to economic neighbours
Forecasting volatility in the Chinese stock market under model uncertainty
Determinants and features of voluntary disclosure in the Chinese stock market
The price impact asymmetry of institutional trading in the Chinese stock market
Dynamics of bid–ask spread return and volatility of the Chinese stock market
Common influences, spillover and integration in Chinese stock markets
Time-clustering behavior of sharp fluctuation sequences in Chinese stock markets
Price–volume multifractal analysis and its application in Chinese stock markets
Voter interacting systems applied to Chinese stock markets
Power law and multiscaling properties of the Chinese stock market
Empirical investigation of herding behavior in Chinese stock markets: Evidence from quantile regression analysis
Empirical regularities of opening call auction in Chinese stock market
Does foreign investor demand for information affect forecast accuracy? Evidence from the Chinese stock markets
Multifractal properties of Chinese stock market in Shanghai
Herding behavior in Chinese stock markets: An examination of A and B shares
The speed of adjustment to information: Evidence from the Chinese stock market
Forecasting volatility of SSEC in Chinese stock market using multifractal analysis
Empirical regularities of order placement in the Chinese stock market
Empirical shape function of limit-order books in the Chinese stock market
Scaling and memory effect in volatility return interval of the Chinese stock market
Power tails of index distributions in chinese stock market
Statistical properties of daily ensemble variables in the Chinese stock markets
The ex-dividend day stock price behavior in the Chinese stock market
Does herding behavior exist in Chinese stock markets?
Market segmentation and price differentials between A shares and H shares in the Chinese stock markets
Psychological mechanisms of investors in Chinese Stock Markets
Information flows within and across sectors in Chinese stock markets
Multifractal analysis of SSEC in Chinese stock market: A different empirical result from Heng Seng index
A comparison of value relevance of accounting information in different segments of the Chinese stock market
Research on the fractal structure in the Chinese stock market
An explanation of the volatility disparity between the domestic and foreign shares in the Chinese stock markets
The efficiency of the Chinese stock market and the role of the banks
Volatility clustering and nontrading days in Chinese stock markets
Is accounting information value-relevant in the emerging Chinese stock market?
Price differentials between different classes of stocks: an empirical study on Chinese stock markets