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

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

Trade Duration and Liquidity of 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

On the Feed-back Mechanism of Chinese Stock Markets

Is the Chinese stock market really inefficient?

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

Long memory volatility in Chinese stock markets

Does foreign investor demand for information affect forecast accuracy? Evidence from the Chinese stock markets

Empirical study of recent Chinese stock market

A network analysis of the Chinese stock market

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

Power–law properties of Chinese stock market

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

Return and risk interactions in Chinese stock markets

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

The microstructure of the Chinese stock market

The microstructure of the Chinese stock market