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The effect of mandatory CSR disclosure on stock liquidity Journal article
Li, Zhiyuan, Lin, Wenlian, Zhou, Sili. The effect of mandatory CSR disclosure on stock liquidity[J]. China Economic Review, 2024, 87, 102232.
Authors:  ; et al.
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:5.2/6.2 | Submit date:2024/08/05
Information Asymmetry  Mandatory Csr Disclosure  Stock Liquidity  
On Bivariate Time-Varying Price Staleness Journal article
ZHU Haibin, LIU Zhi. On Bivariate Time-Varying Price Staleness[J]. Journal of Business and Economic Statistics, 2024, 42(1), 229-242.
Authors:  ZHU Haibin;  LIU Zhi
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.9/4.8 | Submit date:2023/08/03
Joint Price Staleness  Market Liquidity  Price Staleness  Stable Convergence  
Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach Journal article
Liang Dong, Bo Yu, Zhenjiang Qin, Keith S.K. Lam. Liquidity risk and expected returns in China's stock market: A multidimensional liquidity approach[J]. Research in International Business and Finance, 2024, 69, 102247.
Authors:  Liang Dong;  Bo Yu;  Zhenjiang Qin;  Keith S.K. Lam
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:6.3/5.8 | Submit date:2022/07/27
China’s Stock Market  Market Uncertainty  Flight-to-liquidity  Liquidity Factor Model  Asymptotic Principal Component  Multidimensional Liquidity Measure  
Regtech Adoption and the Cost of Capital Journal article
Sandy Lai, Lin Chen, Xiaorong Ma. Regtech Adoption and the Cost of Capital[J]. Management Science, 2024, 70(1), 309–31.
Authors:  Sandy Lai;  Lin Chen;  Xiaorong Ma
Favorite | TC[WOS]:7 TC[Scopus]:7 | Submit date:2022/08/31
Regtech  Information Acquisition Cost  Cost Of Capital  Liquidity  Corporate Governance  Edgar  
Liquidity shocks and intraday price reaction Journal article
Tao Chen. Liquidity shocks and intraday price reaction[J]. Journal of Financial Research, 2023, 46(2), 573-599.
Authors:  Tao Chen
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.5/2.0 | Submit date:2022/07/28
Liquidity Shocks  Price Impact  Uninformed Traders  Intraday Market Efficiency  
Fiscal multipliers, monetary efficacy, and hand-to-mouth households Journal article
Fei Guo, Isabel K.M. Yan, Tao Chen, Chun-Tien Hu. Fiscal multipliers, monetary efficacy, and hand-to-mouth households[J]. Journal of International Money and Finance, 2023, 130, 102743.
Authors:  Fei Guo;  Isabel K.M. Yan;  Tao Chen;  Chun-Tien Hu
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:2.8/3.2 | Submit date:2022/09/14
Liquidity Constraint  Saving Constraint  Fiscal Multiplier  Monetary Efficacy  Hand-to-mouth Households  
Do Heterogeneous Beliefs Matter to Post-announcement Informed Trading? Journal article
Tao Chen, Andreas Karathanasopoulos. Do Heterogeneous Beliefs Matter to Post-announcement Informed Trading?[J]. Abacus-A Journal of Accounting Finance and Business Studies, 2022, 58(4), 714-741.
Authors:  Tao Chen;  Andreas Karathanasopoulos
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:2.5/2.8 | Submit date:2023/01/30
Heterogeneous Beliefs  Market Liquidity  Post-announcement Informed Trading  
Interbank borrowing and bank liquidity risk Journal article
Li, Zongyuan, Lai, Rose Neng. Interbank borrowing and bank liquidity risk[J]. JOURNAL OF FINANCIAL RESEARCH, 2022, 45(1), 53-91.
Authors:  Li, Zongyuan;  Lai, Rose Neng
Favorite | TC[WOS]:3 TC[Scopus]:2  IF:1.5/2.0 | Submit date:2022/05/13
Interbank Market  Liquidity Risk  Market Discipline  
The Effect of Stock Market Indexing on Option Price Efficiency Presentation
会议地点: University of New South Wales (Presented by Coauthor), 报告日期: 2021-10-01
Authors:  Eric C. Chang;  Li Ge;  Tse-Chun Lin;  Xiaorong Ma
Favorite |  | Submit date:2022/08/31
Stock Indexing Effect  Option Price Efficiency  Options Market Liquidity  Russell Index Reconstitution  Local Linear Regressions  
Determinants of defaults on P2P lending platforms in China Journal article
Gao,M., Yen,J., Liu,M.. Determinants of defaults on P2P lending platforms in China[J]. International Review of Economics and Finance, 2021, 72, 334-348.
Authors:  Gao,M.;  Yen,J.;  Liu,M.
Favorite | TC[WOS]:25 TC[Scopus]:29  IF:4.8/4.2 | Submit date:2021/03/09
Decomposition Methods  Default  Determinants  Failure Prediction  Liquidity  Online P2p Lending Platforms  Peer-to-peer Lending