CSpace

Browse/Search Results:  1-10 of 158 Help

  Show only claimed items
Selected(0)Clear Items/Page:    Sort:
Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2022, 卷号: 78, 页码: 81-94
Authors:  Huang, Chuangxia;  Zhao, Xian;  Deng, Yunke;  Yang, Xiaoguang;  Yang, Xin
Favorite  |  View/Download:12/0  |  Submit date:2022/04/02
Complex network  Chinese energy stock market  High-frequency data  Jump volatility  Entropy weight TOPSIS  
Agent's Optimal Compensation Under Inflation Risk by Using Dynamic Contract Model 期刊论文
JOURNAL OF SYSTEMS SCIENCE & COMPLEXITY, 2021, 卷号: 34, 期号: 6, 页码: 2291-2309
Authors:  Fei Chen;  Fei Weiyin;  Zhang Fanhong;  Yang Xiaoguang
Favorite  |  View/Download:9/0  |  Submit date:2022/04/02
Equity incentive  inflation risk  Ito formula  principal-agent problem  the martingale representation theorem  
Exploring Statistical Arbitrage Opportunities Using Machine Learning Strategy 期刊论文
COMPUTATIONAL ECONOMICS, 2021, 页码: 22
Authors:  Zhan, Baoqiang;  Zhang, Shu;  Du, Helen S.;  Yang, Xiaoguang
Favorite  |  View/Download:10/0  |  Submit date:2022/04/02
Statistical arbitrage  Cointegration  Machine learning  Opportunities exploration  
IPO relative difficulty, M&A option and size effect 期刊论文
JOURNAL OF ASIAN ECONOMICS, 2021, 卷号: 76, 页码: 17
Authors:  Wan, Die;  Yang, Teng;  Yang, Xiaoguang
Favorite  |  View/Download:7/0  |  Submit date:2022/04/02
Small firm premium  IPO  Merger and acquisition  Financing difficulty  
The information advantage from existing bank-firm relationships -evidence from new clients' screening 期刊论文
ASIA-PACIFIC JOURNAL OF ACCOUNTING & ECONOMICS, 2021, 页码: 20
Authors:  Wang, Yun;  Yang, Xiaoguang
Favorite  |  View/Download:8/0  |  Submit date:2022/04/02
Related firms  bank-firm relationships  new clients  default risk  
Systemically important financial institutions in China: from view of tail risk spillover network 期刊论文
APPLIED ECONOMICS LETTERS, 2021, 页码: 7
Authors:  Yang, Xin;  Chen, Shan;  Liu, Zhifeng;  Yang, Xiaoguang;  Huang, Chuangxia
Favorite  |  View/Download:19/0  |  Submit date:2021/10/26
Financial institution  tail risk spillover network  panel data regression model  systemic risk  complex network  
Asymmetric responses to Purchasing Managers' Index announcements in China's stock returns 期刊论文
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 页码: 19
Authors:  Wang, Yingli;  Lu, Chang;  Yang, Xiaoguang;  Zhang, Qingpeng
Favorite  |  View/Download:19/0  |  Submit date:2021/10/26
asymmetric response  Chinese stock market  economic period  individual investors  PMI announcements  rise-chasing and down-freezing  
A network perspective of comovement and structural change: Evidence from the Chinese stock market 期刊论文
INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2021, 卷号: 76, 页码: 18
Authors:  Huang, Chuangxia;  Deng, Yunke;  Yang, Xiaoguang;  Cao, Jinde;  Yang, Xin
Favorite  |  View/Download:18/0  |  Submit date:2021/10/26
Chinese stock market  Comovement  Complex network  Engle-Granger test  Weighted LeaderRank algorithm  
Reverence of Life in Teenagers' Eyes 期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2021, 卷号: 30, 期号: 3, 页码: 363-379
Authors:  Ye, Haoming;  Wang, Yan;  Lu, Chang;  Yang, Xiaoguang
Favorite  |  View/Download:19/0  |  Submit date:2021/10/26
Reverence of life  Xinjiang juvenile students  environment factors  education efforts  
Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15
Authors:  Jiang, Yong;  Wang, Gang-Jin;  Ma, Chaoqun;  Yang, Xiaoguang
Favorite  |  View/Download:22/0  |  Submit date:2021/04/26
Oil price shocks  Stock returns  Credit regimes  Structure threshold VAR  Nonlinear impulse response functions