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湖南大学 [5]
数学与系统科学研究院 [4]
北京航空航天大学 [3]
上海财经大学 [2]
西安交通大学 [1]
山东大学 [1]
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期刊论文 [19]
发表日期
2019 [19]
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The capital flow of stock market studies based on epidemic model with double delays
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 18
作者:
Zhou, Qi
;
Sun, Shaolong
;
Liu, Qian
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浏览/下载:46/0
  |  
提交时间:2020/01/10
Epidemic model
Fund contagion
Herd behaviour
Parameter inversion
The return and volatility nexus among stock market and macroeconomic fundamentals for China
期刊论文
PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2019, 卷号: 526, 页码: 16
作者:
Abbas, Ghulam
;
Bashir, Usman
;
Wang, Shouyang
;
Zebende, Gilney Figueira
;
Ishfaq, Muhammad
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  |  
浏览/下载:18/0
  |  
提交时间:2020/01/10
Returns
Volatility
Macroeconomic variables
Generalized VAR
China
When Auditors Say 'No,' Does the Market Listen?
期刊论文
EUROPEAN ACCOUNTING REVIEW, 2019
作者:
Chen, Shimin
;
Hu, Bingbing
;
Wu, Donghui
;
Zhao, Ziye
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  |  
浏览/下载:27/0
  |  
提交时间:2019/08/22
Audit modifications
Information content
Capital market efficiency
Return and Volatility Connectedness between Stock Markets and Macroeconomic Factors in the G-7 Countries
期刊论文
JOURNAL OF SYSTEMS SCIENCE AND SYSTEMS ENGINEERING, 2019, 卷号: 28, 期号: 1, 页码: 1-36
作者:
Abbas, Ghulam
;
Hammoudeh, Shawkat
;
Shahzad, Syed Jawad Hussain
;
Wang, Shouyang
;
Wei, Yunjie
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  |  
浏览/下载:26/0
  |  
提交时间:2019/03/11
G-7 return
volatility
connectedness
macroeconomic factors
generalized VAR
The Illiquidity Premium: Further Evidence from Global and Asia-Pacific Markets
期刊论文
NTU MANAGEMENT REVIEW, 2019, 卷号: 29, 期号: 1, 页码: 1-24
作者:
Amihud, Yakov
;
Hameed, Allaudeen
;
Kang, Wenjin
;
Zhang, Huiping
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  |  
浏览/下载:9/0
  |  
提交时间:2019/08/22
illiquidity
illiquidity premium
international stock markets
Option-Implied variance asymmetry and the cross-section of stock returns
期刊论文
JOURNAL OF BANKING & FINANCE, 2019, 卷号: 101, 页码: 21-36
作者:
Huang, Tao
;
Li, Junye
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浏览/下载:14/0
  |  
提交时间:2019/11/19
Risk-neutral skewness
Implied variance asymmetry
Risk-neutral semivariances
Informed trading
Return predictability
Liquidity
The impact of oil price changes on stock returns of new energy industry in China: A firm-level analysis
期刊论文
Physica A: Statistical Mechanics and its Applications, 2019, 卷号: 532
作者:
Zhu, Fan
;
Jin, Faqi
;
Wu, Haiquan*
;
Wen, Fenghua*
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浏览/下载:16/0
  |  
提交时间:2019/12/03
Oil price
New energy industry
Firm-level
Ownership
China
Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis
期刊论文
Economic Modelling, 2019, 卷号: Vol.80, 页码: 352-382
作者:
Zhongbao Zhou
;
Yong Jiang
;
Yan Liu
;
Ling Lin
;
Qing Liu
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  |  
浏览/下载:9/0
  |  
提交时间:2019/12/13
Quantile dependence
Directional predictability
Cross-quantilogram
Oil volatility
Stock returns
BRICS countries
Short Interest, Stock Returns and Credit Ratings
期刊论文
Journal of Banking & Finance, 2019, 页码: 105617
作者:
Xu Guo
;
Chunchi Wu
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浏览/下载:6/0
  |  
提交时间:2019/12/13
Short interest
Return predictability
Financial distress
Credit ratings
Anomaly
Exploring the impact of investor sentiment on stock returns of petroleum companies
期刊论文
Energy Procedia, 2019, 卷号: Vol.158, 页码: 4079-4085
作者:
Yue-Jun Zhang
;
Jia-Min Pei
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  |  
浏览/下载:1/0
  |  
提交时间:2019/12/13
petroleum companies
sentiment effect
investor sentiment endurance index
predictive regression
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