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Determinants of the Adoption of Integrated Reports: An International Investigation

Indonesian journal of sustainability accounting and management (Online), 2020-06, Vol.4 (1), p.103

2020

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Household reaching-for-yield behavior and low interest rate in China

Finance research letters, 2023-07, Vol.55, p.103967, Article 103967

2023

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Can enterprises' participation in targeted poverty alleviation reduce the cost of debt financing? Evidence from China

Finance research letters, 2023-12, Vol.58, p.104551, Article 104551

2023

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Extreme Sentiment and Jumps in Analyst Forecast Dispersion

Finance research letters, 2024-04, Vol.62, p.105113, Article 105113

2024

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Natural gas volatility predictability in a data-rich world

International review of financial analysis, 2022-10, Vol.83, p.102218, Article 102218

2022

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New evidence of extreme risk transmission between financial stress and international crude oil markets

Research in international business and finance, 2023-01, Vol.64, p.101853, Article 101853

2023

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Category-specific EPU indices, macroeconomic variables and stock market return predictability

International review of financial analysis, 2022-11, Vol.84, p.102353, Article 102353

2022

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The Use of WeChat Official Accounts in Macau: From the Customers' Perspectives

Proceedings of the 2019 3rd International Conference on E-commerce, E-Business and E-Government, 2019, p.49-52

2019

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Relationship investment and local corruption environment: Evidence from China

Accounting and finance (Parkville), 2023-12, Vol.63 (4), p.4597-4628

2023

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Oil price increases and the predictability of equity premium

Journal of banking & finance, 2019-05, Vol.102, p.43-58

2019

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Tone at the top: CEOs’ religious beliefs and earnings management

Journal of banking & finance, 2019-09, Vol.106, p.195-213

2019

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Green M&A, legitimacy and risk‐taking: evidence from China’s heavy polluters

Accounting and finance (Parkville), 2020-03, Vol.60 (1), p.97-127

2020

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Air pollution and bank risk taking: Evidence from China

Finance research letters, 2024-07, Vol.65, p.105594, Article 105594

2024

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The Role of Accounting Conservatism in the Equity Market: Evidence from Seasoned Equity Offerings

The Accounting review, 2013-07, Vol.88 (4), p.1327-1356

2013

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Macroeconomic uncertainty and expected shortfall (and value at risk): a new dynamic semiparametric model

Quantitative finance, 2021-11, Vol.21 (11), p.1791-1805

2021

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Does CEOs' early-life experience of the Great Chinese Famine always benefit stakeholders? The case of trade credit

Finance research letters, 2023-01, Vol.51, p.103459, Article 103459

2023

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Realized bipower variation, jump components, and option valuation

The journal of futures markets, 2021-12, Vol.41 (12), p.1933-1958

2021

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An improved FIGARCH model with the fractional differencing operator (1-νL)d

Finance research letters, 2023-07, Vol.55, Article 103975

2023

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Investor attention and the predictability of the volatility of CNY‐CNH spreads: Evidence from a GARCH‐MIDAS model

Accounting and finance (Parkville), 2023-12, Vol.63 (5), p.4939-4959

2023

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Digital inclusive finance, factor flow and industrial structure upgrading: Evidence from the yellow river basin

Finance research letters, 2024-04, Vol.62, p.105141, Article 105141

2024

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Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model

The journal of futures markets, 2019-06, Vol.39 (6), p.744-776

2019

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Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries

Finance research letters, 2023-03, Vol.52, p.103565, Article 103565

2023

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Business environment and corporate financing decisions: From the perspective of dynamic adjustment of capital structure

Finance research letters, 2023-12, Vol.58, p.104461, Article 104461

2023

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Shrinking return forecasts

The Financial review (Buffalo, N.Y.), 2022-08, Vol.57 (3), p.641-661

2022

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Macroeconomic fundamentals, jump dynamics and expected volatility

Quantitative finance, 2020-08, Vol.20 (8), p.1345-1371

2020

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Determinants of the Adoption of Integrated Reports: An International Investigation

Household reaching-for-yield behavior and low interest rate in China

Can enterprises' participation in targeted poverty alleviation reduce the cost of debt financing? Evidence from China

Extreme Sentiment and Jumps in Analyst Forecast Dispersion

Natural gas volatility predictability in a data-rich world

New evidence of extreme risk transmission between financial stress and international crude oil markets

Category-specific EPU indices, macroeconomic variables and stock market return predictability

The Use of WeChat Official Accounts in Macau: From the Customers' Perspectives

Relationship investment and local corruption environment: Evidence from China

Oil price increases and the predictability of equity premium

Tone at the top: CEOs’ religious beliefs and earnings management

Green M&A, legitimacy and risk‐taking: evidence from China’s heavy polluters

Air pollution and bank risk taking: Evidence from China

The Role of Accounting Conservatism in the Equity Market: Evidence from Seasoned Equity Offerings

Macroeconomic uncertainty and expected shortfall (and value at risk): a new dynamic semiparametric model

Does CEOs' early-life experience of the Great Chinese Famine always benefit stakeholders? The case of trade credit

Realized bipower variation, jump components, and option valuation

An improved FIGARCH model with the fractional differencing operator (1-νL)d

Investor attention and the predictability of the volatility of CNY‐CNH spreads: Evidence from a GARCH‐MIDAS model

Digital inclusive finance, factor flow and industrial structure upgrading: Evidence from the yellow river basin

Improving volatility prediction and option valuation using VIX information: A volatility spillover GARCH model

Geopolitical uncertainty and crude oil volatility: Evidence from oil-importing and oil-exporting countries

Business environment and corporate financing decisions: From the perspective of dynamic adjustment of capital structure

Shrinking return forecasts

Macroeconomic fundamentals, jump dynamics and expected volatility

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