... Emerald Publishing Limited 2026 Emerald Publishing Limited Licensed re-use rights only Green assets Clean energy Stock markets Extreme connectedness Hedging G14 National Research Foundation of Korea NRF-2024S1A5A2A01028034 http://dx.doi.org/10.13039/501100003725...

... becomes popular with investors, it naturally becomes more liquid. Tong Yao can be contacted at: tong-yao@uiowa.edu Corporate bonds Liquidity premium Yield-chasing Retail investors G12 G14 G15 G18 Default, liquidity and tax are considered major determinants of yield spreads...

... Emerald Publishing Limited Licensed re-use rights only Common institutional ownership Business strategy aggressiveness Anti-competitive effects Spillover effects G14 G34 L10 Service Science and Innovation Key Laboratory of Sichuan Province KL2406 National Natural...

... Emerald Publishing Limited Licensed re-use rights only G12 G14 G32 L25 Hybrid securities [1] have garnered increasing attention in finance due to their distinctive contract designs, serving as a form of mezzanine financing that combines the characteristics of both debt and equity...

... hypothesis Chinese stock market Split-share reform Combined liquidity trading strategy Multidimensional liquidity proxy G11 G14 The Chinese stock market has experienced outstanding rapid growth over the past three decades and is now the second largest stock market in the world. Hence...

... investors. Historical high prices Anchoring theory Additional equity issuance Market timing The Chinese stock market G12 G14 It is well-known that seasoned equity offerings (SEOs) play a crucial role in helping companies raise funds and make adjustments to their capital structures...

... CRASHP and JACKP in the Chinese stock market. Crash Jackpot Anomalies Limits to arbitrage Liquidity G12 G14 G17 Following Conrad et al. (2014) , Jang and Kang (2019) and Fang et al. (2022) , our trinomial logit model defines extreme events for extreme returns...

... 2022 Emerald Publishing Limited Licensed re-use rights only Initial public offerings Allocation Retail investors Institutional investors Pandemic Underpricing G14 G30 G32 Stock markets around the world underwent a profound demographic change during the pandemic and saw...

... © Emerald Publishing Limited 2021 Emerald Publishing Limited Licensed re-use rights only Mutual fund Alumni network Financial market Social interactions G11 G14 G20 There is tremendous evidence in the economics literature that interpersonal relationships affect human...

...-of-carry model G12 G13 G14 G41 We also obtain three implications via robustness tests and logical reasoning. First, the influence of investor sentiment on the futures' basis had been in existence for a long time. It aggravates after the restrictive measures on transacting stock index...

... trading, infrequent rebalancing and disposition effects from retail investors may account for this phenomenon. G11 G14 G17 As the second-largest economy in the world, China has substantially integrated with the global economy over the past three decades. By contrast, the Chinese stock markets...

... COVID-19 China Epidemics Event study Stock returns G14 G40 I10 Since investors respond to significant events based on their most recently available information, the effect of the incidents on stock performance differs over time. Cavusoglu et al. (2004) found that during...

... correlations are negatively correlated to both Δ EPU t and | Δ GPR t | . Stock–bond return correlation Stock-gold return correlation Downside risk Economic policy uncertainty Geopolitical risk Safe haven G10 G11 G14 G15 Highlights This paper...

... 25 08 2019 11 09 2019 24 09 2019 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only Corporate performance Earnings per share Institutional investors research meeting G14 G18 As a special presence in financial markets...

... issues. 16 01 2019 11 06 2019 20 07 2019 09 10 2019 M12 G14 G34 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only China Managerial overconfidence Stock price crash risk Firm transparency We follow prior...

... Su can be contacted at: jacksul@sohu.com 08 07 2019 24 08 2019 27 09 2019 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only G14 G18 This study focuses on the Chinese market for three main reasons. First, China is one...

..., and they are not mainly caused by movements of foreign exchange rates. Actually, empirical findings in this study provide evidence for inefficiency of Bitcoin markets. Day-of-the-week effect Bitcoin return Currencies Rolling window G14 G15 Because of the features of decentralization and scarcity...

... 07 2018 02 10 2018 25 10 2018 © Emerald Publishing Limited 2019 Emerald Publishing Limited Licensed re-use rights only China Event study Anti-corruption Official-business collusion Stock market reaction G14 D73 Official-business collusion is rampant...

... assumption for studying Chinese capital market. Overall, the theory of investor sentiment asserts positive merger momentum existing in short term, but reversing in long term. Besides, the optimism appears asymmetric between bull and bear markets. G14 G34 In the last 20 years, the post...

... effects among these groups of firms. Therefore, the accrual effect cannot be attributed to the diminishing marginal return hypothesis. This is the main contribution of the paper. Jun Cai can be contacted at: efjuncai@cityu.edu.hk Accrual effect Growth effect Stock return predictability G14...