| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A rising e-channel tide lifts all boats? The impact of manufacturer multi-channel encroachment on traditional selling and leasing |
0 |
0 |
0 |
19 |
2 |
2 |
2 |
73 |
| Bayesian Value-at-Risk Backtesting: The Case of Annuity Pricing |
0 |
0 |
1 |
15 |
0 |
1 |
7 |
33 |
| Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China |
0 |
0 |
0 |
21 |
1 |
3 |
4 |
93 |
| Eurozone network connectedness during calm and crisis: evidence from the MTS platform for interdealer trading of European sovereign debt |
0 |
0 |
0 |
23 |
2 |
4 |
5 |
43 |
| Heterogeneity, Profitability and Autocorrelations |
0 |
0 |
0 |
0 |
1 |
4 |
4 |
215 |
| Heterogeneity, Profitability and Autocorrelations |
0 |
0 |
0 |
142 |
1 |
3 |
3 |
365 |
| How Did Order-Flow Impact Bond Prices During the European Sovereign Debt Crisis? |
0 |
0 |
0 |
12 |
3 |
5 |
6 |
32 |
| Identifying structural breaks in stochastic mortality models |
0 |
0 |
0 |
27 |
2 |
4 |
6 |
63 |
| Intraday Time-series Momentum: Evidence from China |
0 |
1 |
5 |
43 |
6 |
10 |
22 |
170 |
| Long Memory, Heterogeneity and Trend Chasing |
0 |
0 |
0 |
178 |
0 |
3 |
3 |
502 |
| Long Memory, Heterogeneity, and Trend Chasing |
0 |
0 |
0 |
0 |
2 |
5 |
7 |
200 |
| Long memory in financial markets: A heterogeneous agent model perspective |
0 |
0 |
0 |
20 |
3 |
3 |
7 |
54 |
| Modelling mortality: Are we heading in the right direction? |
0 |
0 |
0 |
74 |
0 |
1 |
3 |
60 |
| Models of Mortality rates - analysing the residuals |
0 |
0 |
0 |
75 |
0 |
4 |
5 |
66 |
| Momentum and the Cross-Section of Stock Volatility |
0 |
1 |
1 |
3 |
3 |
5 |
7 |
12 |
| On microscopic simulation models of financial markets |
0 |
0 |
0 |
4 |
3 |
4 |
4 |
29 |
| Optimal Time Series Momentum |
1 |
1 |
1 |
207 |
3 |
3 |
5 |
418 |
| Overnight Momentum, Informational Shocks, and Late-Informed Trading in China |
0 |
0 |
0 |
13 |
0 |
2 |
6 |
77 |
| Price Discovery in the Chinese Gold Market |
0 |
0 |
0 |
74 |
5 |
7 |
10 |
111 |
| Price Discovery in the Dual-Platform US Treasury Market |
1 |
1 |
2 |
43 |
3 |
5 |
8 |
139 |
| Risk adjusted momentum strategies: a comparison between constant and dynamic volatility scaling approaches |
0 |
2 |
3 |
68 |
3 |
13 |
28 |
344 |
| Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach |
0 |
0 |
0 |
8 |
1 |
6 |
8 |
40 |
| Testing of a Market Fraction Model and Power-Law Behaviour in the Dax 30 |
0 |
0 |
0 |
17 |
0 |
4 |
4 |
89 |
| The Adaptiveness in Stock Markets: Testing the Stylized Facts in the Dax 30 |
0 |
0 |
0 |
30 |
4 |
4 |
6 |
139 |
| The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
8 |
| The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
170 |
3 |
4 |
6 |
487 |
| The Econometric Analysis of Microscopic Simulation Models |
0 |
0 |
0 |
8 |
1 |
1 |
3 |
67 |
| The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity |
0 |
1 |
3 |
49 |
5 |
8 |
21 |
196 |
| The Non- and Semiparametric Analysis of MS Models: Some Applications |
0 |
0 |
0 |
2 |
0 |
3 |
4 |
67 |
| The Non- and Semiparametric Analysis of MS Models: Some Applications |
0 |
0 |
0 |
0 |
2 |
3 |
3 |
6 |
| The Role of Hedge Funds in the Asset Pricing: Evidence from China |
0 |
0 |
0 |
18 |
0 |
3 |
9 |
64 |
| US Dollar Carry Trades in the Era of “Cheap Money” |
0 |
0 |
0 |
14 |
2 |
3 |
4 |
47 |
| Total Working Papers |
2 |
7 |
16 |
1,377 |
61 |
131 |
222 |
4,309 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Rising E-Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing |
0 |
0 |
0 |
0 |
1 |
3 |
6 |
27 |
| A Rising E‐Channel Tide Lifts All Boats? The Impact of Manufacturer Multichannel Encroachment on Traditional Selling and Leasing |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
3 |
| A comparative and conceptual intellectual study of environmental topic in economic and finance |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
5 |
| A new attention proxy and order imbalance: Evidence from China |
0 |
0 |
0 |
14 |
4 |
7 |
8 |
130 |
| A reexamination of factor momentum: How strong is it? |
0 |
0 |
0 |
5 |
6 |
8 |
12 |
29 |
| Aggregate Investor Attention and Bitcoin Return: The Long Short-term Memory Networks Perspective |
0 |
0 |
1 |
6 |
3 |
5 |
8 |
25 |
| An analysis of liquidity skewness for European sovereign bond markets |
0 |
0 |
0 |
5 |
0 |
1 |
2 |
24 |
| Analysts’ forecast anchoring and discontinuous market reaction: evidence from China |
0 |
0 |
5 |
6 |
2 |
4 |
12 |
14 |
| Asset allocation with time series momentum and reversal |
0 |
2 |
2 |
11 |
2 |
7 |
10 |
68 |
| Asymmetric volatility spillovers between economic policy uncertainty and stock markets: Evidence from China |
0 |
0 |
0 |
12 |
2 |
6 |
13 |
66 |
| Attention allocation: An empirical analysis of the asymmetric market responses to information shocks in China |
0 |
0 |
1 |
1 |
3 |
5 |
7 |
7 |
| Bayesian Value-at-Risk backtesting: The case of annuity pricing |
0 |
0 |
0 |
0 |
0 |
2 |
3 |
14 |
| Beyond threats: Extreme heatwaves and economic resilience in China |
0 |
0 |
4 |
4 |
1 |
4 |
10 |
10 |
| Bottom-up sentiment and return predictability of the market portfolio |
0 |
0 |
0 |
5 |
1 |
1 |
4 |
27 |
| CSR performance and firm idiosyncratic risk in a data-rich environment: The role of retail investor attention |
0 |
0 |
1 |
4 |
1 |
5 |
15 |
27 |
| Can investor sentiment be a momentum time-series predictor? Evidence from China |
0 |
0 |
2 |
21 |
8 |
14 |
22 |
166 |
| Competition or Authorization—Manufacturers’ Choice of Remanufacturing Strategies |
0 |
0 |
0 |
1 |
3 |
5 |
6 |
14 |
| Cultural diversity and borrowers’ behavior: evidence from peer-to-peer lending |
0 |
0 |
2 |
5 |
1 |
2 |
6 |
20 |
| Dark matters: The effects of dark trading restrictions on liquidity and informational efficiency |
0 |
0 |
2 |
13 |
0 |
1 |
10 |
30 |
| Decomposing the relation between irrational behaviors and beta |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Did long-memory of liquidity signal the European sovereign debt crisis? |
0 |
0 |
0 |
6 |
1 |
4 |
9 |
45 |
| Digital financial inclusion and household energy efficiency |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
0 |
| Do Low-Priced Stocks Drive Long-Term Contrarian Performance on the London Stock Exchange? |
0 |
0 |
0 |
12 |
2 |
3 |
3 |
124 |
| Do benchmark African equity indices exhibit the stylized facts? |
0 |
0 |
0 |
22 |
0 |
1 |
2 |
160 |
| Do green bonds affect stock returns and corporate environmental performance? Evidence from China |
0 |
2 |
2 |
9 |
0 |
4 |
10 |
31 |
| Does firm internationalization improve ESG performance? Evidence from China |
1 |
1 |
2 |
2 |
2 |
4 |
10 |
10 |
| Econometric analysis of microscopic simulation models |
0 |
0 |
0 |
27 |
2 |
2 |
3 |
146 |
| Entrepreneurship in the digital era |
0 |
0 |
0 |
0 |
1 |
1 |
2 |
2 |
| Explaining young mortality |
0 |
0 |
1 |
24 |
0 |
1 |
4 |
150 |
| Financial literacy and household financial resilience |
5 |
16 |
41 |
51 |
15 |
53 |
134 |
161 |
| Future of jobs in China under the impact of artificial intelligence |
2 |
3 |
11 |
37 |
6 |
24 |
48 |
102 |
| Heterogeneity, convergence, and autocorrelations |
0 |
0 |
0 |
45 |
0 |
3 |
4 |
247 |
| Heterogeneous agent models in financial markets: A nonlinear dynamics approach |
0 |
1 |
2 |
7 |
1 |
6 |
14 |
49 |
| How did order-flow impact bond prices during the European Sovereign Debt Crisis? |
0 |
0 |
0 |
1 |
0 |
1 |
2 |
17 |
| How does green credit policy affect polluting firms' dividend policy? The China experience |
1 |
1 |
1 |
2 |
2 |
6 |
6 |
13 |
| How state ownership affects corporate R&D: An inverted‐U‐shaped relationship |
1 |
1 |
3 |
6 |
1 |
5 |
12 |
28 |
| Human capital in the financial sector and corporate innovation: Evidence from China |
1 |
3 |
4 |
4 |
6 |
14 |
17 |
18 |
| Identifying the relative importance of stock characteristics |
0 |
0 |
0 |
6 |
0 |
1 |
5 |
73 |
| Implications of retailer-owned digital twins services: The trade-offs between customer experience, misfit returns reduction, and investment costs |
0 |
0 |
0 |
0 |
2 |
4 |
4 |
4 |
| Intraday time‐series momentum: Evidence from China |
0 |
0 |
3 |
16 |
0 |
5 |
11 |
48 |
| Investor heterogeneity and momentum-based trading strategies in China |
0 |
0 |
1 |
20 |
3 |
8 |
14 |
69 |
| Investor overconfidence and the security market line: New evidence from China |
0 |
0 |
0 |
14 |
2 |
4 |
9 |
83 |
| Is mortality spatial or social? |
0 |
0 |
0 |
12 |
1 |
3 |
6 |
56 |
| Liquidity commonality in cryptocurrencies |
1 |
1 |
1 |
1 |
5 |
5 |
5 |
5 |
| Liquidity skewness in the London Stock Exchange |
0 |
0 |
0 |
19 |
0 |
1 |
2 |
107 |
| Long memory in financial markets: A heterogeneous agent model perspective |
0 |
0 |
1 |
5 |
1 |
2 |
5 |
47 |
| Long-term return reversals--Value and growth or tax? UK evidence |
0 |
0 |
0 |
16 |
1 |
1 |
3 |
179 |
| Low liquidity beta anomaly in China |
0 |
0 |
0 |
0 |
2 |
3 |
5 |
13 |
| Make it Right: Regulatory Intervention in Managers’ Misconduct and Corporate Risk |
0 |
0 |
0 |
0 |
5 |
7 |
7 |
7 |
| Modelling mortality: are we heading in the right direction? |
0 |
0 |
0 |
1 |
2 |
5 |
8 |
31 |
| Models of mortality rates – analysing the residuals |
0 |
0 |
0 |
5 |
1 |
2 |
4 |
28 |
| Momentum and the Cross-section of Stock Volatility |
1 |
2 |
3 |
6 |
4 |
9 |
15 |
35 |
| Optimal dividend and scale of business strategies with reinsurance and premium pricing for insurance company |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
3 |
| Optimizing Currency Factors |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
3 |
| Order book price impact in the Chinese soybean futures market |
0 |
0 |
1 |
2 |
2 |
8 |
10 |
15 |
| Overnight momentum, informational shocks, and late informed trading in China |
0 |
0 |
1 |
17 |
2 |
5 |
7 |
78 |
| Performance of energy ETFs and climate risks |
0 |
1 |
2 |
2 |
2 |
8 |
14 |
14 |
| Power-law behaviour, heterogeneity, and trend chasing |
0 |
0 |
0 |
80 |
1 |
2 |
3 |
419 |
| Price discovery in the Chinese gold market |
0 |
0 |
0 |
3 |
0 |
3 |
7 |
70 |
| Price discovery in the dual-platform US Treasury market |
0 |
0 |
0 |
5 |
0 |
2 |
2 |
70 |
| Recycling and/or reusing: when product innovation meets the recast of WEEE direct |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
3 |
| Risk adjusted momentum strategies: A comparison between constant and dynamic volatility scaling approaches |
1 |
2 |
8 |
25 |
18 |
25 |
43 |
159 |
| Same same but different – Stylized facts of CTA sub strategies |
0 |
0 |
1 |
8 |
2 |
2 |
4 |
37 |
| Selling vertically differentiated products under one channel or two? A quality segmentation model for differentiated distribution channels |
0 |
0 |
1 |
3 |
0 |
0 |
2 |
17 |
| Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach |
0 |
0 |
1 |
5 |
2 |
5 |
6 |
35 |
| Should a retailer sell its own extended warranties or resell those from the manufacturer when confronting supplier encroachment? |
0 |
0 |
0 |
2 |
3 |
5 |
5 |
16 |
| Shunned stocks and market states |
0 |
1 |
1 |
7 |
1 |
6 |
8 |
21 |
| Social media effect, investor recognition and the cross-section of stock returns |
0 |
0 |
0 |
9 |
2 |
6 |
8 |
53 |
| Social responsibility and corporate borrowing |
1 |
3 |
6 |
6 |
4 |
7 |
14 |
14 |
| Sustainable Decisions on Product Upgrade Confrontations with Remanufacturing Operations |
0 |
0 |
0 |
3 |
0 |
0 |
0 |
44 |
| Testing of a market fraction model and power-law behaviour in the DAX 30 |
0 |
0 |
0 |
8 |
2 |
3 |
4 |
80 |
| The Asymmetric Overnight Return Anomaly in the Chinese Stock Market |
0 |
0 |
0 |
2 |
2 |
3 |
7 |
15 |
| The Magnet Effect of Price Limits: An Agent-Based Approach |
0 |
1 |
1 |
1 |
6 |
8 |
10 |
10 |
| The adaptiveness in stock markets: testing the stylized facts in the DAX 30 |
0 |
0 |
0 |
5 |
4 |
5 |
5 |
56 |
| The existence and severity of the forward premium puzzle during tranquil and turbulent periods: Developed versus developing country currencies |
0 |
0 |
0 |
3 |
2 |
8 |
11 |
31 |
| The impact of climate policy uncertainty on stock price synchronicity: Evidence from China |
0 |
0 |
1 |
1 |
6 |
10 |
16 |
16 |
| The nexus of overnight trend and asset prices in China |
0 |
0 |
0 |
0 |
3 |
5 |
11 |
11 |
| The role of hedge funds in the asset pricing: evidence from China |
0 |
0 |
0 |
4 |
2 |
5 |
11 |
26 |
| The smog that hovers: Air pollution and asset prices |
0 |
0 |
1 |
1 |
1 |
1 |
3 |
8 |
| The sword of damocles: Debt and depression |
0 |
1 |
3 |
3 |
4 |
8 |
14 |
14 |
| US Dollar Carry Trades in the Era of "Cheap Money" |
0 |
0 |
1 |
6 |
2 |
2 |
6 |
92 |
| Was a deterioration in ‘connectedness’ a leading indicator of the European sovereign debt crisis? |
0 |
0 |
0 |
2 |
3 |
4 |
6 |
20 |
| What Can Explain Momentum? Evidence from Decomposition |
0 |
0 |
1 |
6 |
0 |
1 |
3 |
13 |
| Why do small businesses have difficulty in accessing bank financing? |
0 |
0 |
2 |
13 |
3 |
7 |
18 |
43 |
| Total Journal Articles |
15 |
42 |
128 |
721 |
187 |
434 |
808 |
4,300 |
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