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The information environment in China's stock market: new evidence from a volatility persistence perspective
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Outgoing claims: the papers this work cites, builds on, or argues with.
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Range Volatility Models and Their Applications in Finance
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The role of “other information” in analysts’ forecasts in understanding stock return volatility
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Political connections, financial constraints, and corporate investment
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Generalized autoregressive conditional heteroskedasticity
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Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect
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Financial volatility forecasting with range-based autoregressive volatility model
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Forecasting volatility with asymmetric smooth transition dynamic range models
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Low and high prices can improve volatility forecasts during periods of turmoil
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An approximate long-memory range-based approach for value at risk estimation
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Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures
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Does institutional ownership influence firm performance? Evidence from China
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The impact of analyst coverage on partial acquisitions: Evidence from M&A premium and firm performance in China
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CEO media exposure, political connection and Chinese firms' stock price synchronicity
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The impact of block trades on stock price synchronicity: Evidence from China
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Ownership, analyst coverage, and stock synchronicity in China
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Individual analysts, stock return synchronicity and information efficiency
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Bias in the post-IPO earnings forecasts of affiliated analysts: Evidence from a Chinese natural experiment
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Political Uncertainty and Firm's Information Environment: Evidence from China
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Does the type of ownership control matter? Evidence from China’s listed companies
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Distribution of institutional ownership and corporate firm performance
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Does foreign institutional ownership increase return volatility? Evidence from China
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Institutional stock ownership and firms’ cash dividend policies: Evidence from China
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Corporate governance in China: A modern perspective
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Capital markets, financial institutions, and corporate finance in China
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The role of analysts: An examination of the idiosyncratic volatility anomaly in the Chinese stock market
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Range-Based DCC Models for Covariance and Value-at-Risk Forecasting
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Stock price synchronicity and analyst coverage in emerging markets
inferredcites →https://doi.org/10.1016/j.jfineco.2006.03.008openalex-extracted
Politically connected CEOs, corporate governance, and Post-IPO performance of China's newly partially privatized firms☆
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The law and economics of self-dealing
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Ownership concentration, foreign shareholding, audit quality, and stock price synchronicity: Evidence from China
inferredcites →https://doi.org/10.1016/j.jfineco.2012.01.001openalex-extracted
Do foreigners facilitate information transmission in emerging markets?
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The effect of institutional ownership on firm transparency and information production
inferredcites →https://doi.org/10.1016/j.jfineco.2020.08.012openalex-extracted
The real value of China’s stock market
inferredcites →https://doi.org/10.1016/j.jimonfin.2012.05.015openalex-extracted
Shareholder composition, share turnover, and returns in volatile markets: The case of international REITs
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The effect of volatility persistence on excess returns
inferredcites →https://doi.org/10.1016/s0165-4101(02)00047-2openalex-extracted
Corporate ownership structure and the informativeness of accounting earnings in East Asia
inferredcites →https://doi.org/10.1016/s0278-4254(02)00066-2openalex-extracted
Dissemination of information for investors at corporate Web sites
inferredcites →https://doi.org/10.1017/s0022109011000202openalex-extracted
Large Foreign Ownership and Firm-Level Stock Return Volatility in Emerging Markets
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Persistence in Variance, Structural Change, and the GARCH Model
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Large Shareholders and Corporate Control
inferredcites →https://doi.org/10.1086/296071openalex-extracted
The Extreme Value Method for Estimating the Variance of the Rate of Return
inferredcites →https://doi.org/10.1093/rfs/10.3.837openalex-extracted
The Threshold Effect in Expected Volatility: A Model Based on Asymmetric Information
inferredcites →https://doi.org/10.1093/rof/rfp024openalex-extracted
Helping Hand or Grabbing Hand? Central vs. Local Government Shareholders in Chinese Listed Firms
inferredcites →https://doi.org/10.1111/0022-1082.00115openalex-extracted
Corporate Ownership Around the World
inferredcites →https://doi.org/10.1111/0022-1082.00484openalex-extracted
Who Blinks in Volatile Markets, Individuals or Institutions?
inferredcites →https://doi.org/10.1111/1475-679x.12071openalex-extracted
Political Incentives to Suppress Negative Information: Evidence from Chinese Listed Firms
inferredcites →https://doi.org/10.1111/1540-6261.00454openalex-extracted
Range‐Based Estimation of Stochastic Volatility Models
inferredcites →https://doi.org/10.1111/1540-6261.00511openalex-extracted
Disentangling the Incentive and Entrenchment Effects of Large Shareholdings
inferredcites →https://doi.org/10.1111/1911-3846.12550openalex-extracted
When Is the Client King? Evidence from Affiliated‐Analyst Recommendations in China's Split‐Share Reform
inferredcites →https://doi.org/10.1111/j.1475-679x.2005.00174.xopenalex-extracted
The Association between Outside Directors, Institutional Investors and the Properties of Management Earnings Forecasts
inferredcites →https://doi.org/10.1111/j.1540-6261.1991.tb04646.xopenalex-extracted
Chaos and Nonlinear Dynamics: Application to Financial Markets
inferredcites →https://doi.org/10.1257/000282806777212125openalex-extracted
The Multitask Theory of State Enterprise Reform: Empirical Evidence from China
inferredcites →https://doi.org/10.1353/mcb.2005.0027openalex-extracted
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model
inferredcites →https://doi.org/10.2139/ssrn.1361143openalex-extracted
Does Governance Travel around the World? Evidence from Institutional Investors
inferredcites →https://doi.org/10.2139/ssrn.2289460openalex-extracted
Fraud, Market Reaction, and Role of Institutional Investors in Chinese Listed Firms
inferredcites →https://doi.org/10.2139/ssrn.243226openalex-extracted
Corporate Ownership Structure and the Informativeness of Accounting Earnings in East Asia
inferredcites →https://doi.org/10.2307/2331150openalex-extracted
Implications of Nonlinear Dynamics for Financial Risk Management
inferredcites →https://doi.org/10.3905/jpm.2014.41.5.092openalex-extracted
Fraud, Market Reaction, and the Role of Institutional Investors in Chinese Listed Firms
inferredcites →https://doi.org/10.1016/j.jfineco.2010.10.018openalex-snapshot
Does governance travel around the world? Evidence from institutional investors
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