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Do Bubbles and Crashes Migrate within and from China?
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Demystifying China’s Stock Market
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Duration dependence testing for speculative bubbles
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Do speculative bubbles migrate in the Chinese stock market?
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Volatility transmission and volatility impulse response functions among the Greater China stock markets
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Do foreign institutional investors stabilize the capital market?
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Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model
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Do foreign institutional investors destabilize China’s A-share markets?
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Can China’s cross-sectional dispersion of stock returns influence the herding behaviour of traders in other local markets and China’s trading partners?
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The dependence structure between Chinese and other major stock markets using extreme values and copulas
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The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach
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Stock price bubbles, leverage and systemic risk
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Limited attention, information disclosure, and financial reporting
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A statistical model of speculative bubbles, with applications to the stock markets of the United States, Japan, and China
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Contagion and banking crisis – International evidence for 2007–2009
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Bubble diagnosis and prediction of the 2005–2007 and 2008–2009 Chinese stock market bubbles
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Can investor sentiment be a momentum time-series predictor? Evidence from China
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Date-stamping multiple bubble regimes
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Globalization and financial development: A model of the Dot-Com and the Housing Bubbles
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The stock market reaction to the 2005 split share structure reform in China
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Herding and fundamental factors: The Hong Kong experience
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Can investor sentiment be used to predict the stock price? Dynamic analysis based on China stock market
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Multifractal analysis of Shanghai and Hong Kong stock markets before and after the connect program
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Dependence and risk spillovers between mainland China and London stock markets before and after the Stock Connect programs
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Modelling asymmetric conditional dependence between Shanghai and Hong Kong stock markets
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FINANCIAL BUBBLE IMPLOSION AND REVERSE REGRESSION
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Spillover and Profitability of Intraday Herding on Cross-Listed Stocks
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Differences of Opinion, Short-Sales Constraints, and Market Crashes
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RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION
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Change Detection and the Causal Impact of the Yield Curve
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Detecting Financial Collapse and Ballooning Sovereign Risk
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Fundamental Value Hypothesis and Return Behavior: Evidence from Emerging Equity Markets
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Investor Psychological and Behavioral Bias: Do High Sentiment and Momentum Exist in the China Stock Market?
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Research on multiple bubbles in China’s multi-level stock market
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Real-time prediction and post-mortem analysis of the Shanghai 2015 stock market bubble and crash
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Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese Stock Market Bubbles
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Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
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Testing for Multiple Bubbles: Limit Theory of Real Time Detectors
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Dynamic Connectedness of Asian Equity Markets
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Confucius and Herding Behaviour in the Stock Markets in China and Taiwan
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Bubbles, Stock Returns, and Duration Dependence
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Arbitrage, Short Sales, and Financial Innovation
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Financial Market Reform In China
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