China Finance Review International: Volume 12 Issue 3

Trade price clustering in the corporate bond market

Brittany Cole, Michael A. Goldstein, Shane M. Moser, Robert A. Van Ness

In this paper, the authors document the existence of price clustering in the US corporate bond market.

An index of cryptocurrency environmental attention (ICEA)

Yizhi Wang, Brian Lucey, Samuel Alexandre Vigne, Larisa Yarovaya

(1) A concern often expressed in relation to cryptocurrencies is the environmental impact associated with increasing energy consumption and mining pollution. Controversy remains…

Urban vibrancy, human capital and firm valuation in China

Danling Jiang, Liu Shuying, Feiyu Li, Hongquan Zhu

This paper intends to study how geographic heterogeneity in urban vibrancy, especially in human capital creation, helps explain persist firm valuation dispersion across cities in…

Social interactions and mutual fund portfolios: the role of alumni networks in China

Quanxi Liang, Jiangshan Liao, Leng Ling

This paper aims to investigate the influence of social interactions on mutual fund portfolios from the perspective of alumni network in China.

The emotional cost-of-carry: Chinese investor sentiment and equity index futures basis

Song Cao, Ziran Li, Kees G. Koedijk, Xiang Gao

While the classic futures pricing tool works well for capital markets that are less affected by sentiment, it needs further modification in China's case as retail investors…

Can we-media information disclosure drive listed companies' innovation?—From the perspective of financing constraints

Hongbin Huang, Yani Sun, Qingling Chu

The purpose of this paper is to investigate to what extent the amount, information source and the content of the microblog information disclosure of listed companies could impact…

Making of an innovative economy: a study of diversity of Chinese enterprise innovation

Nimesh Salike, Yanghua Huang, Zhifeng Yin, Douglas Zhihua Zeng

This research examines the effects of firm ownership and size on innovation capability using data from the World Bank China Enterprise Survey (WBCES), which provides directly…

Revisiting the performance of the scaled momentum strategies

Hilal Anwar Butt, Mohsin Sadaqat, Muhammad Tahir

The main purpose of this study is to enunciate the underlying factors that enhance the performance of scaled momentum strategies.