China Finance Review International: Volume 13 Issue 2

Spillovers between non-commercial traders’ activity and spot prices? Analysis of the financialization mechanism in the crude oil market

Antonio Focacci

The purpose of this stud is to analyze the financialization effect on oil prices.

Fund style drift and stock price crash risk – analysis of the mediating effect based on corporate financial risk

Yanlin Sun, Siyu Liu, Shoudong Chen

This paper aims to identify the direct impact of fund style drift on the risk of stock price collapse and the intermediary mechanism of financial risk, so as to better protect the…

Family ownership and capital structure: evidence from ASEAN countries

Trang Khanh Tran, Lan Thi Mai Nguyen

This paper examines the capital structure decisions of family firms in Southeast Asian (ASEAN) countries, considering the moderating effects of various firm-level and…

Firms' financial structure with contingent convertible debt, risky debt and multiple growth options

Ons Triki, Fathi Abid

The objective of this paper is twofold: first, to model the value of the firm in the presence of contingent capital and multiple growth options over its life cycle in a stochastic…

Is Baidu index really powerful to predict the Chinese stock market volatility? New evidence from the internet information

Qiaoqi Lang, Jiqian Wang, Feng Ma, Dengshi Huang, Mohamed Wahab Mohamed Ismail

This paper verifies whether popular Internet information from Internet forum and search engine exhibit useful content for forecasting the volatility in Chinese stock market.

Does VPIN provide predictive information for realized volatility forecasting: evidence from Chinese stock index futures market

Conghua Wen, Fei Jia, Jianli Hao

Using intraday data, the authors explore the forecast ability of one high frequency order flow imbalance measure (OI) based on the volume-synchronized probability of informed…