Table of contents
International diversification benefits: an investigation from the perspective of Chinese investors
Chonghui Jiang, Yongkai Ma, Yunbi AnThe main purpose of this paper is to investigate whether Chinese investors can benefit from international diversification and where these benefits are to be found.
On credit spread change of Chinese corporate bonds: credit risk or asset allocation effect?
Changfeng Cui, Hailong Liu, Yi ZhangCredit spread change is a key issue for investors to earn the excess return from corporate bonds. Generally, there are two kinds of different effects that support the changing of…
Exercise price regulation and the timing of ESO reports: evidence from China
Xingyun Dai, Sicong Dai, Kemin WangPrior research has documented that managers take opportunistic timing activities to influence the exercise prices of executive stock options (ESOs). This paper aims to add to the…
A dynamic portfolio theory model based on minimum semi‐absolute deviations criterion with an application in the Chinese stock markets
Li Chen, Heping PanThe purpose of this paper is to prove the effectiveness of minimum semi‐absolute deviations (MSAD) method in dynamic portfolio investment.
Noise trading and stock returns: evidence from China
Changsheng Hu, Yongfeng WangThe purpose of this paper is to analyze the trading behaviors of retail investors and investigate their impacts on stock returns.
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li