China Finance Review International: Volume 7 Issue 3

Pairs trading with commodity futures: evidence from the Chinese market

Yurun Yang, Ahmet Goncu, Athanasios Pantelous

The purpose of this paper is to compare the profitability of different pairs selection and spread trading methods using the complete data set of commodity futures from Dalian…

Corruption, financial development and capital structure: evidence from China

Feng Wei, Yu Kong

This paper takes listed companies in the Shanghai and Shenzhen stock markets from 1998 to 2013 as a research sample, investigating the role played by corruption and financial…

Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index

Fang Wang, Xu Zheng

The purpose of this paper is to construct a price index for Chinese oil paintings and analyze the financial performance of investing in Chinese oil paintings and its potential for…

Financial development, ownership and internationalization of firms: evidence from China

Lishuai Lian, Chao Chen

The purpose of this paper is to examine the relationship between financial development and internationalization of Chinese firms, whether the above relationship could be varied…

Impact of FOMC announcement on stock price index in Southeast Asian countries

Trung Hoang Bao, Cesario Mateus

The purpose of this paper is to examine the impact of Federal Open Market Committee (FOMC) announcements, which includes information about the targeted Federal fund rate and…