Details about Ye Bai

Access statistics for papers by Ye Bai.

Last updated 2025-10-20. Update your information in the RePEc Author Service.

Short-id: pba2139

Working Papers

2020

1. Corporate Acquisitions and Firm-Level Uncertainty: Domestic Versus Cross-Border Deals
   CESifo Working Paper Series, CESifo
   Also in Discussion Papers, University of Nottingham, GEP (2020)
   Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM) (2020)
   Working Papers, Department of Economics, City St George's, University of London (2020) View citations (8)
   See also Journal Article Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals, Journal of International Money and Finance, Elsevier (2024) (2024)

2019

2. Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries
   MPRA Paper, University Library of Munich, Germany View citations (11)
   See also Journal Article Do stock markets lead or lag macroeconomic variables? Evidence from select European countries, The North American Journal of Economics and Finance, Elsevier (2019) View citations (12) (2019)

Journal Articles

2025

1. Misallocation in China: Evidence from China's business registration reform
   China Economic Review, 2025, 93, (C)

2024

2. Can participation in IMF programs facilitate sovereign debt rescheduling? The role of program size
   Journal of International Money and Finance, 2024, 144, (C) View citations (1)
3. Corporate acquisitions and firm-level uncertainty: Domestic versus cross-border deals
   Journal of International Money and Finance, 2024, 140, (C)
   See also Working Paper Corporate Acquisitions and Firm-Level Uncertainty: Domestic Versus Cross-Border Deals, CESifo Working Paper Series (2020) (2020)

2023

4. Bank stability in the uncollateralised overnight interbank market: A topological analysis
   International Review of Economics & Finance, 2023, 88, (C), 1223-1246 View citations (2)

2020

5. Country and industry factors in tests of Capital Asset Pricing Models for partially integrated emerging markets
   Economic Modelling, 2020, 92, (C), 180-194 View citations (5)
6. Predictability in securities price formation: differences between developed and emerging markets
   Journal of Capital Markets Studies, 2020, 4, (2), 145-166

2019

7. Do stock markets lead or lag macroeconomic variables? Evidence from select European countries
   The North American Journal of Economics and Finance, 2019, 48, (C), 170-186 View citations (12)
   See also Working Paper Do Stock Markets Lead or Lag Macroeconomic Variables? Evidence from Select European Countries, MPRA Paper (2019) View citations (11) (2019)
8. The impact of an insider and short-selling on bubble formation in experimental financial market
   Journal of International Financial Markets, Institutions and Money, 2019, 60, (C), 211-230 View citations (6)

2017

9. Shanghai-Hong Kong Stock Connect: An analysis of Chinese partial stock market liberalization impact on the local and foreign markets
   Journal of International Financial Markets, Institutions and Money, 2017, 50, (C), 182-203 View citations (36)

2016

10. Overnight interbank markets and the determination of the interbank rate: A selective survey
    International Review of Financial Analysis, 2016, 44, (C), 149-161 View citations (10)

2014

11. Country factors in stock returns: reconsidering the basic method
    Applied Financial Economics, 2014, 24, (13), 871-888 View citations (3)
12. Cross-border sentiment: an empirical analysis on EU stock markets
    Applied Financial Economics, 2014, 24, (4), 259-290 View citations (18)

2012

13. Industry and country factors in emerging market returns: Did the Asian crisis make a difference?
    Emerging Markets Review, 2012, 13, (4), 559-580 View citations (10)

2011

14. Determinants of cross-sectional stock return variations in emerging markets
    Empirical Economics, 2011, 41, (1), 81-102 View citations (3)

2010

15. International diversification strategies: Revisited from the risk perspective
    Journal of Banking & Finance, 2010, 34, (1), 236-245 View citations (41)

2008

16. The euro: Did the markets cheer or jeer?
    Journal of Policy Modeling, 2008, 30, (3), 431-446 View citations (3)

Chapters

2021

1. Kenyas interbank market liquidity access: an insight from network topology
   Chapter 8 in Inclusive Financial Development, 2021, pp 134-169 View citations (1)