Details about Lv Dayong, Sr.

Access statistics for papers by Lv Dayong, Sr..

Last updated 2025-04-24. Update your information in the RePEc Author Service.

Short-id: pda638

Journal Articles

2025

1. ETF ownership and stock price crash risk: evidence from China
   Applied Economics Letters, 2025, 32, (6), 757-762 View citations (1)
2. Enhanced judicial independence and bond credit spreads: Evidence from the establishment of circuit courts
   Research in International Business and Finance, 2025, 79, (C)
3. Going Green: Effect of green bond issuance on corporate debt financing costs
   The North American Journal of Economics and Finance, 2025, 75, (PA) View citations (12)
4. Green Bond Investment, Redemption Risk, and Fund Performance: Evidence From Chinese Bond Mutual Funds
   International Review of Finance, 2025, 25, (4)
5. Quote Limits Rule and Stock Market Efficiency: Evidence From a Regression Discontinuity Design
   International Review of Finance, 2025, 25, (4)

2024

6. Forecasting exchange rate volatility: is economic policy uncertainty better?
   Applied Economics, 2024, 56, (13), 1526-1544 View citations (4)
7. High-speed rail and local government financing cost: Evidence from China
   Economic Modelling, 2024, 131, (C) View citations (1)

2023

8. Aggregate Investor Sentiment and Time-Varying Price Discovery: Evidence from the Options Market
   Economic Analysis Letters, 2023, 2, (2), 1-6
9. Effect of high-speed rail on entrepreneurial activities: Evidence from China
   Socio-Economic Planning Sciences, 2023, 87, (PA) View citations (5)
10. Research on FinTech Talent Evaluation Index System and Recruitment Strategy: Evidence From Shanghai in China
    SAGE Open, 2023, 13, (4), 21582440231212256 View citations (1)
11. Role of OTC options in stock price efficiency: Evidence from the Chinese market
    Accounting and Finance, 2023, 63, (4), 4629-4655 View citations (1)

2022

12. Market stabilization fund and stock price crash risk: Evidence from the post-crash period
    Journal of Economic Dynamics and Control, 2022, 139, (C) View citations (5)
13. Transportation infrastructure and bond issuance credit spread: Evidence from the Chinese high-speed rail construction
    International Review of Economics & Finance, 2022, 82, (C), 30-47 View citations (15)
14. Why do bank‐affiliated mutual funds perform better in China?
    Accounting and Finance, 2022, 62, (5), 4755-4782

2021

15. Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis
    Chaos, Solitons & Fractals, 2021, 153, (P1) View citations (9)
16. Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis
    Physica A: Statistical Mechanics and its Applications, 2021, 565, (C) View citations (2)
17. Stock price manipulation, short-sale constraints, and breadth-return relationship
    Pacific-Basin Finance Journal, 2021, 67, (C) View citations (6)

2020

18. A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China
    Economic Modelling, 2020, 88, (C), 47-58 View citations (20)
19. Margin trading and price efficiency: information content or price‐adjustment speed?
    Accounting and Finance, 2020, 60, (3), 2889-2918 View citations (3)

2019

20. Are margin traders informed?
    Accounting and Finance, 2019, 59, (5), 3105-3131 View citations (3)
21. Margin-trading volatility and stock price crash risk
    Pacific-Basin Finance Journal, 2019, 56, (C), 179-196 View citations (9)
22. The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test
    Physica A: Statistical Mechanics and its Applications, 2019, 534, (C)

2018

23. Asymmetric effect of margin-trading activities on price crashes: evidence from Chinese stock market
    Applied Economics Letters, 2018, 25, (13), 900-904 View citations (1)
24. Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 243-256 View citations (15)
25. SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 1009-1022 View citations (10)