Details about Baochen Yang

Access statistics for papers by Baochen Yang.

Last updated 2022-08-24. Update your information in the RePEc Author Service.

Short-id: pya655

Journal Articles

2022

1. Corporate Bond Pricing Model with Interaction between Liquidity and Credit Risk
   Complexity, 2022, 2022, 1-15
2. Financing anomaly, mispricing and cross-sectional return predictability
   International Review of Economics & Finance, 2022, 79, (C), 579-598
3. Liquidity, Credit Risk, and Their Interaction on the Spreads in China’s Corporate Bond Market
   Discrete Dynamics in Nature and Society, 2022, 2022, 1-19
4. Macro Factors and Bond Returns in China
   Emerging Markets Finance and Trade, 2022, 58, (7), 1871-1882 View citations (1)
5. Oil price uncertainty, corporate governance and firm performance
   International Review of Economics & Finance, 2022, 80, (C), 469-487 View citations (9)
6. The commodity futures' historical basis in trading strategy and portfolio investment
   Energy Economics, 2022, 105, (C) View citations (1)

2021

7. Pricing Corporate Bonds with Credit Risk, Liquidity Risk, and Their Correlation
   Discrete Dynamics in Nature and Society, 2021, 2021, 1-14
8. Stock return predictability: Evidence from moving averages of trading volume
   Pacific-Basin Finance Journal, 2021, 65, (C) View citations (12)
9. The Determinants of the Nondefaultable Spreads of Corporate Bonds: Evidence from China
   Discrete Dynamics in Nature and Society, 2021, 2021, 1-21 View citations (1)
10. Value at risk, mispricing and expected returns
    International Review of Financial Analysis, 2021, 78, (C) View citations (4)

2020

11. Fingerprint Liveness Detection Based on Fine-Grained Feature Fusion for Intelligent Devices
    Mathematics, 2020, 8, (4), 1-14
12. Technical trading index, return predictability and idiosyncratic volatility
    International Review of Economics & Finance, 2020, 69, (C), 879-900 View citations (5)
13. The financialization of Chinese commodity markets
    Finance Research Letters, 2020, 34, (C) View citations (18)

2019

14. Is informational inefficiency priced in stock markets? A comparison between the U.S. and Chinese cases
    Pacific-Basin Finance Journal, 2019, 55, (C), 222-238 View citations (6)

2018

15. How Will Policies of China’s CO 2 ETS Affect its Carbon Price: Evidence from Chinese Pilot Regions
    Sustainability, 2018, 10, (3), 1-26 View citations (11)

2017

16. The Allocation of Carbon Intensity Reduction Target by 2020 among Industrial Sectors in China
    Sustainability, 2017, 9, (1), 1-19 View citations (19)