China Finance Review International

2011 - 2024

Current editor(s): Professor Chongfeng Wu and Professor Haitao Li

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Volume 7, issue 4, 2017

Systematic risk and deposit insurance pricing pp. 390-406

Yaojie Zhang and Benshan Shi

Short-sale prohibitions, firm characteristics and stock returns: evidence from Chinese market pp. 407-428

Rui Li, Jiahui Li and Jinjian Yuan

Empirical patterns of time value decay in options pp. 429-449

Ryan McKeon

Do investor’s Big Five personality traits influence the association between information acquisition and stock trading behavior? pp. 450-477

Muhammad Zubair Tauni, Zia-ur-Rehman Rao, Hongxing Fang, Sultan Sikandar Mirza, Zulfiqar Ali Memon and Khalil Jebran

Bank competition, government intervention and SME debt financing pp. 478-492

Jianhua Du, Chao Bian and Christopher Gan

Volume 7, issue 3, 2017

Pairs trading with commodity futures: evidence from the Chinese market pp. 274-294

Yurun Yang, Ahmet Goncu and Athanasios Pantelous

Corruption, financial development and capital structure: evidence from China pp. 295-322

Feng Wei and Yu Kong

Performance analysis of investing in Chinese oil paintings based on a hedonic regression model of price index pp. 323-342

Fang Wang and Xu Zheng

Financial development, ownership and internationalization of firms: evidence from China pp. 343-369

Lishuai Lian and Chao Chen

Impact of FOMC announcement on stock price index in Southeast Asian countries pp. 370-386

Trung Hoang Bao and Cesario Mateus

Volume 7, issue 2, 2017

Estimating liquidity premium of corporate bonds using the spread information in on- and off-the-run Treasury securities pp. 134-162

Haitao Li, Chunchi Wu and Jian Shi

The impact of macroeconomic uncertainty on international commodity prices pp. 163-184

Xiaofen Tan and Yongjiao Ma

Does foreign direct investment promote exports in China? pp. 185-202

Xin Li, Hsu Ling Chang, Chi Wei Su and Yin Dai

Volatility cones and volatility arbitrage strategies – empirical study based on SSE ETF option pp. 203-227

Hong Yu Xin Pan and Jun Song

Forward looking vs backward looking pp. 228-248

Yanyan Gao, Jun Sun and Qin Zhou

The spillover effect between CSI 500 index futures market and the spot market pp. 249-272

Xuejun Fan and Du De

Volume 7, issue 1, 2017

Modeling non-normality using multivariatet: implications for asset pricing pp. 2-32

Raymond Kan and Guofu Zhou

Volatility risk and stock return predictability on global financial crises pp. 33-66

Worawuth Kongsilp and Cesario Mateus

Analyst’s ability, media selection and investor interests: evidence from China pp. 67-84

Yugang Yin and Bin Tan

The performance of China’s stock market price limits: noise mitigator or noise maker? pp. 85-97

Juan Tao, Wu Yingying and Zhang Jingyi

The competition effect of new entry on mutual fund incumbents in China pp. 98-113

Xunan Feng, Jin Xu, Ying Wang and Chunyan Tang

Credit enhancement and bond rating pp. 114-130

Yiming Hu, Ying Yang and Pengfei Han

Volume 6, issue 4, 2016

Securitization of longevity risk – survivor swap perspective pp. 322-341

Xiaopeng Zou, Zihan Ye and Qiuzi Zhang

The impact of the reputation of underwriter and sponsoring representative on IPO underwriting fees pp. 342-366

Chao Chen and Xinrong Wang

Dynamical evolution of trading behavior on anti-coordination game in complex networks pp. 367-379

Yue-tang Bian, Lu Xu, Jin-Sheng Li and Xia-qun Liu

Determinants of different types of bank liquidity: evidence from BRICS countries pp. 380-403

Muhammad Umar and Gang Sun

Double-sided moral hazard, information screening and the optimal contract pp. 404-431

Jin Xue and Yiwen Fei

Volume 6, issue 3, 2016

Stock price synchronicity and stock price crash risk pp. 230-244

Yonghong Jin, Mengya Yan, Yuqin Xi and Chunmei Liu

The performance of the Chinese banking system before and after the WTO entry pp. 245-263

Thanh Nguyen

The dependence structure in volatility between Shanghai and Shenzhen stock market in China pp. 264-283

Mingyuan Guo and Xu Wang

An empirical study on the correlation structure of credit spreads based on the dynamic and pair copula functions pp. 284-303

Changqing Luo, Mengzhen Li and Zisheng Ouyang

The influence of USD/CNY foreign exchange rate, RMB NEER and spatial effects on China’s foreign trade pp. 304-318

Hua Wang and Junjun Zhu

Volume 6, issue 2, 2016

Research on the transmission mechanism between the money market interest rates and the capital market interest rates pp. 110-124

Xiu Zhang, Shoudong Chen and Yang Liu

Aversion of information ambiguity and momentum effect in China’s stock market pp. 125-149

Yuandong Xu

Spillover effect in Asian financial markets: A VAR-structural GARCH analysis pp. 150-176

Yu Wang and Lei Liu

Trade characteristics of foreign direct investment inflows in China pp. 177-207

Xinzhong Li and Seung-Rok Park

Econometric analysis of financial cointegration of least developed countries (LDCs) of Asia and the Pacific pp. 208-227

Vipul Kumar Singh and Faisal Ahmed

Volume 6, issue 1, 2016

Market transaction characteristics and pricing effect of accounting valuation models pp. 2-31

Yiming Hu, Xinmin Tian and Zhiyong Zhu

Research on convertible bond pricing efficiency based on nonparametric fixed effect panel data model pp. 32-55

Honglei Yan, Suigen Yang and Shengmin Zhao

Investor sentiment, property nature and corporate investment efficiency pp. 56-76

Hongbin Huang, Guanghui Jin and Jingnan Chen

Information risk, stock returns, and the cost of capital in China pp. 77-95

Raheel Safdar and Chen Yan

Information updating and the bounce-back effect of stock market returns pp. 96-107

Sainan Huang and Songlin Zeng

Volume 5, issue 4, 2015

Tax enforcement, corporate tax aggressiveness, and cash holdings pp. 339-370

Liangliang Wang

Efficiency of heterogeneity measures: an asset pricing perspective pp. 371-385

Lu Qin and Hongquan Zhu

Dynamic relation of Chinese stock price-volume pre- and post- the Split Share Structure Reform pp. 386-401

Dong-Hua Wang, Nan Qing, Man Lei and Xiaohui Chang

Fitting and forecasting of nonlinear Taylor rule in China pp. 402-420

Guobing Wu, Hao Zhang and Ping Chen

Cross-border M & A and the marketing timing of economic crisis pp. 421-439

Chang Li, Philip Chang, Shanming Li and Xinxiang Shi

Volume 5, issue 3, 2015

Block trading, information asymmetry, and the informativeness of trading pp. 215-235

Ningning Pan and Hongquan Zhu

The employees’ self-interest and the underwriter reputation effects pp. 236-257

Bo Liu and Kemin Wang

Stock dividends policy and liquidity of ex ante announcement pp. 258-276

Zhiqiang Ye, Zhi Zhang and Songlian Tang

The intraday effect of nature disaster and production safety accident announcement based on high-frequency data from China’s stock markets pp. 277-302

Ping Li, Huailin Tang and Jingchi Liao

The moderating effect of bureaucratic quality on the pricing of policy instability pp. 303-334

Swee-Sum Lam and Weina Zhang

Volume 5, issue 2, 2015

Statistical correlation properties of the SHIBOR interbank lending market pp. 91-102

Yong Luo, Jie Xiong, Lie Gang Dong and Yong Tang

Stock returns and volatility dynamics in China pp. 103-131

David G McMillan and Pornsawan Evans

Firm value, spatial knowledge flow, and innovation: evidence from patent citations pp. 132-160

Vigdis Boasson and Emil Boasson

Shareholder protection, creditor rights and bank dividend policies pp. 161-186

Badar Nadeem Ashraf and Changjun Zheng

Monitoring or tunneling by large shareholders: evidence from China private listed companies pp. 187-211

Xiaobao Song

Volume 5, issue 1, 2015

Negative media coverage, law environment and tunneling of controlling shareholder pp. 3-18

Yong Ye, Lei Huang and Ming Li

The correlation between corporate governance and market value: regime or signal? pp. 19-33

Chang Li, Wei Zheng, Philip Chang and Shanmin Li

The relationship between Renminbi’s exchange rate and East Asia currencies before and after the “financial crisis” pp. 34-52

Xiangyun Xu, Songyang Wu and Ye Wu

Why investors use technical analysis? Information discovery versus herding behavior pp. 53-68

Tiandu Wang and Qian Sun

The roles of accounting data in equity valuation: evidence from China pp. 69-87

Tiandong Wang and Tianxi Zhang