Table of contents
The influence of the market power of Chinese commercial banks on efficiency and stability
Xiangning Wang, Xianming Zeng, Zhiyang ZhangThe purpose of this paper is to estimate the cost and profit efficiency (PE) of Chinese commercial banks in the last ten years and investigate how market power affects bank…
Heterogeneous dividend preferences of Chinese individual and institutional investors : Evidence from categorized daily share holding data
Xin Chen, Lin Tang, Haiou HuThe purpose of this paper is to examine preferences of Chinese individual and institutional investors to cash dividends and stock dividends. Using categorized daily holding…
The price of correlation risk: evidence from Chinese stock market
Yiwen Deng, Chen Liu, Zhenlong Zheng– The purpose of this paper is to study how the market correlation changes in Chinese stock market and how the market correlation affects stock returns.
Multi-period investment decision problem based on time consistent generalized convex risk measure and extremum scenarios
Li Yang, Zhiping Chen, Qianhui HuTo help investors find an investment policy with strong competitiveness, the purpose of this paper is to construct a multi-period investment decision model with practicality and…
Measuring systemic financial risk and analyzing influential factors: an extreme value approach
Yan Wang, Shoudong Chen, Xiu ZhangThe purpose of this paper is to measure a single financial institution's contribution to systemic risk by using extremal quantile regression and analyzing the influential factors…
ISSN:
2044-1398Online date, start – end:
2011Copyright Holder:
Emerald Publishing LimitedOpen Access:
hybridEditors:
- Professor Chongfeng Wu
- Professor Haitao Li