Add to ORKGPredicting stock market crashes is a focus of interest for both researchers and practitioners. Several prediction models have been developed, mostly for use on mature financial markets. In this paper, we investigate whether traditional crash predictors, the price-to-earnings ratio, the Cyclically Adjusted Price-to-Earnings ratio and the Bond-Stock Earnings Yield Differential model, predicts crashes for the Shanghai Stock Exchange Composite Index and the Shenzhen Stock Exchange Composite Inde
This study examines the predictability of the Shanghai Composite, Shenzhen Composite and the Hang Se...
This paper examines volatility and skewness spillover between the Chinese stock index and index futu...
This paper examines volatility and skewness spillover between the Chinese stock index and index futu...
Predicting stock market crashes is a focus of interest for both researchers and practitioners. Sever...
This article investigates how fundamental crash prediction models perform in mainland China’s fast-g...
This article investigates how fundamental crash prediction models perform in mainland China’s fast-g...
In this paper, we extend the literature on crash prediction models in three main respects. First, we...
peer-reviewedThis study examines the predictability of the Shanghai Composite, Shenzhen Composite an...
peer-reviewedThis thesis is concerned with the predictability of equity market performance in China ...
This thesis is concerned with the predictability of equity market performance in China while account...
This paper examines time-varying price discovery of the Chinese stock index futures market during a ...
We provide a historical perspective focusing on Ziemba's experiences and research on the bond-stock ...
This paper examines time-varying price discovery of the Chinese stock index futures market during a ...
This work aims to predict financial market crashes inseveral emerging countries. For this purpose, t...
This study examines the predictability of the Shanghai Composite, Shenzhen Composite and the Hang Se...
This study examines the predictability of the Shanghai Composite, Shenzhen Composite and the Hang Se...
This paper examines volatility and skewness spillover between the Chinese stock index and index futu...
This paper examines volatility and skewness spillover between the Chinese stock index and index futu...
Predicting stock market crashes is a focus of interest for both researchers and practitioners. Sever...
This article investigates how fundamental crash prediction models perform in mainland China’s fast-g...
This article investigates how fundamental crash prediction models perform in mainland China’s fast-g...
In this paper, we extend the literature on crash prediction models in three main respects. First, we...
peer-reviewedThis study examines the predictability of the Shanghai Composite, Shenzhen Composite an...
peer-reviewedThis thesis is concerned with the predictability of equity market performance in China ...
This thesis is concerned with the predictability of equity market performance in China while account...
This paper examines time-varying price discovery of the Chinese stock index futures market during a ...
We provide a historical perspective focusing on Ziemba's experiences and research on the bond-stock ...
This paper examines time-varying price discovery of the Chinese stock index futures market during a ...
This work aims to predict financial market crashes inseveral emerging countries. For this purpose, t...
This study examines the predictability of the Shanghai Composite, Shenzhen Composite and the Hang Se...
This study examines the predictability of the Shanghai Composite, Shenzhen Composite and the Hang Se...
This paper examines volatility and skewness spillover between the Chinese stock index and index futu...
This paper examines volatility and skewness spillover between the Chinese stock index and index futu...