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Department of Finance
Liquidity determination, Commonality in liquidity, Emerging markets
Stock Splits; Liquidity; Chinese stock market
mini flash crash, machine learning, high-frequency trading
capital market openness, competition, cross-market arbitrage, bid-ask spread, effective spread, short-term volatility, Shanghai-Hong Kong Stock Connect
FinTech, Alternative Finance, Regulation, Policy, Asia Pacific, P2P Lending, Crowdfunding
Foreign investors; Analyst coverage; Information disclosure; Corporate governance.
key audit matters, corporate innovation, auditors' prudence, investor attention
FinTech, Alternative Finance, Crowdfunding, P2P Lending, Asia Pacific, China, Regulation
Commonality in Liquidity, Asymmetric Information, Size Effects, Chinese Stock Exchange
illiquidity factor, asymmetric information, market collapse
Volatility, Size Effects, Firms, Market
Cryptocurrency, Mimicking Portfolio, DCC-GARCH, Hedging, Sustainable Investment JEL categories: C32
Volatility, Size effects, Firms, Market
trading volume, information asymmetry, PIN, scheduled and unscheduled announcements
Commonality in Liquidity, Chinese Stock Exchange