Jinkai Zhang

University of Strathclyde

100 Cathedral Street

Glasgow G4 0LN

United Kingdom

  • University of Strathclyde

SCHOLARLY PAPERS

3

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Scholarly Papers (3)

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1.

The Idiosyncratic Risk in Chinese Stock Market

Number of pages: 36 Posted: 24 Jun 2019
Julia Darby, Hai Zhang and Jinkai Zhang
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, Strathclyde Business School and University of Strathclyde
Downloads 112 (415,839)
Citation 1

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Volatility decomposition; Regime-switching, Volatility dynamics, Idiosyncratic volatility, Institutional trading behavior

2.

Institutional Trading in Volatile Markets: Evidence from Chinese Stock Markets

Julia Darby, Hai Zhang, Jinkai Zhang, Institutional trading in volatile markets: Evidence from Chinese stock markets, Pacific-Basin Finance Journal, Volume 65, 2021, 101484, ISSN 0927-538X, https://doi.org/10.1016/j.pacfin.2020.101484.
Number of pages: 39 Posted: 24 May 2019 Last Revised: 28 Oct 2021
Julia Darby, Hai Zhang and Jinkai Zhang
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics, Strathclyde Business School and University of Strathclyde
Downloads 83 (507,025)

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Extreme market swings, Price limit, Cash flow, Institutional trading behavior

3.

The information environment in China's stock market: new evidence from a volatility persistence perspective

Number of pages: 47 Posted: 23 Jan 2020 Last Revised: 28 Oct 2020
Julia Darby and Jinkai Zhang
University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Strathclyde
Downloads 60 (604,915)

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information environment; volatility persistence; ownership structure; analyst coverage; institutional ownership