Jinkai Zhang

University of Strathclyde

100 Cathedral Street

Glasgow G4 0LN

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

158

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (3)

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 75 (391,388)

Abstract:

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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

Number of pages: 39 Posted: 24 May 2019 Last Revised: 01 Sep 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 49 (482,290)
Citation 1

Abstract:

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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 34 (552,946)

Abstract:

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