Between 2010 and 2017, Chinese investors used an investor interactive platform (IIP) to ask
public companies around 2.5 million questions, the vast majority of which received a reply …

This study examines the contemporaneous transmission mechanism across the G20 stock
market returns employing a novel R 2 connectedness framework which combines the …

In the dynamically evolving global environment, enterprises grapple with an intricate web of
social, environmental, and technological changes that demand heightened environmental …

We conduct a comprehensive study on momentum spillovers in the Chinese stock market
using various types of economic linkages, with particular attention to momentum spillover via …

We provide strong empirical evidence for time-series predictability of the intraday return on
the aggregate market portfolio by exploiting lagged high-frequency cross-sectional returns …

We investigate the lead–lag relation in the cross‐section of commodity returns. We estimate
dynamic and directional networks for 32 commodities and then construct a new predictor …

Local-thinking bias, wherein agents overreact to information that comes readily to mind, is a
prominent finding in cognitive psychology. In this study, we investigate local-thinking bias in …

Economic theory suggests production complementarity is an important driver of sectoral co-
movements and business cycle fluctuations. We operationalize this concept by develo** a …

We propose a new predictor—the innovation in the daily return minimum in the US stock
market (Δ MIN US)—for predicting international stock market returns. Using monthly data for …

Economic theory suggests that production complementarity is an important driver of sectoral
co-movements and business cycle fluctuations. We operationalize this concept using a …