• Publications
  • Influence
Price and Volume Effects of Changes in MSCI indices – Nature and Causes
Using changes in the MSCI Standard Country Indices for 29 countries between 1998 and 2001, we document that stock returns and volumes exhibit "index effects" in international markets similar to thoseExpand
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Extreme downside risk and expected stock returns
We propose a measure for extreme downside risk (EDR) to investigate whether bearing such a risk is rewarded by higher expected stock returns. By constructing an EDR proxy with the left tail index inExpand
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Logistics and economic development: Experience from China
Based on the most updated available data on Chinese logistics and economy, we use the dynamic structural model to test the relationship between logistics development and economic growth in both theExpand
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Another Look at Idiosyncratic Volatility and Expected Returns
We conduct comprehensive analyses of the return characteristics of stock portfolios sorted by idiosyncratic volatility. We show that the relationship between idiosyncratic volatility and expectedExpand
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Good Practice in Sustainable Tourism Developing a Measurement System by Providing a Model Assessment Procedure
There are many good practice examples in sustainable tourism, but the difficulty is how they can be transparently measured, monitored and disseminated. The study aims to develop a measurement systemExpand
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Towards Detecting the Crowd Involved in Social Events
TLDR
We propose a computational approach using a machine learning method to model psychological crowds, contributing to the better understanding of human activity patterns under events. Expand
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Subsidized overexpansion of Chinese firms
Abstract This paper examines the economic consequences of public subsidies to listed firms in China. It reveals that public subsidies can significantly increase the chance of firm overinvestment.Expand
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The Empirical Study of Expansive Learning of College Students Basing on the Expansive Teaching Experiment
Basing on the expansive learning theory and the changing laboratory, the study designed and implemented the expansive teaching experiment to explore the application model of expansive learning in theExpand
Evaluation Method on Geological Deposit Potential Value
It is related to the realization of the benefit of state-owned resources and the long retainable development of the country to evaluate the mining property rights to improve the using rate of theExpand
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