Cuiping Sun
Biographic Data
| ID | 7544866 |
|---|---|
| NAME | Cuiping Sun |
| GIVEN NAMES | Cuiping |
| FAMILY NAME | Sun |
| SIGNATURE | SUN C |
| AFFILIATIONS | Weifang University of Science and Technology |
| ORCID | 0000-0003-1690-6950 |
| VERIFIED | Yes |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| WORKS AS AUTHOR | 1 |
| WORKS AS EDITOR | 0 |
| FIRST PUBLICATION YEAR | 2023 |
| LATEST PUBLICATION YEAR | 2023 |
| H-INDEX | 0 |
Idiosyncratic volatility and firm-specific news
This study investigates the effect of firm-specific news on the pricing of idiosyncratic volatility (IVOL) in China. Using a sample of non-financial A-share listed firms from January 2006 to June 2018, we find that the predictive ability of IVOL is much weaker around firm announcements compared to that without news, suggesting that the limited arbitrage cannot disentangle the IVOL puzzle completely in the emerging market. Additionally, we investi…
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Idiosyncratic volatility and firm-specific news
This study investigates the effect of firm-specific news on the pricing of idiosyncratic volatility (IVOL) in China. Using a sample of non-financial A-share listed firms from January 2006 to June 2018, we find that the predictive ability of IVOL is much weaker around firm announcements compared to that without news, suggesting that the limited arbitrage cannot disentangle the IVOL puzzle completely in the emerging market. Additionally, we investi…
Business (1 work) · China (1 work) · Chinese market (1 work) · Corporate Finance and Governance (1 work) · Economics (1 work) · Financial economics (1 work) · Financial Markets and Investment Strategies (1 work) · History (1 work) · Market Dynamics and Volatility (1 work) · Monetary economics (1 work)