F Lai
Dados Biográficos
| ID | 33771 |
|---|---|
| NOME | F Lai |
| PRENOMES | F |
| SOBRENOME | Lai |
| ASSINATURA | LAI F |
| AFILIAÇÕES | Yunnan University of Finance And Economics |
| ORCID | 0000-0002-2274-8605 |
| VERIFICADO | Sim |
| TOTAL DE OBRAS | 3 |
| TOTAL DE CITAÇÕES | 1 |
| OBRAS COMO AUTOR | 3 |
| OBRAS COMO EDITOR | 0 |
| PRIMEIRO ANO DE PUBLICAÇÃO | 2021 |
| ANO MAIS RECENTE DE PUBLICAÇÃO | 2024 |
| ÍNDICE H | 1 |
How Foreign Institutional Investors’ Ownership Affects Stock Liquidity? Evidence from China
Our paper investigates how qualified foreign institutional investors (QFII) impact stock liquidity in the Chinese A-share market using data for 2005 to 2019. Contrary to previous findings, we find that QFII enhance stock liquidity. Specifically, QFII’s participation is negatively associated with the individual stock illiquidity and positively related to stock trading volume. Moreover, using a step-by-step procedure, we provide evidence that QFII …
Do Mutual Funds’ Exposure to Financial Stress Predict Their Future Returns? Evidence From China
How macroeconomic risk affects asset prices is an important issue in the academic and industrial fields. This paper measures Chinese financial stress (CFSI) by constructing a new index, and empirically verifies the pricing relationship between financial stress and Chinese mutual fund returns. First, we use eight source variables, which are the driving forces of financial market risk and financial stability, from bank, security, and foreign exchan…
Effects of Financial Market Information on Firms' Productivity Under Operating Pressure and Financial Constraints
Many studies have examined the impact of economic fundamentals on the financial market, but few have explored how financial market information affects the real economy. In this paper, we examine the effects of stock price informativeness on firms' total factor productivity (TFP) using panel data of Chinese listed manufacturing firms over the period 2007 to 2017. Specifically, we use stock price nonsynchronicity to measure stock price informativen…
Effects of Financial Market Information on Firms' Productivity Under Operating Pressure and Financial Constraints
Many studies have examined the impact of economic fundamentals on the financial market, but few have explored how financial market information affects the real economy. In this paper, we examine the effects of stock price informativeness on firms' total factor productivity (TFP) using panel data of Chinese listed manufacturing firms over the period 2007 to 2017. Specifically, we use stock price nonsynchronicity to measure stock price informativen…
Do Mutual Funds’ Exposure to Financial Stress Predict Their Future Returns? Evidence From China
How macroeconomic risk affects asset prices is an important issue in the academic and industrial fields. This paper measures Chinese financial stress (CFSI) by constructing a new index, and empirically verifies the pricing relationship between financial stress and Chinese mutual fund returns. First, we use eight source variables, which are the driving forces of financial market risk and financial stability, from bank, security, and foreign exchan…
Effects of Financial Market Information on Firms' Productivity Under Operating Pressure and Financial Constraints
Many studies have examined the impact of economic fundamentals on the financial market, but few have explored how financial market information affects the real economy. In this paper, we examine the effects of stock price informativeness on firms' total factor productivity (TFP) using panel data of Chinese listed manufacturing firms over the period 2007 to 2017. Specifically, we use stock price nonsynchronicity to measure stock price informativen…
How Foreign Institutional Investors’ Ownership Affects Stock Liquidity? Evidence from China
Our paper investigates how qualified foreign institutional investors (QFII) impact stock liquidity in the Chinese A-share market using data for 2005 to 2019. Contrary to previous findings, we find that QFII enhance stock liquidity. Specifically, QFII’s participation is negatively associated with the individual stock illiquidity and positively related to stock trading volume. Moreover, using a step-by-step procedure, we provide evidence that QFII …
Business (3 obras) · Economics (3 obras) · Finance (3 obras) · Financial Markets and Investment Strategies (3 obras) · Monetary economics (3 obras) · China (2 obras) · Corporate Finance and Governance (2 obras) · Econometrics (2 obras) · Financial economics (2 obras) · Financial market (2 obras)