Search Results - "Liu, Zhangxin (Frank)"

I am a blockchain too: How does the market respond to companies’ interest in blockchain? by Cahill, Daniel, G. Baur, Dirk, (Frank) Liu, Zhangxin, W. Yang, Joey

“…We investigate the price reaction of listed companies in response to blockchain-related announcements. The average abnormal return based on a global sample of…”
Get full text

Bitcoin time-of-day, day-of-week and month-of-year effects in returns and trading volume by Baur, Dirk G., Cahill, Daniel, Godfrey, Keith, (Frank) Liu, Zhangxin

“…•Analysis of time-dependent return and trading volume anomalies of Bitcoin.•No persistent patterns in returns.•Persistent patterns in volume, e.g. lower…”
Get full text

Patents, foreign direct investment and economic growth in Australia, 1860–2010 by Fleming, Grant, Zhangxin (Frank) Liu, Merrett, David, Simon, Ville

“…We examine the long run relationship between innovation and economic development in Australia, using 150 years of data on patenting activity, and aggregate and…”
Get full text

Partial moment volatility indices by Liu, Zhangxin (Frank), O'Neill, Michael J., Smith, Tom

“…Forward‐looking partial moment volatility indices are developed using state‐pricing, called the bear index (BEX) and bull index (BUX). Using S&P 500 index…”
Get full text

Multiple shareholding institutional investors and green governance of heavy‐polluting industries by Lyu, Fengguang, Zhang, Zhiping, Fu, Guangxin, Liu, Zhangxin (Frank), Treepongkaruna, Sirimon

“…Green governance in heavily polluting industries is crucial for achieving sustainable economic growth. By analyzing Chinese A‐share listed companies from these…”
Get full text

Corporate governance and corporate social responsibility: Evidence from directors' and officers' liability insurance by Xia, Hui, Ling, Shixian, Liu, Zhangxin (Frank), Treepongkaruna, Sirimon

“…Theoretical theories underpin the governance effect of directors' and officers' (D&O) liability insurance include agency costs and stakeholder interests…”
Get full text

Financial innovation in the uranium mining sector: analysis of an exchange-traded fund and its impact on trading characteristics of uranium stocks by Bentley, James, Liu, Zhangxin (Frank)

“…Purpose The purpose of this study is to examine the impact of a recent innovation in the uranium market, the Global X Uranium Exchange-Traded Fund (URA), on…”
Get full text

Share pledging and financial constraints in China by Cheng, Zijian, Liu, Zhangxin (Frank), Sun, Yupu

“…We investigate the relationship between the intensity of share pledging activities and the level of financial constraint in publicly listed firms in China. We…”
Get full text

Debt Financing and Labor Employment in China: An Inverted U-Shaped Relationship by Liu, Caixia, Chen, Xuesheng, Cui, Fenghui, Liu, Zhangxin (Frank)

“…This study examines whether debt financing affects firm labor employment. Using Chinese listed companies between 2007 and 2021, we identify an inverted…”
Get full text

Reverse mergers and stock price crash risk: evidence from China by Cheng, Zijian, Liu, Zhangxin (Frank), Xie, Jiaxin

“…Purpose Does the choice of listing process matter in determining a firm's future crash risk? It is understood that the main function of an equity market is to…”
Get full text

The green effects of fund market – analysis based on institutional investors’ preference by Jia, Xiaoxia, Li, Bing, Liu, Zhangxin (Frank), Sun, Cong

“…PurposeAs Chinese stock market develops and grows, mutual fund plays an increasingly important role for strong financial strength and good social resources…”
Get full text

Financial constraints and investment thirst in Chinese reverse merger companies by Cheng, Zijian, Fleming, Grant, Liu, Zhangxin (Frank)

“…Using a hand‐collected data set of Chinese reverse mergers (RM) between 2006 and 2015, we find that financial constraints are more serious and investment…”
Get full text

Short interest and the stock market relation with news sentiment from traditional and social media sources by Chamberlain, Ben, Liu, Zhangxin (Frank), Smales, Lee A.

“…We examine how the stock market relation to news sentiment—from traditional and social media (Twitter) sources—interacts with short selling of stocks. Our…”
Get full text

Managing government commissioning and philanthropic expectations: earnings management in Australian nonprofit disability service providers by Gilchrist, David John, Etheridge, Dane, Liu, Zhangxin (Frank)

“…Purpose The purpose of this study is to investigate the prevalence of earnings management in the Australian not-for-profit (NFP) disability service providers…”
Get full text

Heterogeneous Blockholders and Enterprise Innovation: Evidence From the Mixed-Ownership Reform in China by Xia, Hui, Ling, Shixian, Liu, Zhangxin (Frank)

“…The mixed ownership reform of China is a kind of further partial privatization for the listed state-owned enterprises (SOEs), and an opportunity for…”
Get full text

Underpricing in a developing capital market: Australian equity issuances, 1920–39 by Fleming, Grant, Liu, Zhangxin (Frank), Merrett, David, Ville, Simon

“…Developing capital markets generally lack the regulatory safeguards and rich informational sources that assist investors in judging new equity issues in modern…”
Get full text

Hitting SKEW for SIX by Liu, Zhangxin (Frank), Faff, Robert

“…In this study, we propose “SIX” as a new forward-looking index of negative market skew derived from state-preference pricing. Specifically, SIX is a forecast…”
Get full text

Corporate Financial Portfolio and Distress Risk: Forewarned is Forearmed by Chen, Xuesheng, Liu, Caixia, Liu, Zhangxin (Frank), Huang, Yongkang (Stanley)

“…This paper explores how corporate financial portfolio influences distress risk. We define distress risk as a dummy variable determined by whether firms need…”
Get full text

One session options: Playing the announcement lottery? by Smales, Lee A., Liu, Zhangxin (Frank), Robertson, Cameron D.

“…One session options (OSOs) fulfill the criteria for a lottery‐type asset; a low price coupled with a relatively small probability of a large payoff. We examine…”
Get full text

Cross‐listings and dividend size and stability: evidence from China by Cheng, Zijian, Cullinan, Charles P., Liu, Zhangxin (Frank), Zhang, Junrui

“…We investigate the relationship between cross‐listings and dividend policy. We find that Chinese cross‐listed firms have lower and more stable dividends than…”
Get full text