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Dr Jian Chen's Outputs (4)

Investor clientele and intraday patterns in the cross section of stock returns (2024)
Journal Article
Chen, J., Haboub, A., Khan, A., & Mahmud, S. (2024). Investor clientele and intraday patterns in the cross section of stock returns. Review of Quantitative Finance and Accounting, https://doi.org/10.1007/s11156-024-01319-8

This paper examines the existence of a well documented (Heston et al. in J Finance 65:1369–1407) (hereafter HKS 2010) intraday momentum pattern in the cross section of stock returns for three previously un-examined markets outside the US—UK, China an... Read More about Investor clientele and intraday patterns in the cross section of stock returns.

Limits of arbitrage and their impact on market efficiency: Evidence from China (2023)
Journal Article
Chen, J., Haboub, A., & Khan, A. (2024). Limits of arbitrage and their impact on market efficiency: Evidence from China. Global Finance Journal, 59, Article 100916. https://doi.org/10.1016/j.gfj.2023.100916

This paper examines the impact of limits of arbitrage (LOA) on market efficiency by considering a large sample of Chinese stocks. Intraday market efficiency is measured using two widely used measures: the intraday return predictability measure and th... Read More about Limits of arbitrage and their impact on market efficiency: Evidence from China.

Foreign investment, corporate governance and performance in the Chinese listed A Share companies (2017)
Journal Article
Beatson, S. A., & Chen, J. (2018). Foreign investment, corporate governance and performance in the Chinese listed A Share companies. Journal of Chinese Economic and Business Studies, 16(1), 59-93. https://doi.org/10.1080/14765284.2017.1346931

We present a novel lens on the presence and impact of qualified foreign institutional investors (QFII) in top shareholdings of the non-financial domestically listed Chinese ‘A’ share firms. The initial results suggest that the presence of a QFII as a... Read More about Foreign investment, corporate governance and performance in the Chinese listed A Share companies.

Introduction to China’s new normal economy (2017)
Journal Article
Zhang, J., & Chen, J. (in press). Introduction to China’s new normal economy. Journal of Chinese Economic and Business Studies, 15(1), https://doi.org/10.1080/14765284.2017.1289454

China’s economic reform has been successful, making it become a major economic power. Largely relied on low-cost investment, cheap and abundant labour and use of natural resources to support growth, China has faced a number of challenges including hi... Read More about Introduction to China’s new normal economy.