Browsing by Author "Corbet, Shaen"

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The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets

Corbet, Shaen; Hou, Yang (Greg); Hu, Yang; Oxley, Les (Elsevier, 2022)

In this paper, we investigate both constant and time-varying hedge ratios in terms of the effectiveness of CSI300 index futures during the COVID-19 crisis. Using naïve, OLS and EC/ROLS strategies to estimate constant hedge ...
We Reddit in a Forum: The influence of Message Boards on firm stability

Corbet, Shaen; Hou, Yang (Greg); Hu, Yang; Oxley, Les (Now, 2022)

The use of messaging boards to instigate coordinated manipulation of stock prices is not a novel phenomenon. However, the growing breadth and sophistication of social media, the widespread availability of technological ...

Shaen Corbet has 3 co-authors in Research Commons.

Co-authors for Shaen Corbet