Pacific-Basin Finance Journal最新文献

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Fintech, systemic risk and bank performance: Based on the perspective of systemic-risk-adjusted performance 金融科技、系统性风险与银行绩效：基于系统风险调整绩效的视角

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-22 DOI: 10.1016/j.pacfin.2025.103006

Yangjingzhuo Liu , Daoping Wang , Xiaoyun Fan

Banks need to strike a balance between risk and performance when adopting FinTech. Drawing on data from China's banking sector, this paper investigates how FinTech development influences banks' systemic risk and systemic-risk-adjusted performance. The results show that FinTech development alters banks' credit allocation and leverage levels, increases their risk-taking behavior, thereby amplifying systemic risk. Moreover, the systemic risk associated with FinTech differs across bank types. Specifically, systemic risk stemming from FinTech is more pronounced in state-owned large banks and joint-stock commercial banks than in city and rural commercial banks. This may be attributed to the greater implicit government guarantees enjoyed by the former, which can give rise to moral hazard. To further explore the motivations behind banks' adoption of FinTech, we examine how FinTech affects liquidity management and systemic-risk-adjusted performance. We propose a novel metric for measuring systemic-risk-adjusted performance and demonstrate that, despite the increase in systemic risk, FinTech development generates substantial economic benefits. Further analysis reveals that traditional macroprudential regulatory tools have failed to resist and defuse systemic risks associated with FinTech, even yielding outcomes contrary to policy objectives. In contrast, the regulatory sandbox—a novel approach to FinTech regulation—demonstrates greater effectiveness in managing these risks. Additionally, reducing market competition can help mitigate FinTech-related systemic risks.

银行在采用金融科技时需要在风险和绩效之间取得平衡。本文利用中国银行业的数据，研究金融科技的发展如何影响银行的系统性风险和经系统风险调整后的绩效。结果表明，金融科技的发展改变了银行的信贷配置和杠杆水平，增加了银行的风险承担行为，从而放大了系统性风险。此外，与金融科技相关的系统性风险因银行类型而异。具体而言，金融科技引发的系统性风险在国有大型银行和股份制商业银行中比在城市和农村商业银行中更为明显。这可能归因于前者享有更多的隐性政府担保，这可能会引发道德风险。为了进一步探讨银行采用金融科技背后的动机，我们研究了金融科技如何影响流动性管理和系统风险调整后的绩效。我们提出了一个衡量系统风险调整后绩效的新指标，并证明尽管系统风险增加，金融科技发展仍能产生可观的经济效益。进一步分析表明，传统的宏观审慎监管工具未能抵御和化解与金融科技相关的系统性风险，甚至产生了与政策目标相反的结果。相比之下，监管沙盒——一种金融科技监管的新方法——在管理这些风险方面表现出更大的有效性。此外，减少市场竞争有助于减轻金融科技相关的系统性风险。

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引用次数: 0

Market-based reforms in share issuance and stock price crash risk: Evidence from China 股票发行市场化改革与股价崩盘风险：来自中国的证据

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-19 DOI: 10.1016/j.pacfin.2025.103005

Chen Wu , Kedi Wang

This paper investigates how China's registration-based IPO reform affects incumbents' firm-specific stock price crash risk. A difference-in-differences analysis shows a significant decline in stock price crash risk, driven by disclosure competition and information spillovers that enhance transparency and external monitoring. The effects are stronger among privately owned, younger, and poorly governed firms. Departing from studies on rising stock market concentration in developed economies, this study reveals how declining concentration in China improves market stability. The findings underscore the role of IPO regulation in promoting transparency and investor protection, offering policy insights for emerging markets.

本文研究了中国IPO注册制改革对现有企业股价崩盘风险的影响。一项异中之差分析显示，在披露竞争和信息溢出的推动下，股价崩盘风险显著下降，这些因素增强了透明度和外部监督。这种影响在私营的、年轻的、管理不善的公司中更为强烈。本研究从发达经济体股票市场集中度上升的研究出发，揭示了中国股票市场集中度下降如何提高市场稳定性。研究结果强调了IPO监管在提高透明度和保护投资者方面的作用，为新兴市场提供了政策见解。

引用次数: 0

Information diffusion through weighted positive causal networks: Evidence from pair-based trading strategy in China 加权正因果网络中的信息扩散：来自中国配对交易策略的证据

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-14 DOI: 10.1016/j.pacfin.2025.103002

Hui Bu , Huanghao Chen , Wenjin Tang , Jerome Yen , Erya Zheng

This study develops a novel weighted positive causal network (WPCN) approach to analyze directional information flow and causal return comovement in stock markets. Building on Granger causality tests, the proposed method distinguishes positive lead-lag relationships—reflecting differences in information diffusion speed—from negative ones that capture heterogeneous responses to shared information. Using daily data for the CSI 1000 constituents from 2019 to 2023, we construct positive causal networks and evaluate their predictive power through a pair-based trading strategy. Empirical results show that the positive causal network effectively identifies stable positive lead-lag relationships among small- and mid-cap stocks in China. Trading strategies based on the WPCN achieve higher winning rates and cumulative returns than those relying on unweighted causal networks, particularly for strongly positive causal linkage stock pairs. These findings highlight the economic significance of causal linkages in return comovement and provide new evidence on the dynamics of information transmission in China's small- and mid-cap stock market.

本文提出了一种新的加权正因果网络方法来分析股票市场的定向信息流和因果回报运动。在格兰杰因果检验的基础上，提出的方法区分了积极的领先-滞后关系（反映信息传播速度的差异）和消极的领先-滞后关系（反映对共享信息的异质反应）。利用2019年至2023年沪深1000成分股的日常数据，我们构建了正因果网络，并通过基于配对的交易策略评估了它们的预测能力。实证结果表明，正因果网络有效识别了中国中小市值股之间稳定的正领先滞后关系。基于WPCN的交易策略比那些依赖于未加权因果网络的交易策略获得更高的胜率和累积回报，特别是对于强正因果联系的股票对。这些发现突出了收益变动因果关系的经济意义，并为中国中小市值股票市场的信息传递动态提供了新的证据。

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引用次数: 0

Government-guided funds and the rise of corporate AI: Evidence from China 政府引导的基金和企业人工智能的崛起：来自中国的证据

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-14 DOI: 10.1016/j.pacfin.2025.103004

Junwei Lu , He Gao , Laifeng Yang , Zhangxin (Frank) Liu

We investigate how Government-Guided Funds (GGFs) influence corporate artificial intelligence (AI) development in China. Using panel data for Chinese A-share listed firms from 2012 to 2023, we find that GGFs significantly promote AI advancement through three complementary mechanisms: resource empowerment, signalling certification, and facilitation of firms' integration into platform ecosystems. This effect remains robust across multiple empirical tests. The positive impact of GGFs is stronger among firms facing more intense market competition, in regions with higher levels of intellectual property protection, and in areas where governments place greater policy emphasis on AI. Further analyses show that GGFs do not crowd out non-AI innovation; instead, they generate an innovation diffusion effect. By advancing firms' AI capabilities, GGFs contribute to employment growth, workforce upgrading, and higher labour income shares, highlighting their dual role in promoting technological innovation and improving social welfare.

我们研究了政府引导基金（ggf）如何影响中国企业人工智能（AI）的发展。利用2012 - 2023年中国a股上市公司的面板数据，我们发现ggf通过资源赋能、信号认证和促进公司融入平台生态系统这三种互补机制显著促进了人工智能的发展。这种效应在多个实证测试中仍然很强大。在面临更激烈市场竞争的企业、知识产权保护水平较高的地区以及政府在政策上更重视人工智能的地区，ggf的积极影响更大。进一步分析表明，ggf不会排挤非人工智能创新；相反，它们产生了创新扩散效应。通过提高企业的人工智能能力，ggf有助于就业增长、劳动力升级和更高的劳动收入份额，突出了它们在促进技术创新和改善社会福利方面的双重作用。

引用次数: 0

Asset pricing and a tale of night and day: Evidence from Taiwan 资产定价与昼夜故事：来自台湾的证据

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-13 DOI: 10.1016/j.pacfin.2025.103003

Hui-Wen Chang , Shiang-Ting Tseng , Nien-Tzu Yang

Hendershott et al. (2020) propose that investors' risk attitude varies toward intraday and overnight periods, effectuating a positive relation between market beta and stock returns overnight, that is reversed significantly during daytime trading sessions. Leveraging Taiwan stock market's important features of high retail investors' trading and non-trading regulation during overnight sessions, we hypothesize that the opposite beta–return relationship between intraday and overnight periods is prevalent in this market. Our comprehensive analyses confirm this prediction. Furthermore, we establish the overcorrection argument based on daytime reversals as a plausible explanation for the divergent beta–return relationship. Finally, we explore other pricing factors to understand whether and how they are priced and robustly evince that the value, profitability, and investment factors are priced overnight, while the size factor is priced during daytime sessions.

Hendershott et al.（2020）提出，投资者的风险态度在日内和隔夜时段有所不同，导致市场贝塔系数与隔夜股票收益呈正相关，而在日间交易时段则显著逆转。利用台湾股票市场的重要特征，即高散户投资者的交易和非交易监管在隔夜交易时段，我们假设在这个市场中，日内和隔夜时段之间普遍存在相反的贝塔回报关系。我们的综合分析证实了这一预测。此外，我们建立了基于日间反转的过校正论证，作为发散β -回归关系的合理解释。最后，我们探讨了其他定价因素，以了解它们是否以及如何定价，并有力地证明了价值、盈利能力和投资因素是在隔夜定价的，而规模因素是在日间定价的。

引用次数: 0

Cybersecurity legislation and corporate AI adoption: Evidence from China—A pre-registered report 网络安全立法和企业人工智能采用：来自中国的证据——预注册报告

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-13 DOI: 10.1016/j.pacfin.2025.103001

Zhuoyan Lao, Yimeng Guan

This pre-registered report tries to investigate whether and how cybersecurity legislation affects corporate AI adoption. Drawing on textual analysis to construct firm-level AI adoption measures, we are going to use the implementation of the Cybersecurity Law as a quasi-natural experiment and conduct a difference-in-differences (DID) analysis. We further explore potential mechanisms, including cost driven channel, risk mitigation channel, and managerial adaptation channel. We also assess heterogeneity across firm characteristics and regional law enforcement. This study contributes to the emerging literature on the institutional determinants of AI adoption and offers new insights into how data governance frameworks shape firm-level technology decisions in emerging economies.

这份预注册报告试图调查网络安全立法是否以及如何影响企业人工智能的采用。通过文本分析来构建企业层面的人工智能采用措施，我们将把《网络安全法》的实施作为准自然实验，并进行差异中差异（DID）分析。我们进一步探讨了潜在的机制，包括成本驱动渠道、风险缓解渠道和管理适应渠道。我们还评估了企业特征和地区执法之间的异质性。本研究对人工智能采用的制度决定因素的新兴文献做出了贡献，并为数据治理框架如何在新兴经济体中塑造公司层面的技术决策提供了新的见解。

引用次数: 0

Irrational cognition in the stock market 股票市场的非理性认知

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-13 DOI: 10.1016/j.pacfin.2025.103000

Jun Xie , Shuoyue Shi , Bin Gao

This study establishes irrational cognition (IC)—a novel composite index capturing representativeness, anchoring, availability, and framing biases by employing a bottom-up approach—as a robust predictor of cross-sectional stock returns in China. The findings demonstrate that higher IC stocks exhibit statistically significantly lower future returns, with this predictive power persisting over intermediate horizons and surviving rigorous controls for established firm characteristics and asset pricing factors. Decomposition analyses reveal that IC's predictive power stems primarily from historical persistence information (entrenched mispricing from cognitive bias recurrence) and unique information (cognitive distortion immediately triggered in noisy information environments). The IC index advances behavioral finance by providing an extensible, theory-grounded tool to quantify aggregate cognitive distortions as systematic drivers of exploitable anomalies orthogonal to classical risk factors.

本研究建立了非理性认知（IC）作为中国横截面股票收益的稳健预测因子，这是一种采用自下而上方法捕获代表性、锚定性、可用性和框架偏差的新型综合指数。研究结果表明，较高的集成电路股票在统计上显示出较低的未来回报，这种预测能力在中间阶段持续存在，并在对既定公司特征和资产定价因素的严格控制中幸存下来。分解分析表明，集成电路的预测能力主要来自历史持久性信息（认知偏差复发造成的根深蒂固的错误定价）和独特信息（在嘈杂的信息环境中立即引发的认知扭曲）。IC指数通过提供一个可扩展的、基于理论的工具来量化总体认知扭曲，将其作为与经典风险因素正交的可利用异常的系统驱动因素，从而推动了行为金融学的发展。

引用次数: 0

Clustering-augmented reversal strategy improves return performance: Evidence from Chinese stock market 聚类增强反转策略提高收益绩效：来自中国股市的证据

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-13 DOI: 10.1016/j.pacfin.2025.102996

Weilin Jiao, Xu Zheng

This paper proposes a novel clustering-augmented reversal strategy that employs the unsupervised K-means algorithm to group stocks before constructing contrarian portfolios. This strategy consistently outperforms the standard reversal approach in the Chinese stock market, generating significant monthly long-short returns. The performance gains are primarily driven by short positions, while long positions remain insignificant. Notably, technical characteristics prove more effective than fundamental characteristics in clustering stocks, largely due to the retail-dominated structure of the A-share market. Clustering proves crucial, contributing approximately 20 %–45 % of the total portfolio returns. Analysis of return quantile transition distributions further confirms that reversals are more pronounced among past winners than among losers. Finally, risk-adjusted regressions reveal that the long-short portfolios generate significantly positive alphas while exhibiting no significant loadings on risk factors, underscoring a risk-offsetting mechanism within clusters.

本文提出了一种新的聚类增强反转策略，该策略采用无监督k均值算法在构建反向投资组合之前对股票进行分组。这种策略在中国股市的表现一直优于标准的反转策略，每月产生可观的多空回报。业绩增长主要是由空头头寸驱动的，而多头头寸仍然微不足道。值得注意的是，技术特征在集群股中比基本面特征更有效，这在很大程度上是由于a股市场的散户主导结构。聚类被证明是至关重要的，贡献了大约20% - 45%的总投资组合回报。对收益分位数过渡分布的分析进一步证实，在过去的赢家中，逆转比在输家中更为明显。最后，经风险调整后的回归分析显示，多空组合产生显著的正alpha，而对风险因素没有显著的负荷，强调了集群内部的风险抵消机制。

引用次数: 0

Fintech business and shadow banking practices 金融科技业务和影子银行业务

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-13 DOI: 10.1016/j.pacfin.2025.102999

Chenchen Shi , Lei Xu , Bin Li , Ruiqing Cao

Through a proprietary dataset of listed non-financial firms on the Shanghai and Shenzhen Stock Exchanges, we establish a negative link between financial technology (Fintech) business and shadow banking practices (SBPs). Such a link is more pronounced among firms with better access to financial resources, or higher participation in financial activities, and those in regions of higher level of intelligent transformation. We also find that enhanced information transparency, investment efficiency, and internal control underlie the link. In addition, Fintech business may help lower firms' stock price crash risk and improve their total factor productivity (TFP). Our findings remain robust after various tests.

通过在上海和深圳证券交易所上市的非金融公司的专有数据集，我们建立了金融科技（Fintech）业务与影子银行业务（sbp）之间的负相关关系。这种联系在金融资源获取条件较好或金融活动参与度较高的企业和智能转型水平较高的地区更为明显。我们还发现，增强的信息透明度、投资效率和内部控制是这种联系的基础。此外，金融科技业务可能有助于降低公司的股价崩溃风险，提高其全要素生产率（TFP）。经过各种测试，我们的发现仍然是可靠的。

引用次数: 0

Only the connected survive: Common ownership and corporate resilience 只有有联系的人才能生存：共同所有权和企业弹性

IF 5.3 2区经济学 Q1 BUSINESS, FINANCE

Pacific-Basin Finance Journal

Pub Date : 2025-11-12 DOI: 10.1016/j.pacfin.2025.102997

Rongrong Yao , Min Xiao , Ling Lin , Xiaoying Zhang

We find that common ownership (investors holding stocks in competing firms) enhances corporate resilience to COVID-19, using a sample of Chinese listed firms over the period surrounding the COVID-19 outbreak. The positive impact of common ownership on resilience is stronger for firms facing severer agency problems, greater financing difficulties, and weaker stakeholder coordination. Common owners improve corporate governance and better align stakeholder interests in the firms they own. Consequently, these firms exhibit higher managerial risk-taking, greater employee efficiency, and more trade credit financing from suppliers compared to firms without common ownership. Additionally, we find that common ownership is linked to a lower likelihood of financial distress and bankruptcy. Collectively, we provide novel evidence of how common owners influence corporate resilience in the aftermath of crises and benefit the companies they own.

我们发现共同所有权（投资者持有竞争公司的股票）增强了公司对COVID-19的抵御能力，使用了COVID-19爆发期间中国上市公司的样本。当企业面临更严重的代理问题、更大的融资困难和更弱的利益相关者协调时，共同所有权对弹性的积极影响更强。普通股所有者改善了公司治理，更好地协调了他们所拥有公司的利益相关者的利益。因此，与非公有制企业相比，这些企业表现出更高的管理风险，更高的员工效率和更多的供应商贸易信贷融资。此外，我们发现共同所有权与较低的财务困境和破产可能性有关。总的来说，我们提供了新的证据，证明普通股所有者如何在危机后影响企业的弹性，并使其拥有的公司受益。

引用次数: 0

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Pacific-Basin Finance Journal

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