Do overnight returns explain firm-specific investor sentiment in China?
Year of publication: |
2021
|
---|---|
Authors: | Zhou, Xuemei ; Liu, Qiang ; Guo, Shuxin |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 76.2021, p. 451-477
|
Subject: | Firm-specific sentiment in China | Long-term reversal | Overnight returns | Predictability | Short-term persistence | China | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance |
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