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Baidu index and predictability of Chinese stock returns

Shen, Dehua; Zhang, Yongjie; Xiong, Xiong; Zhang, Wei - In: Financial innovation : FIN 3 (2017) 4, pp. 1-8

A number of studies have investigated the predictability of Chinese stock returns with economic variables. Given the newly emerged dataset from the Internet, this paper investigates whether the Baidu Index can be employed to predict Chinese stock returns. The empirical results show that 1) the...

Persistent link: https://www.econbiz.de/10011661635

News release and the role of different types of investors

Ma, Junjun; Xiong, Xiong; Feng, Xu - In: International review of financial analysis 73 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803614

Investor heterogeneity and momentum-based trading strategies in China

Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 74 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012803814

Can overnight return really serve as a proxy for firm-specific investor sentiment? : cross-country evidence

Xiong, Xiong; Meng, Yongqiang; Li, Xiao; Shen, Dehua - In: Journal of international financial markets, … 64 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012495692

Asymmetry of retail investors attention and asymmetric volatility : evidence from China

Chen, Shuning; Zhang, Wei; Feng, Xu; Xiong, Xiong - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483350

Individual investors' dispersion in beliefs and stock returns

Ma, Junjun; Li, Xindan; Lu, Lei; Wu, Wei-xing; Xiong, Xiong - In: Financial management : FM 51 (2022) 3, pp. 929-953

Persistent link: https://www.econbiz.de/10013468473

Intraday return predictability in the cryptocurrency markets : momentum, reversal, or both

Wen, Zhuzhu; Bouri, Elie; Xu, Yahua; Zhao, Yang - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10013534113

Signed momentum in the Chinese stock market

Gao, Ya; Guo, Bin; Xiong, Xiong - In: Pacific-Basin finance journal 68 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013332780

Information shocks and short-term market overreaction : the role of investor attention

Meng, Yongqiang; Li, Xiao; Xiong, Xiong - In: International review of financial analysis 93 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014543572