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Measuring China's stock market sentiment
Li, Jia; Chen, Yun; Shen, Yan; Wang, Jingyi; Huang, Zhuo - 2019
volatility. Finally, we show that trading volume will be higher when textual sentiment is unusually high or low and when there …
Persistent link: https://www.econbiz.de/10012125620
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Strategies on Initial Public Offering of Company Equity at Stock Exchanges in Imperfect Highly Volatile Global Capital Markets with Induced Nonlinearities
Ledenyov, Dimitri - 2015
information absorption capacity by the investors on the IPOs impacts the investor's investment decisions and serves as a pre … investment strategies can only be selected by the investors with the highest information absorption capacity through the decision … making process on the IPO investment choices at the selected stock exchange in the imperfect highly volatile global capital …
Persistent link: https://www.econbiz.de/10013026463
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Equity Issuances, Equity Mutual Fund Flows, and Noise Trader Sentiment
Chiu, Hsin-Hui - 2013
We examine whether equity issuances (IPOs and SEOs) are in part driven by investor sentiment by using equity mutual fund flows to proxy for the rational and/or irrational components of aggregate demand for equity. We find that more firms issue equity when flows are higher and repurchase equity...
Persistent link: https://www.econbiz.de/10013092574
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Equity Issuances, Equity Mutual Fund Flows, and Noise Trader Sentiment
Chiu, Hsin-Hui - 2013
We examine whether equity issuances (IPOs and SEOs) are in part driven by investor sentiment by using equity mutual fund flows to proxy for the rational and/or irrational components of aggregate demand for equity. We find that more firms issue equity when flows are higher and repurchase equity...
Persistent link: https://www.econbiz.de/10013095676
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Noise Momentum Around the World
Cai, Charlie X. - 2014
We argue that arbitrageurs will strategically limit their initial investment in an arbitrage opportunity in …
Persistent link: https://www.econbiz.de/10013051028
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Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T.; Siklos, Pierre L. - 2001
Persistent link: https://www.econbiz.de/10001617689
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Dectecting speculative bubbles in stock prices : a new approach and some evidence for the US
Bohl, Martin T.; Siklos, Pierre L. - 2001
speculative bubbles and/or noise trading behavior. Our empirical findings for the US stock market covering the 1871:1 - 2000 …
Persistent link: https://www.econbiz.de/10010503717
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Noise Trading in Stamm- und Vorzugsaktien
Jaron, Martin - 2009
Persistent link: https://www.econbiz.de/10003861100
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Measuring the jump risk contribution under market microstructure noise : evidence from Chinese stock market
Yu, Chao; Zhao, Xujie - In: Romanian journal of economic forecasting 24 (2021) 1, pp. 32-47
Persistent link: https://www.econbiz.de/10012587109
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Challenges of integrated variance estimation in emerging stock markets
Arnerić, Josip; Matković, Mario - In: Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis … 37 (2019) 2, pp. 713-739
Persistent link: https://www.econbiz.de/10012213665