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Investor trading behavior, investor sentiment and asset prices
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 34 (2015), pp. 42-62
Persistent link: https://www.econbiz.de/10011539669
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The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang; Yang, Chunpeng - In: Applied economics 49 (2017) 47, pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
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Investor sentiment, information and asset pricing model
Yang, Chunpeng; Li, Jinfang - In: Economic modelling 35 (2013), pp. 436-442
Persistent link: https://www.econbiz.de/10010336779
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Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model
Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972
Persistent link: https://www.econbiz.de/10010399534
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Sentiment approach to negative expected return in the stock market
Yang, Chunpeng; Yan, Wei; Zhang, Rengui - In: Economic modelling 35 (2013), pp. 30-34
Persistent link: https://www.econbiz.de/10010258585
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Individual stock sentiment beta and stock returns
Yang, Chunpeng; Hu, Xiaoyi - In: The North American journal of economics and finance : a … 55 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012667718
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Investor sentiment, investor crowded-trade behavior, and limited arbitrage in the cross section of stock returns
Zhou, Liyun; Yang, Chunpeng - In: Empirical economics : a journal of the Institute for … 59 (2020) 1, pp. 437-460
Persistent link: https://www.econbiz.de/10012253231
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Individual stock cash inflow-outflow imbalance, individual stock investor sentiment and excess returns
Yang, Chunpeng; Yang, Jianlei - In: Emerging markets, finance and trade : EMFT 55 (2019) 12, pp. 2886-2903
Persistent link: https://www.econbiz.de/10012211045
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Individual stock crowded trades, individual stock investor sentiment and excess returns
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 38 (2016), pp. 39-53
Persistent link: https://www.econbiz.de/10011673294
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Investor sentiment and volatility of exchange-traded funds : evidence from China
Yang, Chunpeng; Chi, Jun - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 668-680
Persistent link: https://www.econbiz.de/10014253267