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Lottery preference and stock market return : Chinese evidence using daily and provincial data

Zhang, Tingting; Song, Mengyao; Li, Kaixin; Liu, Zhifeng - In: Applied economics letters 28 (2021) 18, pp. 1582-1588

Persistent link: https://www.econbiz.de/10012626640

The role of anchoring on investors' gambling preference : evidence from China

Wang, Zhuo; Wang, Ziyue; Wu, Ke - In: Pacific-Basin finance journal 80 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014463280

Culture imprint and gambling preference : evidence from individual investors' trading in the Chinese stock market

Hao, Jing; Wang, Ziqiao; Zhang, Xiaotao; He, Feng; … - In: Emerging markets review 60 (2024), pp. 1-22

Persistent link: https://www.econbiz.de/10014533625

Lottery preference, short-sale constraint, and the salience effect : evidence from China

Liu, Chang; Sun, Peng; Zhu, Dongming - In: Economic modelling 125 (2023), pp. 1-25

Persistent link: https://www.econbiz.de/10014463537

The gambling preference and stock price : evidence from China's stock market

Zhu, Hong-bing; Zhang, Bing; Yang, Li-hua - In: Emerging markets review 49 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013272814

Do Investors Buy Lotteries in China's Stock Market?

Liang, Yu - 2016

paper investigates characteristics of lottery-type stocks and individuals' gambling preference in China's stock market … features in China's stock market. Further, we find that individual investors exhibit a stronger gambling preference in the bull …Motivated by existing evidence of individual investors' gambling preference in U.S. stock market (Kumar, 2009), this …

Persistent link: https://www.econbiz.de/10012994139

Is there a relationship between participation in gambling activities and participation in high-risk stock trading?

Arthur, Jennifer N.; Delfabbro, Paul H.; Williams, Robert J. - In: The journal of gambling business and economics 9 (2015) 3, pp. 34-53

Persistent link: https://www.econbiz.de/10011537088

The role of arbitrage risk in the MAX effect : evidence from the Korean stock market

Goh, Jihoon; Kim, Donghoon - In: Journal of derivatives and quantitative studies 32 (2024) 2, pp. 159-180

In this study, we investigate what drives the MAX effect in the South Korean stock market. We find that the MAX effect is significant only for overpriced stocks categorized by the composite mispricing index. Our results suggest that investors' demand for the lottery and the arbitrage risk effect...

Persistent link: https://www.econbiz.de/10015055029

Unexpected housing wealth appreciation and stock market participation

Kong, Dongmin; Cheng, Yawen; Liu, Shasha - In: Journal of housing economics 52 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10013274489

Number of brothers, risk sharing, and stock market participation

Niu, Geng; Wang, Qi; Li, Han; Zhou, Yang - In: Journal of banking & finance 113 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012226097

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