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The impact of stock names on the expected stock return : a study based on the behavior finance

Song, Shuo; Li, Rui - In: Inventi impact: microfinance & banking (2020) 1, pp. 23-42

Persistent link: https://www.econbiz.de/10012653612

Do short selling and margin buying stabilize the market? : evidence from China

Li, Rui; Yuan, Jinjian - In: Applied economics letters 27 (2020) 16, pp. 1340-1346

Persistent link: https://www.econbiz.de/10012267132

Forecasting realized volatility based on the truncated two-scales realized volatility estimator (TTSRV) : Evidence from China's stock market

Ping, Yuan; Li, Rui - In: Finance research letters 25 (2018), pp. 222-229

Persistent link: https://www.econbiz.de/10012003539

The impact of stock names on the expected stock return : a study based on the behavior finance

Song, Shuo; Li, Rui - In: Journal of mathematical finance 9 (2019) 3, pp. 368-387

Persistent link: https://www.econbiz.de/10012210300

Short-sale prohibitions, firm characteristics and stock returns : evidence from Chinese market

Li, Rui; Li, Jiahui; Yuan, Jinjian - In: China finance review international 7 (2017) 4, pp. 407-428

Persistent link: https://www.econbiz.de/10011797852

Return and volatility spillovers among sector indexes in Shanghai-Shenzhen-Hong Kong stock markets : evidence from the time and frequency domains

Chen, Wei; Li, Rui; Yao, Yinhong - In: Emerging markets, finance & trade : a journal of the … 58 (2022) 13, pp. 3840-3852

Persistent link: https://www.econbiz.de/10013462427

Junk stocks vs quality stocks, a perspective from mood seasonality

Li, Rui; Liu, Ruozhou; Zhang, Zili; Zhao, Xuejun - In: Applied economics letters 30 (2023) 3, pp. 349-354

Persistent link: https://www.econbiz.de/10013553464

Under the Burden : Impact of Social Security Contributions on Stock Market Performance

Zhu, Zhikai; Wang, Xiaoyan; Li, Rui - 2023

We attempt to examine the impact of the social security contributions on firms' market performance in the context of the 2010 Social Security Act. Using a sample of Chinese A-share listed firms, we use a difference-in-difference strategy to identify a causal relationship between the impact of...

Persistent link: https://www.econbiz.de/10014354836

Short-sale constraints and cross-predictability : evidence from Chinese market

Li, Rui; Li, Chenchen; Yuan, Jinjian - In: International review of economics & finance : IREF 80 (2022), pp. 166-176

Persistent link: https://www.econbiz.de/10013341800

Does Noise Trading Affect Stock Liquidity? Empirical Evidence from China

Li, Rui; Wang, Jin; Song, Lujie; Chen, Chunchun - 2023

This paper examine the impact of noise trading on stock liquidity in China. We construct a theoretical model including noise traders, rational traders, and insiders, and test the model using transaction data on individual stocks in the CSI-300 (China-Shanghai-Shenzhen-300-Stock Index) in 2020....

Persistent link: https://www.econbiz.de/10014257441