Similar Search Results

The impact of numerical superstition on the final digit of stock price

Ke, Wen-Chyan; Chen, Hueiling; Lin, Hsiou-Wei W.; Liu, … - In: The North American journal of economics and finance : a … 39 (2017), pp. 145-157

Persistent link: https://www.econbiz.de/10011878608

Are Chinese stock market cycles duration independent?

Chen, Haiqiang; Chong, Terence Tai-Leung; Li, Zimu - In: The financial review : the official publication of the … 46 (2011) 1, pp. 151-164

Persistent link: https://www.econbiz.de/10008901166

How smooth is price discovery? : evidence from cross-listed stock trading

Chen, Haiqiang; Choi, Paul Moon Sub; Hong, Yongmiao - In: Journal of international money and finance 32 (2013), pp. 668-699

Persistent link: https://www.econbiz.de/10009733481

The Asymmetric Effect of Information Shock on Overnight and Intraday Expected Returns : Evidence from Chinese A-Share Stock Market

Liu, Xiaoqun; Hou, Chenji; Zhu, Shinan; Chen, Haiqiang - 2023

We uncover interesting opposite effects of jumps in stock prices on three kind of stock returns: close-to-close expected return, and its two components, namely overnight and intraday return, when heterogeneous investors are confronted with different types of news during trading hours and...

Persistent link: https://www.econbiz.de/10014355096

Understanding the role of social media sentiment in identifying irrational herding behavior in the stock market

Li, Tong; Chen, Hui; Liu, Wei; Yu, Guang; Yu, Yongtian - In: International review of economics & finance : IREF 87 (2023), pp. 163-179

Persistent link: https://www.econbiz.de/10014471831

How price limit affects the market efficiency in a short-sale constrained market? : evidence from a quasi-natural experiment

Chen, Haiqiang; Gu, Ming; Ni, Bo - In: Journal of empirical finance 73 (2023), pp. 22-39

Persistent link: https://www.econbiz.de/10014476987

COVID-19, various government interventions and stock market performance

Li, Helong; Chen, Huiqiong; Xu, Guanglong; Zhang, Weiguo - In: China finance review international 13 (2023) 4, pp. 621-632

Persistent link: https://www.econbiz.de/10014427930

The asymmetric effect of information shock on overnight and intraday expected returns : evidence from Chinese a-share stock market

Liu, Xiaoqun; Hou, Chenji; Zhu, Shinan; Chen, Haiqiang - In: Pacific-Basin finance journal 83 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10014491102

Does information vault Niagara Falls? : cross-listed trading in New York and Toronto

Chen, Haiqiang; Sub Choi, Paul Moon - In: Journal of empirical finance 19 (2012) 2, pp. 175-199

Persistent link: https://www.econbiz.de/10009615724

The impact of options introduction on the volatility of the underlying equities : evidence from the Chinese stock markets

Arkorful, Gideon Bruce; Chen, Haiqiang; Liu, Xiaoqun; … - In: Quantitative finance 20 (2020) 12, pp. 2015-2024

Persistent link: https://www.econbiz.de/10012313545