Similar Search Results

A critique of momentum strategies

Gao, Yang; Leung, Henry; Satchell, Stephen - In: The journal of asset management 19 (2018) 5, pp. 341-350

Persistent link: https://www.econbiz.de/10011942569

Impact of short selling restrictions on informed momentum trading : Australian evidence

Gao, Yang; Leung, Henry - In: Pacific-Basin finance journal 45 (2017), pp. 103-115

Persistent link: https://www.econbiz.de/10011800846

Investor sentiment and stock price jumps : a network analysis based on China's carbon-neutral sectors

Gao, Yang; Zhao, Chengjie - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014485225

Short selling, informational efficiency, and extreme stock price adjustment

Fan, Yi; Gao, Yang - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1009-1028

Persistent link: https://www.econbiz.de/10014446541

Modelling demand for ESG

Ahmed, Muhammad Farid; Gao, Yang; Satchell, Stephen - 2020 - This version: 05/10/2020

Persistent link: https://www.econbiz.de/10013206103

Effects of investor sentiment on stock volatility : new evidences from multi-source data in China's green stock markets

Gao, Yang; Zhao, Chengjie; Sun, Bianxia; Zhao, Wandi - In: Financial innovation : FIN 8 (2022), pp. 1-30

The effect of investor sentiment on stock volatility is a highly attractive research question in both the academic field and the real financial industry. With the proposal of China's "dual carbon" target, green stocks have gradually become an essential branch of Chinese stock markets. Focusing...

Persistent link: https://www.econbiz.de/10013368470

Investor sentiment and stock returns : new evidence from Chinese carbon-neutral stock markets based on multi-source data

Gao, Yang; Zhao, Chengjie; Wang, Yaojun - In: International review of economics & finance : IREF 92 (2024), pp. 438-450

Persistent link: https://www.econbiz.de/10014534919