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Chinese Lunar New Year effect, investor sentiment, and market deregulation

Teng, Chia-Chen; Yang, J. Jimmy - In: Finance research letters 27 (2018), pp. 175-184

Persistent link: https://www.econbiz.de/10012006848

Is the diversification benefit of frontier markets realizable by mean-variance investors? : the evidence of investable funds

Berger, Dave; Pukthuanthong, Kuntara; Yang, J. Jimmy - In: The journal of portfolio management : a publication of … 39 (2013) 4, pp. 36-48

Persistent link: https://www.econbiz.de/10009786071

Aggregate 52-week high, limited attention, and time-varying momentum profits

Hung, Weifeng; Lin, Ching-Ting; Yang, J. Jimmy - In: Journal of banking & finance 141 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10013473060

Crash-based quantitative trading strategies : perspective of behavioral finance

Fang, Yan; Yuan, Jie; Yang, J. Jimmy; Ying, Shangjun - In: Finance research letters 45 (2022), pp. 1-7

Persistent link: https://www.econbiz.de/10014578148

Behavioral finance in Asia

Kim, Kenneth A.; Nofsinger, John R. - In: Pacific-Basin finance journal 16 (2008) 1/2, pp. 1-7

Persistent link: https://www.econbiz.de/10003708807

The behavior of Japanese individual investors during bull and bear markets

Kim, Kenneth A.; Nofsinger, John R. - In: The journal of behavioral finance : a publication of … 8 (2007) 3, pp. 138-153

Persistent link: https://www.econbiz.de/10003575817

Special issue: Behavioral finance in Asia

Kim, Kenneth A. (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003891099

Investor Sentiment and Stock Market Crashes : A Heliobiological Perspective

Teng, Chia-Chen; Wu, Wei‐Shao; Yang, J. Jimmy - 2022

We propose that solar activities are related to investor sentiment and stock market crashes. We find that the number of sunspots is significantly and negatively associated with the frequency and severity of market crashes. Adopting structural equation modeling and using traditional sentiment...

Persistent link: https://www.econbiz.de/10013492251