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Investor heterogeneity and momentum-based trading strategies in China

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Persistent link: https://www.econbiz.de/10012803814

Responsible investment in the Chinese stock market

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Loss from the chasing of MAX stocks : evidence from China

Gao, Ya; Han, Xing; Xiong, Xiong - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

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A new attention proxy and order imbalance : evidence from China

Gao, Ya; Xiong, Xiong; Feng, Xu; Li, Youwei; Vigne, … - In: Finance research letters 29 (2019), pp. 411-417

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Signed momentum in the Chinese stock market

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Lottery demand, weather and the cross-section of stock returns

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Investor Heterogeneity and Momentum-based Trading Strategies in China

Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - 2020

The conventional momentum strategy performs poorly overall in China, because stock prices behave very differently when markets are open for trading versus when they are closed. Stocks that are past intraday (overnight) winners persistently outperform those that are past intraday (overnight)...

Persistent link: https://www.econbiz.de/10014352273

News release and the role of different types of investors

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Retail investor attention and firms' idiosyncratic risk : evidence from China

Hao, Jing; Xiong, Xiong - In: International review of financial analysis 74 (2021), pp. 1-13

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When do investors gamble in the stock market?

Gong, Pu; Wen, Zhuzhu; Xiong, Xiong; Gong, Cynthia M. - In: International review of financial analysis 74 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012803966