Similar Search Results

The prospect capital asset pricing model : theory and empirics

Gao, Xiang; Koedijk, Kees; Montone, Maurizio; Wang, Zhan - 2023

Persistent link: https://www.econbiz.de/10013557115

Institutional Investor Sentiment and Aggregate Stock Returns

Gao, Xiang - 2020

This paper examines the equity market return predictability of institutional investor sentiment, in comparison to individual investor sentiment. Our findings suggest that institutional traders are informed, and that their sentiment helps tilting stock prices towards the intrinsic value. This is...

Persistent link: https://www.econbiz.de/10012834251

Relative investor sentiment measurement

Gao, Xiang; Walther, Thomas; Wang, Zhan - 2022

Persistent link: https://www.econbiz.de/10013273504

Forecasting European stock volatility : the role of the UK

Gao, Jun; Gao, Xiang; Gu, Chen - In: International review of financial analysis 89 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014464832

Limited attention and post-earnings announcement drift : evidence from China’s stock market

Chen, Qian; Gao, Xiang; Liu, Gangchen - In: International journal of economics and financial issues … 11 (2021) 1, pp. 1-17

Persistent link: https://www.econbiz.de/10012436845

Detecting prudence and temperance in risk exposure : the hybrid variance framework

Gao, Jun; Gao, Xiang; Liu, Xiaoli; Wang, Zhan - In: Journal of risk 24 (2022) 5, pp. 75-88

Persistent link: https://www.econbiz.de/10014546352

LASSO-based high-frequency return predictors for profitable Bitcoin investment

Huang, Weige; Gao, Xiang - In: Applied economics letters 29 (2022) 12, pp. 1079-1083

Persistent link: https://www.econbiz.de/10013412041

Relative investor sentiment measurement

Gao, Xiang; Koedijk, Kees; Walther, Thomas; Wang, Zhan - 2022

Persistent link: https://www.econbiz.de/10013260213