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Hedge funds and equity prices

Jiao, Yawen - In: Review of finance : journal of the European Finance … 17 (2013) 3, pp. 1141-1177

Persistent link: https://www.econbiz.de/10009754854

Mutual fund herding in response to hedge fund herding and the impacts on stock prices

Jiao, Yawen; Ye, Pengfei - In: Journal of banking & finance 49 (2014), pp. 131-148

Persistent link: https://www.econbiz.de/10010508058

Investor Preference and Stock Price Underreaction : Evidence from Post Earnings Announcement Drift

Jiao, Yawen - 2020

This paper shows investors' lottery preference can attenuate price underreaction to extreme good earnings news. Such news reaffirms investors' preference for stocks with strong ex ante lottery-like features, thereby accelerating price adjustments. We find that PEAD attenuates for stocks with...

Persistent link: https://www.econbiz.de/10012856036

Investor Competition over Information and Stock Returns

Jiao, Yawen - 2015

Drawing upon recent research on the governance effect of information competition among informed investors, we hypothesize a cross-sectional variation in future stock returns that is conditional on information competition. Measuring competition using the concentration of institutional ownership,...

Persistent link: https://www.econbiz.de/10013033414

Estimating the dynamics of mutual fund alphas and betas

Mamaysky, Harry; Spiegel, Matthew; Zhang, Hong - In: The review of financial studies 21 (2008) 1, pp. 233-264

Persistent link: https://www.econbiz.de/10003716154

Three essays on asset pricing anomalies, investor overreaction, and mutual fund performance

Zhang, Hong - 2004

Persistent link: https://www.econbiz.de/10003551684

Mutual fund risk and market share-adjusted fund flows

Spiegel, Matthew; Zhang, Hong - In: Journal of financial economics 108 (2013) 2, pp. 506-528

Persistent link: https://www.econbiz.de/10009749327

Momentum effect and contrarian effect in China's A-share market, under registration-based system

Huang, Wenli; Zhou, Fengbo; Yu, Chenkang; Hu, Yue; … - In: Pacific-Basin finance journal 81 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014501264

Disposition matters : volume, volatility, and price impact of a behavioral bias

Goetzmann, William N.; Massa, Massimo - In: The journal of trading 3 (2008) 2, pp. 68-90

Persistent link: https://www.econbiz.de/10003758921

Idiosyncratic volatility and product market competition

Gaspar, José-Miguel; Massa, Massimo - In: The journal of business : B 79 (2006) 6, pp. 3125-3152

Persistent link: https://www.econbiz.de/10003420889