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The impact of individual investor trading on stock returns

Chen, Zhijuan; Lin, William; Ma, Changfeng; Zheng, Zhenlong - In: Emerging markets finance & trade : a journal of the … 49 (2013), pp. 62-69

Persistent link: https://www.econbiz.de/10010204876

Chinese Institutional Trading, Stock Returns and Earnings Announcements

Chen, Zhijuan - 2014

This paper focuses on Chinese institutional trading and its relation with stock returns. We use the data of institutional ownership of Topview from Shanghai Stock Exchange to get daily order flow of dealers and mutual funds. We first document that their daily order flow is persistent in the...

Persistent link: https://www.econbiz.de/10013059978

Liquidity risk and expected corporate bond returns

Lin, Hai; Wang, Junbo; Wu, Chunchi - In: Journal of financial economics 99 (2011) 3, pp. 628-650

Persistent link: https://www.econbiz.de/10009242273

Further evidence of momentum in corporate bond returns

Lin, Hai; Tao, Xinyuan Stacie; Wang, Junbo; Wu, Chunchi - In: Advances in Pacific Basin business, economics, and finance 8 (2020), pp. 65-97

Persistent link: https://www.econbiz.de/10012601390

Are corporate bond market returns predictable?

Hong, Yongmiao; Lin, Hai; Wu, Chunchi - In: Journal of banking & finance 36 (2012) 8, pp. 2216-2232

Persistent link: https://www.econbiz.de/10009655644

Forecasting corporate bond returns with a large set of predictors : an iterated combination approach

Lin, Hai; Wu, Chunchi; Zhou, Guofu - In: Management science : journal of the Institute for … 64 (2018) 9, pp. 4218-4238

Persistent link: https://www.econbiz.de/10011921514

Information diffusion and the predictability of New Zealand stock market returns

Lin, Hai; Quill, Daniel - In: Accounting and finance : journal of the Accounting … 56 (2016) 3, pp. 749-785

Persistent link: https://www.econbiz.de/10011623097

Predictive information in corporate bond yields

Guo, Xu; Lin, Hai; Wu, Chunchi; Zhou, Guofu - In: Journal of financial markets 59 (2022) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10013346711

The trend premium around the world : evidence from the stock market

Lin, Hai; Liu, Pengfei; Zhang, Cheng - In: International review of finance : the official journal … 23 (2023) 2, pp. 317-358

Persistent link: https://www.econbiz.de/10014326304

Credit spreads, business conditions, and expected corporate bond returns

Lin, Hai; Tao, Xinyuan; Wang, Junbo; Wu, Chunchi - In: Journal of risk and financial management : JRFM 13 (2020) 2/20, pp. 1-34

Using an aggregate credit spread index, we find that it has substantial predictive power for corporate bond returns over short and long horizons. The return predictability is economically and statistically significant and robust to various controls. The credit spread index and its components...

Persistent link: https://www.econbiz.de/10012173990