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The state of the market and the contrarian strategy : evidence from China's stock market

Chen, Qiwei; Jiang, Ying; Li, Yuan - In: Journal of Chinese economic and business studies 10 (2012) 1, pp. 89-108

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Do intraday data contain more information for volatility forecasting? : evidence from the Chinese commodity futures market

Jiang, Ying; Liu, Xiaoquan; Ye, Wuyi - In: Applied economics letters 22 (2015) 1/3, pp. 218-222

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Controlled currency regime and pricing of exchange rate risk : evidence from China

Hua, Xiuping; Huang, Wei; Jiang, Ying - In: Journal of accounting, auditing & finance : JAAF 37 (2022) 1, pp. 39-76

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Contrarian strategy and herding behaviour in the Chinese stock market

Chen, Qiwei; Hua, Xiuping; Jiang, Ying - In: The European journal of finance 24 (2018) 16, pp. 1552-1568

Persistent link: https://www.econbiz.de/10012259076

Volatility forecasting in the Chinese commodity futures market with intraday data

Jiang, Ying; Ahmed, Shamim; Liu, Xiaoquan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1123-1173

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Investor attention, aggregate limit-hits, and stock returns

Cai, Haidong; Jiang, Ying; Liu, Xiaoquan - In: International review of financial analysis 83 (2022), pp. 1-22

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When do they trade? : heterogeneous investors in China

Qiu, Jiayan; Huang, Wei; Jiang, Ying - In: Finance research letters 54 (2023), pp. 1-8

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Disagreement, Speculation, and the Idiosyncratic Volatility

Jiang, Ying; Pan, Jiening; Wang, Jianqiu; Wu, Ke - 2021

We propose that speculative trading arising from the joint effect of investor disagreement and short-sale constraints plays an important role in explaining the idiosyncratic volatility (IVOL) puzzle, the correlation among IVOL, market beta and trading volume, and the co-movement of IVOL....

Persistent link: https://www.econbiz.de/10013234143

Do antidumping measures affect Chinese export-related firms?

Hua, Xiuping; Jiang, Ying; Sun, Qian; Xing, Xinyi - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 871-900

Persistent link: https://www.econbiz.de/10012171744

Investor attention shocks and stock co-movement : substitution or reinforcement?

Hu, Yitong; Li, Xiao; Goodell, John W.; Shen, Dehua - In: International review of financial analysis 73 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012803443