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Speculative trading and stock prices : evidence from Chinese A-B share premia
Mei, Jianping; Scheinkman, José Alexandre; Xiong, Wei - 2005
Persistent link: https://www.econbiz.de/10002857340
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Speculative Trading and Stock Prices : Evidence from Chinese A-B Share Premia
Mei, Jianping - 2005
examines implications of these theories using a unique data sample from China, a market with stringent short-sales constraints …
Persistent link: https://www.econbiz.de/10012467321
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Hedging or speculation : what can we learn from the volume-return relationship?
Huang, Lin; Zhang, Dayong - In: Emerging markets finance & trade : a journal of the … 51 (2015) 6, pp. 1117-1128
Persistent link: https://www.econbiz.de/10011561233
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Trading Volume, Anomaly Returns and Noise Trader Risk in China
Han, Chunmao - 2022
We document trading volume’s amplification effect on trading friction anomalies in the Chinese market. Unlike the uncertain role in different situations in the U.S. market, trading volume in the Chinese market represents noise trading activity rather than efficiency. At the market level, the...
Persistent link: https://www.econbiz.de/10013492666
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Trading volume, anomaly returns and noise trader risk in China
Han, Chunmao; Zhang, Wei - In: Pacific-Basin finance journal 84 (2024), pp. 1-28
Persistent link: https://www.econbiz.de/10014534538
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Price deregulation and investors’ IPO speculation : evidence from Chinese registration system reform
Tang, Siyuan; Luo, Runmei - In: Research in international business and finance 71 (2024), pp. 1-23
Persistent link: https://www.econbiz.de/10015062530
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In search of concepts : the effects of speculative demand on returns and volume
Ap Gwilym, Owain; Wang, Qingwei; Hasan, Iftekhar; Xie, Ru - 2013
Persistent link: https://www.econbiz.de/10009745640
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Investment strategies used as spectroscopy of financial markets reveal new stylized facts
Zhou, Wei-Xing; Mu, Guo-Hua; Chen, Wei; Sornette, Didier - 2011
financial and economic markets. We study the detailed order flow on the Shenzhen Stock Exchange of China for the whole year of … China, investment performance, illusion of control, trading frequency, arbitrage opportunities …
Persistent link: https://www.econbiz.de/10009273136
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In Search of Concepts : The Effects of Speculative Demand on Returns and Volume
Ap Gwilym, Owain - 2019
Using a novel proxy of investors' speculative demand constructed from online search interest in “concept stocks”, we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous...
Persistent link: https://www.econbiz.de/10012905637
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In Search of Concepts : The Effects of Speculative Demand on Returns and Volume
Ap Gwilym, Owain - 2013
Using a novel proxy of investors' speculative demand constructed from online search interest in “concept stocks”, we examine how speculative demand affects the returns and trading volume of Chinese stock indices. We find that returns and trading volume increase with the contemporaneous...
Persistent link: https://www.econbiz.de/10013079295