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Performance comparisons between ETFs and traditional index funds : evidence from China

Wu, Chunying; Xiong, Xiong; Gao, Ya - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819870

Investor heterogeneity and momentum-based trading strategies in China

Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 74 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10012803814

Can the probability of extreme returns be the basis for profitable portfolios? : evidence from China

Fan, Ruixin; Xiong, Xiong; Gao, Ya - In: International review of financial analysis 76 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012804767

Overnight momentum, informational shocks, and late informed trading in China

Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 66 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012208972

Signed momentum in the Chinese stock market

Gao, Ya; Guo, Bin; Xiong, Xiong - In: Pacific-Basin finance journal 68 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10013332780

Do green bonds affect stock returns and corporate environmental performance? : evidence from China

Fan, Ruixin; Xiong, Xiong; Li, Youwei; Gao, Ya - In: Economics letters 232 (2023), pp. 1-3

Persistent link: https://www.econbiz.de/10014462601

Analysts' forecast anchoring and discontinuous market reaction : evidence from China

Fan, Ruixin; Xiong, Xiong; Li, Youwei; Gao, Ya - In: The European journal of finance 30 (2024) 14, pp. 1676-1701

Persistent link: https://www.econbiz.de/10014636600

Property crime and lottery-related anomalies

Gao, Ya; Bradrania, Reza - In: Global finance journal 59 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014545150

Lottery demand, weather and the cross-section of stock returns

Bradrania, Reza; Gao, Ya - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014547440

Overnight Momentum, Informational Shocks, and Late-Informed Trading in China

Gao, Ya - 2019

Based on high-frequency firm-level data, this paper uncovers new empirical patterns on intraday momentum in China. First, there exists a strong intraday momentum effect at the firm level. Second, the intraday predictability stems mainly from the overnight component rather than the opening...

Persistent link: https://www.econbiz.de/10012860498