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Diversification discount, information rents, and internal capital markets

Choe, Chongwoo; Yin, Xiangkang - In: The quarterly review of economics and finance : journal … 49 (2009) 2, pp. 178-196

Persistent link: https://www.econbiz.de/10003852245

A hidden markov model approach to information-based trading : theory and applications

Yin, Xiangkang; Zhao, Jing - In: Journal of applied econometrics 30 (2015) 7, pp. 1210-1234

Persistent link: https://www.econbiz.de/10011431764

When is a firm's information asymmetry priced? : the role of institutional investors

Luong, Hoang Luong; Nguyen Huong Giang; Yin, Xiangkang - In: International review of finance 15 (2015) 1, pp. 55-88

Persistent link: https://www.econbiz.de/10011337037

Takeover rumors : returns and pricing of rumored targets

Chou, Hsin-I; Tian, Gloria Y.; Yin, Xiangkang - In: International review of financial analysis 41 (2015), pp. 13-27

Persistent link: https://www.econbiz.de/10011508539

Does program trading contribute to excess comovement of stock returns?

Li, Mingyi; Yin, Xiangkang; Zhao, Jing - In: Journal of empirical finance 59 (2020), pp. 257-277

Persistent link: https://www.econbiz.de/10012437986

Informed trading around earnings announcements in Australia

Le, Anh; Yin, Xiangkang; Zhao, Jing - In: Pacific-Basin finance journal 58 (2019), pp. 1-20

Persistent link: https://www.econbiz.de/10012231067

Exchange traded funds and stock market volatility

Xu, Liao; Yin, Xiangkang - In: International review of finance 17 (2017) 4, pp. 525-560

Persistent link: https://www.econbiz.de/10011807182

Does ETF trading affect the efficiency of the underlying index?

Xu, Liao; Yin, Xiangkang - In: International review of financial analysis 51 (2017), pp. 82-101

Persistent link: https://www.econbiz.de/10011868664

The capitalization effect of imputation credits on expected stock returns

Le, Anh; Yin, Xiangkang; Zhao, Jing - In: Abacus : a journal of accounting, finance and business … 58 (2022) 3, pp. 523-566

Persistent link: https://www.econbiz.de/10013396052

Rumors of Mergers and Acquisitions : Market Efficiency and Markup Pricing

Chou, Hsin-I - 2011

Rumors can be classified into two types, according to whether they can credibly predict impending events or not. The analysis of takeover rumors of publically traded US companies from 1990 to 2008 shows that these two types of rumors can be statistically distinguished by returns of rumored...

Persistent link: https://www.econbiz.de/10013133068