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Does social media distort price discovery? : evidence from rumor clarifications
Wu, Chunying; Xiong, Xiong; Gao, Ya; Zhang, Jin - In: Research in international business and finance 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014248635
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Loss from the chasing of MAX stocks : evidence from China
Gao, Ya; Han, Xing; Xiong, Xiong - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013188437
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Does ESG certification improve price efficiency in the Chinese stock market?
Wu, Chunying; Xiong, Xiong; Gao, Ya - In: Asia Pacific financial markets 29 (2022) 1, pp. 97-122
Persistent link: https://www.econbiz.de/10013175489
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A new attention proxy and order imbalance : evidence from China
Gao, Ya; Xiong, Xiong; Feng, Xu; Li, Youwei; Vigne, … - In: Finance research letters 29 (2019), pp. 411-417
Persistent link: https://www.econbiz.de/10012420146
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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
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Corporate social responsibility dimensions and stock price crash risk : evidence from the management's self-interest perspective
Wu, Chunying; Xiong, Xiong; Gao, Ya; Meng, J. Ginger - In: Pacific-Basin finance journal 83 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014491184
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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
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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
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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
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Which CSR Dimension Matters in Stock Price Crash Risk? Evidence from China
Wu, Chunying; Xiong, Xiong; Gao, Ya - 2022
This paper examines the influence of CSR performance and its three dimensions on price crash risks. Using a comprehensive sample of A-share stocks from 2011 to 2018, we find that CSR performance significantly mitigates future price crash risks, and this influence is mainly from the governance...
Persistent link: https://www.econbiz.de/10014239634