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Impact of leveraged ETF trading on the market quality of component stocks

Li, Mingsheng; Zhao, Xin - In: The North American journal of economics and finance : a … 28 (2014), pp. 90-108

Persistent link: https://www.econbiz.de/10010461174

Are the best of the best better than the rest? : the effect of multiple rankings on company value

Filbeck, Greg; Gorman, Raymond Francis; Zhao, Xin - In: Review of quantitative finance and accounting 41 (2013) 4, pp. 695-722

Persistent link: https://www.econbiz.de/10010246390

Cross-autocorrelation in the New Zealand stock market

Choi, Daniel F. S.; Zhao, Xin - In: Applied financial economics 17 (2007) 1/3, pp. 215-219

Persistent link: https://www.econbiz.de/10003427058

Information disclosure and market quality : the effect of SEC Rule 605 on trading costs

Zhao, Xin; Chung, Kee H. - In: Journal of financial and quantitative analysis : JFQA 42 (2007) 3, pp. 657-682

Persistent link: https://www.econbiz.de/10003527795

Beta momentum strategy after extreme market movements

Zhao, Xin; Li, Mingsheng; Liu, Liuling - In: Investment management and financial innovations 15 (2018) 3, pp. 97-110

Persistent link: https://www.econbiz.de/10012055518

Asymmetric reactions of China's stock market to short-term interest rates

Fang, Fang; Dong, Weijia; Lv, Xin - In: International journal of economics and finance 8 (2016) 5, pp. 260-270

Persistent link: https://www.econbiz.de/10011487610

The asymmetric effects of official interest rate changes on China's stock market during different market regimes

Lv, Xin; Dong, Weijia; Fang, Fang - In: Emerging markets finance & trade : a journal of the … 51 (2015) 4, pp. 826-841

Persistent link: https://www.econbiz.de/10011404621

The overseas listing puzzle : post-IPO performance of Chinese stocks and ADRs in the US market

Luo, Yongli; Fang, Fang; Esqueda, Omar A. - In: Journal of multinational financial management 22 (2012) 5, pp. 193-211

Persistent link: https://www.econbiz.de/10009714754

The Overseas Listing Puzzle : Post-IPO Performance of Chinese Stocks and ADRs in the U.S. Market

Luo, Yongli - 2014

The “China concepts stock” in the U.S. has attracted a great deal of attention among international investors due to the fast growth in Chinese economy. This paper examines the aftermarket performance and the motivations to list in the U.S. for Chinese firms over 1993-2010 by considering the...

Persistent link: https://www.econbiz.de/10013065928

Impact of Leveraged ETF Trading on the Market Quality of Component Stocks

Li, Mingsheng - 2016

We investigate the effect of leveraged ETF trading on the trading activity and market quality of their component stocks. The results show that both quoted and effective spreads of component stocks increase about 0.2 to 3.0 basis points after the inception of leveraged ETFs, while other liquidity...

Persistent link: https://www.econbiz.de/10012986900