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Individual stock crowded trades, individual stock investor sentiment and excess returns
Yang, Chunpeng; Zhou, Liyun - In: The North American journal of economics and finance : a … 38 (2016), pp. 39-53
Persistent link: https://www.econbiz.de/10011673294
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Tobit models with social interactions : complete vs incomplete information
Yang, Chao; Lee, Lung-fei; Qu, Xi - In: Regional science & urban economics 73 (2018), pp. 30-50
Persistent link: https://www.econbiz.de/10012108424
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Integration of behavioral effects from vehicle choice models into long-term energy systems optimization models
Ramea, Kalai; Bunch, David S.; Yang, Christopher; Yeh, Sonia - In: Energy economics 74 (2018), pp. 663-676
Persistent link: https://www.econbiz.de/10011972953
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The cross-section and time-series effects of individual stock sentiment on stock prices
Li, Jinfang; Yang, Chunpeng - In: Applied economics 49 (2017) 47, pp. 4806-4815
Persistent link: https://www.econbiz.de/10011844801
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Option pricing model with sentiment
Yang, Chunpeng; Gao, Bin; Yang, Jianlei - In: Review of derivatives research 19 (2016) 2, pp. 147-164
Persistent link: https://www.econbiz.de/10011927963
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Bounded rationality, anchoring-and-adjustment sentiment, and asset pricing
Liang, Hanchao; Yang, Chunpeng; Zhang, Rengui; Cai, … - In: The North American journal of economics and finance : a … 40 (2017), pp. 85-102
Persistent link: https://www.econbiz.de/10011878792
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Individual stock cash inflow-outflow imbalance, individual stock investor sentiment and excess returns
Yang, Chunpeng; Yang, Jianlei - In: Emerging markets, finance & trade : a journal of the … 55 (2019) 12, pp. 2886-2903
Persistent link: https://www.econbiz.de/10012211045
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Differences in the effects of seller-initiated versus buyer-initiated crowded trades in stock markets
Zhou, Liyun; Yang, Chunpeng - In: Journal of economic interaction and coordination : JEIC 14 (2019) 4, pp. 859-890
Persistent link: https://www.econbiz.de/10012167838
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Breadth of ownership and stock excess returns
Yang, Chunpeng; Hu, Xiaoyi - In: Pacific-Basin finance journal 55 (2019), pp. 259-269
Persistent link: https://www.econbiz.de/10012169534
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Investor trading behavior and sentiment in futures markets
Gao, Bin; Yang, Chunpeng - In: Emerging markets finance & trade : a journal of the … 54 (2018) 1/2/3, pp. 707-720
Persistent link: https://www.econbiz.de/10012123434