Narrow search
Showing 1 - 10 of 153
Cover Image
A futures pricing model with long-term and short-term traders
Gao, Bin; Xie, Jun; Jia, Yun - In: International review of economics & finance : IREF 64 (2019), pp. 9-28
Persistent link: https://www.econbiz.de/10012322219
Cover Image
Trading strategies : forecasting index futures prices with short-term investor sentiment
Gao, Bin; Liang, Wen-guang; Xu, Zhong-yue; Xie, Jun - In: Emerging markets, finance and trade : EMFT 56 (2020) 13, pp. 3153-3173
Persistent link: https://www.econbiz.de/10012312716
Cover Image
Availability heuristic and expected returns
Xie, Jun; Fang, Yuying; Gao, Bin; Tan, Chunzhi - In: Finance research letters 51 (2023), pp. 1-9
Persistent link: https://www.econbiz.de/10014289154
Cover Image
Availability Heuristic and Expected Returns
Xie, Jun; Fang, Yuying; Gao, Bin; Tan, Chunzhi - 2022
The paper investigates how the availability heuristic of individual stocks affects equity returns, where the availability heuristic is measured by the irrational signal in the fractal dimension. Our evidence support that the availability heuristic can positively predict the short-term expected...
Persistent link: https://www.econbiz.de/10013492043
Cover Image
The impact of carbon risk on the pricing efficiency of the capital market : evidence from a natural experiment in China
Gao, Bin; Zhang, Jinlong; Xie, Jun; Zhang, Wenjie - In: Finance research letters 57 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014526691
Cover Image
Investor sentiment and the financial crisis : a sentiment-based portfolio theory perspective
Xie, Jun; Yang, Chunpeng - In: Applied economics 47 (2015) 7/9, pp. 700-709
Persistent link: https://www.econbiz.de/10010512138
Cover Image
Shouldn't all eggs be putted in one basket? : a portfolio model based on investor sentiment and inertial thinking
Xie, Jun; Yang, Chunpeng - In: Economic modelling 35 (2013), pp. 682-688
Persistent link: https://www.econbiz.de/10010336678
Cover Image
A Bayesian insertion/deletion algorithm for distant protein motif searchin via entropy filtering
Xie, Jun; Li, Ker-chau; Bina, Minou - In: Journal of the American Statistical Association : JASA 99 (2004) 466, pp. 409-420
Persistent link: https://www.econbiz.de/10002095918
Cover Image
Sentiment capital asset cognitive price and empirical evidence from China's stock market
Yan, Wei; Yang, Chunpeng; Xie, Jun - In: Quantitative financial risk management, (pp. 87-93). 2011
Persistent link: https://www.econbiz.de/10009301438
Cover Image
Does the balance of power among block shareholders have impact on top management turnover? : an empirical study of listed firms in China
Xie, Jun; Zeng, Xiaotao - In: China finance review international 1 (2011) 1, pp. 98-113
Persistent link: https://www.econbiz.de/10009625751