Narrow search
Showing 1 - 10 of 136
Cover Image
Liquidity risk and expected returns in China’s stock market : A multidimensional liquidity approach
Dong, Liang; Yu, Bo; Qin, Zhenjiang; Lam, Keith - In: Research in international business and finance 69 (2024), pp. 1-26
Persistent link: https://www.econbiz.de/10015052394
Cover Image
Value premium and technical analysis: Evidence from the China stock market
Lam, Keith; Dong, Liang; Yu, Bo - In: Economies 7 (2019) 3, pp. 1-21
We find value premium in the Chinese stock market using a conventional buy-and-hold approach which longs the portfolio with the highest BM ratio and shorts the one with the lowest BM ratio. Based on the finding, we test a new strategy by combining the value premium effect and technical analysis....
Persistent link: https://www.econbiz.de/10013199604
Cover Image
Value premium and technical analysis : evidence from the China stock market
Lam, Keith; Dong, Liang; Yu, Bo - In: Economies : open access journal 7 (2019) 3/92, pp. 1-21
We find value premium in the Chinese stock market using a conventional buy-and-hold approach which longs the portfolio with the highest BM ratio and shorts the one with the lowest BM ratio. Based on the finding, we test a new strategy by combining the value premium effect and technical analysis....
Persistent link: https://www.econbiz.de/10012132022
Cover Image
China vs. U.S. : is co-skewness risk priced differently?
Dong, Liang; Kot, Hung Wan; Lam, Keith; Yu, Bo - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 5, pp. 1333-1353
Persistent link: https://www.econbiz.de/10013415488
Cover Image
Essays on heterogeneous beliefs, public information, and asset pricing
Qin, Zhenjiang - 2012
Persistent link: https://www.econbiz.de/10009717405
Cover Image
Speculations in option markets enhance allocation efficiency with heterogeneous beliefs and learning
Qin, Zhenjiang - In: Journal of banking & finance 37 (2013) 12, pp. 4675-4694
Persistent link: https://www.econbiz.de/10010341611
Cover Image
Continuous trading dynamically effectively complete market with heterogeneous beliefs
Qin, Zhenjiang - 2012
Persistent link: https://www.econbiz.de/10009537605
Cover Image
Heterogeneous beliefs, public information, and option markets
Qin, Zhenjiang - 2012
Persistent link: https://www.econbiz.de/10009537607
Cover Image
Information and heterogeneous beliefs : cost of capital, trading volume, and investor welfare
Christensen, Peter Ove; Qin, Zhenjiang - In: The accounting review : a publication of the American … 89 (2014) 1, pp. 209-242
Persistent link: https://www.econbiz.de/10010256773
Cover Image
Authentic leadership, traditionally, and interactional justice in the Chinese context
Li, Fangjun; Yu, Kuo Frank; Yang, Jixia; Qin, Zhenjiang; … - In: Management and organization review : MOR ; the journal … 10 (2014) 2, pp. 249-273
Persistent link: https://www.econbiz.de/10010417602