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Baidu index and predictability of Chinese stock returns

Shen, Dehua; Zhang, Yongjie; Xiong, Xiong; Zhang, Wei - In: Financial innovation : FIN 3 (2017) 4, pp. 1-8

A number of studies have investigated the predictability of Chinese stock returns with economic variables. Given the newly emerged dataset from the Internet, this paper investigates whether the Baidu Index can be employed to predict Chinese stock returns. The empirical results show that 1) the...

Persistent link: https://www.econbiz.de/10011661635

Investor sentiment and the return rate of P2P lending platform

Zhang, Wei; Zhao, Yingxiu; Wang, Pengfei; Shen, Dehua - In: Asia Pacific financial markets 27 (2020) 1, pp. 97-113

Persistent link: https://www.econbiz.de/10012222380

Intraday momentum in Chinese commodity futures markets

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Research in international business and finance 54 (2020), pp. 1-17

Persistent link: https://www.econbiz.de/10012581368

MAX momentum in cryptocurrency markets

Li, Yi; Urquhart, Andrew; Wang, Pengfei; Zhang, Wei - In: International review of financial analysis 77 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012806335

Stay-at-home stocks versus go-outside stocks : the impacts of COVID-19 on the Chinese stock market

Shen, Dehua; Zhang, Wei - In: Asia Pacific financial markets 28 (2021) 2, pp. 305-318

Persistent link: https://www.econbiz.de/10012542751

Bond intraday momentum

Zhang, Wei; Wang, Pengfei; Li, Yi - In: Journal of behavioral and experimental finance 31 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10012815421

Social media effect, investor recognition and the cross-section of stock returns

Meng, Xiangtong; Zhang, Wei; Li, Youwei; Cao, Xing; Feng, Xu - In: International review of financial analysis 67 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012299199

Asymmetry of retail investors attention and asymmetric volatility : evidence from China

Chen, Shuning; Zhang, Wei; Feng, Xu; Xiong, Xiong - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483350

Behavioural heterogeneity and equity premium volatility in China

Zhou, Zhong-Qiang; Huang, Ping; Fu, Desheng; Zhang, Wei - In: Applied economics letters 29 (2022) 15, pp. 1399-1404

Persistent link: https://www.econbiz.de/10013412190