Idiosyncratic skewness, gambling preference, and cross-section of stock returns : Evidence from China
Year of publication: |
2019
|
---|---|
Authors: | Yao, Shouyu ; Wang, Chunfeng ; Cui, Xin ; Fang, Zhenming |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 53.2019, p. 464-483
|
Subject: | Chinese stock market | Gambling behavior | Idiosyncratic skewness | Individual investors | Limits of arbitrage | China | Kapitaleinkommen | Capital income | Glücksspiel | Gambling | Anlageverhalten | Behavioural finance | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Arbitrage | Börsenkurs | Share price |
-
Investor attention, aggregate limit-hits, and stock returns
Cai, Haidong, (2022)
-
Do the rich gamble in the stock market? : low risk anomalies and wealthy households
Bali, Turan G., (2023)
-
Hoang Van Hai, (2023)
- More ...
-
MAX is not the max under the interference of daily price limits : evidence from China
Yao, Shouyu, (2021)
-
Does retail investor attention improve stock liquidity? : a dynamic perspective
Cheng, Feiyang, (2021)
-
Raising short-term debt for long-term investment and stock price crash risk : evidence from China
Cheng, Feiyang, (2020)
- More ...