Overnight momentum, informational shocks, and late informed trading in China
Ya Gao, Xing Han, Youwei Li, Xiong Xiong
| Year of publication: |
2019
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|---|---|
| Authors: | Gao, Ya ; Han, Xing ; Li, Youwei ; Xiong, Xiong |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 66.2019, p. 1-15
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| Subject: | Intraday momentum | Late-informed trading | Overnight return | Price jump | China | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Wertpapierhandel | Securities trading | Volatilität | Volatility | Schock | Shock | Anlageverhalten | Behavioural finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.101394 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012208972