Short-selling activity and return predictability : evidence from the Chinese stock market
Year of publication: |
2020
|
---|---|
Authors: | Liu, Lanlan ; Luo, Dan ; Zhao, Ningru |
Subject: | Chinese stock market | earnings announcements | return predictability | short selling | Kapitaleinkommen | Capital income | China | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Leerverkauf | Short selling | Ankündigungseffekt | Announcement effect |
-
News sentiment and stock return : evidence from managers' news coverages
Xu, Yongan, (2022)
-
Shorting flows and return predictability in Taiwan
Lin, Chaonan, (2023)
-
Information advantage, short sales, and stock returns : evidence from short selling reform in China
Feng, Xunan, (2016)
- More ...
-
Fear sentiment, uncertainty, and bitcoin price dynamics : the case of COVID-19
Chen, Conghui, (2020)
-
Default risk, state ownership and the cross-section of stock returns : evidence from China
Liu, Lanlan, (2019)
-
Macroeconomic conditions, corporate default, and default clustering
Xing, Kai, (2023)
- More ...