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Open source information, investor attention, and asset pricing
Zhang, Wei; Shen, Dehua; Zhang, Yongjie; Xiong, Xiong - In: Economic modelling 33 (2013), pp. 613-619
Persistent link: https://www.econbiz.de/10010161433
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Open source information, investor attention, and asset pricing
Zhang, Wei; Shen, Dehua; Zhang, Yongjie; Xiong, Xiong - In: Economic modelling 33 (2013), pp. 613-619
Persistent link: https://www.econbiz.de/10010193280
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Collective behavior and options volatility smile : an agent-based explanation
Liu, Yi-fang; Zhang, Wei; Xu, Hai-chuan - In: Economic modelling 39 (2014), pp. 232-239
Persistent link: https://www.econbiz.de/10010421855
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Daily happiness and stock returns : the case of Chinese company listed in the United States
Li, Xiao; Shen, Dehua; Xue, Mei; Zhang, Wei - In: Economic modelling 64 (2017), pp. 496-501
Persistent link: https://www.econbiz.de/10011761297
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R2 and idiosyncratic volatility : which captures the firm-specific return variation?
Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea - In: Economic modelling 55 (2016), pp. 298-304
Persistent link: https://www.econbiz.de/10011642527
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Market reaction to internet news : information diffusion and price pressure
Zhang, Yongjie; Song, Weixin; Shen, Dehua; Zhang, Wei - In: Economic modelling 56 (2016), pp. 43-49
Persistent link: https://www.econbiz.de/10011645851
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Market maker competition and price efficiency : evidence from China
Zhang, Wei; Huang, Ke; Feng, Xu; Zhang, Yongjie - In: Economic modelling 66 (2017), pp. 121-131
Persistent link: https://www.econbiz.de/10011813676
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Profitability of reversal strategies : a modified version of the Carhart model in China
Zhang, Wei; Wang, Guanying; Wang, Xingchun; Xiong, Xiong; … - In: Economic modelling 69 (2018), pp. 26-37
Persistent link: https://www.econbiz.de/10012016080
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Baidu news information flow and return volatility : evidence for the Sequential Information Arrival Hypothesis
Shen, Dehua; Li, Xiao; Zhang, Wei - In: Economic modelling 69 (2018), pp. 127-133
Persistent link: https://www.econbiz.de/10012016139
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Real-time macroeconomic monitoring using mixed frequency data : evidence from China
Zhang, Wei; He, Jie; Ge, Chanyuan; Xue, Rui - In: Economic modelling 117 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014229194