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Return reversals, idiosyncratic risk, and expected returns

Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: The review of financial studies 23 (2010) 1, pp. 147-168

Persistent link: https://www.econbiz.de/10003941602

Another look at idiosyncratic volatility and expected returns

Huang, Wei; Liu, Qianqiu; Rhee, S. Ghon; Zhang, Liang - In: Journal of investment management : JOIM 9 (2011) 4, pp. 26-51

Persistent link: https://www.econbiz.de/10009532394

The return to value in Asian stock markets

Brown, Stephen J.; Rhee, S. Ghon; Zhang, Liang - In: Emerging markets review 9 (2008) 3, pp. 194-205

Persistent link: https://www.econbiz.de/10003766755

Limits-to-Arbitrage in US Penny Stocks : An Overlooked Segment of US Equity Markets

Liu, Qianqiu - 2015

This paper investigates a largely overlooked segment of U.S. equity markets, listed penny stocks. We find that: (i) the average percentage of short interest ratio of listed penny stocks is 14% which is not significantly different from that of NYSE- and NASDAQ-listed stocks ranging from 10% to...

Persistent link: https://www.econbiz.de/10013028209