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Law of Two Prices? Revisiting the Noise Trader Model of NAV Premiums

Zhang, Xiaowei - 2021

This dissertation studies the US real estate investment trust (REIT) market to empirically examine several conditions of the noise trader model (NTM) — a behavioral theory that purports to explain departures of listed property share prices from their net asset values (NAV spreads). First, we...

Persistent link: https://www.econbiz.de/10013246243

Media tone, bias, and stock price crash risk : evidence from China

Li, Qian; Wang, Jiamin; Bao, Liang - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 1, pp. 1-35

Persistent link: https://www.econbiz.de/10012820809

Using a live case to teach dual-class stocks and corporate governance

Li, Qian; Owen, James R. - In: Advances in financial education : journal of the … (2017), pp. 46-56

Persistent link: https://www.econbiz.de/10011847533

Do institutions trade ahead of false news? : evidence from an emerging market

Li, Qian; Wang, Jiamin; Bao, Liang - In: Journal of financial stability 36 (2018), pp. 98-113

Persistent link: https://www.econbiz.de/10012156895

Does alternative data reduce stock price crash risk? : evidence from third-party online sales disclosure in China

Li, Qian; Liu, Shangqun - In: International review of financial analysis 88 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014462436

The effect of digitalized tax administration on stock price crash risk : a natural experiment in China

Wang, Deli; Shi, Yaya; Li, Qian - In: Research in international business and finance 69 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015052239

Who is afraid of BlackRock?

Massa, Massimo; Schumacher, David; Wang, Yan - 2016

Persistent link: https://www.econbiz.de/10011544489

A generalized earnings-based stock valuation model with learning

Jacoby, Gady; Paseka, Alexander; Wang, Yan - In: The financial review : the official publication of the … 52 (2017) 2, pp. 199-232

Persistent link: https://www.econbiz.de/10011690697

Do idiosyncratic skewness and kurtosis really matter?

Ayadi, Mohamed; Cao, Xu; Lazrak, Skander; Wang, Yan - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-22

Persistent link: https://www.econbiz.de/10012203105

Asset pricing with an imprecise information set

Jacoby, Gady; Lee, Gemma; Paseka, Alexander; Wang, Yan - In: Pacific-Basin finance journal 53 (2019), pp. 82-93

Persistent link: https://www.econbiz.de/10012133297