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The Asymmetric Effect of Information Shock on Overnight and Intraday Expected Returns : Evidence from Chinese A-Share Stock Market

Liu, Xiaoqun; Hou, Chenji; Zhu, Shinan; Chen, Haiqiang - 2023

We uncover interesting opposite effects of jumps in stock prices on three kind of stock returns: close-to-close expected return, and its two components, namely overnight and intraday return, when heterogeneous investors are confronted with different types of news during trading hours and...

Persistent link: https://www.econbiz.de/10014355096

COVID-19, various government interventions and stock market performance

Li, Helong; Chen, Huiqiong; Xu, Guanglong; Zhang, Weiguo - In: China finance review international 13 (2023) 4, pp. 621-632

Persistent link: https://www.econbiz.de/10014427930

Does information vault Niagara Falls? : cross-listed trading in New York and Toronto

Chen, Haiqiang; Sub Choi, Paul Moon - In: Journal of empirical finance 19 (2012) 2, pp. 175-199

Persistent link: https://www.econbiz.de/10009615724

Are Chinese stock market cycles duration independent?

Chen, Haiqiang; Chong, Terence Tai-Leung; Li, Zimu - In: The financial review : the official publication of the … 46 (2011) 1, pp. 151-164

Persistent link: https://www.econbiz.de/10008901166

How smooth is price discovery? : evidence from cross-listed stock trading

Chen, Haiqiang; Choi, Paul Moon Sub; Hong, Yongmiao - In: Journal of international money and finance 32 (2013), pp. 668-699

Persistent link: https://www.econbiz.de/10009733481

Empirical investigation of an equity pairs trading strategy

Chen, Huafeng Jason; Chen, Shaojun; Chen, Zhuo; Li, Feng - In: Management science : journal of the Institute for … 65 (2019) 1, pp. 370-389

Persistent link: https://www.econbiz.de/10011991494

The impact of numerical superstition on the final digit of stock price

Ke, Wen-Chyan; Chen, Hueiling; Lin, Hsiou-Wei W.; Liu, … - In: The North American journal of economics and finance : a … 39 (2017), pp. 145-157

Persistent link: https://www.econbiz.de/10011878608

Do cash flows of growth stocks really grow faster?

Chen, Huafeng Jason - In: The journal of finance : the journal of the American … 72 (2017) 5, pp. 2279-2330

Persistent link: https://www.econbiz.de/10011764447

Institutional investors' site visits, market attention, and stock market information efficiency : evidence from stock price synchronicity

Chen, Hong; Zhang, Mengyun; Zeng, Jun; Pu, Hongjing - In: Managerial and decision economics : MDE ; the … 44 (2023) 4, pp. 1833-1845

Persistent link: https://www.econbiz.de/10014299404

How Price Limit Affects the Market Efficiency in a Short-sale Constrained Market? Evidence from a Quasi-Natural Experiment

Chen, Haiqiang; Gu, Ming; Ni, Bo - 2022

In this paper, we extend the model in Diamond and Verrecchia (1987) by incorporating the effect of price limit and argue that the removal of short-sale constraints could synergize with price limit relaxation to speed up the price discovery. We show that the exogenous relaxation of price limit...

Persistent link: https://www.econbiz.de/10013405564