Narrow search
Showing 1 - 10 of 76
Cover Image
Does social media coverage deter firms from withholding bad news? : evidence from stock price crash risk
Wu, Chunying; Xiong, Xiong; Gao, Ya; Zhang, Jin - In: International review of financial analysis 84 (2022), pp. 1-12
Persistent link: https://www.econbiz.de/10013472939
Cover Image
Does social media distort price discovery? : evidence from rumor clarifications
Wu, Chunying; Xiong, Xiong; Gao, Ya; Zhang, Jin - In: Research in international business and finance 62 (2022), pp. 1-18
Persistent link: https://www.econbiz.de/10014248635
Cover Image
Investor heterogeneity and momentum-based trading strategies in China
Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 74 (2021), pp. 1-18
Persistent link: https://www.econbiz.de/10012803814
Cover Image
Overnight momentum, informational shocks, and late informed trading in China
Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - In: International review of financial analysis 66 (2019), pp. 1-15
Persistent link: https://www.econbiz.de/10012208972
Cover Image
Overnight Momentum, Informational Shocks, and Late-Informed Trading in China
Gao, Ya - 2019
Based on high-frequency firm-level data, this paper uncovers new empirical patterns on intraday momentum in China. First, there exists a strong intraday momentum effect at the firm level. Second, the intraday predictability stems mainly from the overnight component rather than the opening...
Persistent link: https://www.econbiz.de/10012860498
Cover Image
Attention allocation : an empirical analysis of the asymmetric market responses to information shocks in China
Gao, Ya; Han, Xing; Li, Youwei; Vigne, Samuel A.; … - 2025
Persistent link: https://www.econbiz.de/10015396508
Cover Image
Corporate social responsibility dimensions and stock price crash risk : evidence from the management's self-interest perspective
Wu, Chunying; Xiong, Xiong; Gao, Ya; Meng, J. Ginger - In: Pacific-Basin finance journal 83 (2024), pp. 1-20
Persistent link: https://www.econbiz.de/10014491184
Cover Image
Do green bonds affect stock returns and corporate environmental performance? : evidence from China
Fan, Ruixin; Xiong, Xiong; Li, Youwei; Gao, Ya - In: Economics letters 232 (2023), pp. 1-3
Persistent link: https://www.econbiz.de/10014462601
Cover Image
Does ESG certification improve price efficiency in the Chinese stock market?
Wu, Chunying; Xiong, Xiong; Gao, Ya - In: Asia Pacific financial markets 29 (2022) 1, pp. 97-122
Persistent link: https://www.econbiz.de/10013175489
Cover Image
Which CSR Dimension Matters in Stock Price Crash Risk? Evidence from China
Wu, Chunying; Xiong, Xiong; Gao, Ya - 2022
This paper examines the influence of CSR performance and its three dimensions on price crash risks. Using a comprehensive sample of A-share stocks from 2011 to 2018, we find that CSR performance significantly mitigates future price crash risks, and this influence is mainly from the governance...
Persistent link: https://www.econbiz.de/10014239634