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Spillover effects of MSCI inclusion announcement : evidence and implications from China

Wei, Zhihua; Wu, Deqian; Zeng, Aimin; Li, Bo - In: Pacific-Basin finance journal 88 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015324756

Exploring the nonlinear idiosyncratic volatility puzzle : evidence from China

Li, Bo; Boubaker, Sabri; Liu, Zhenya; Louhichi, Waël; … - In: Computational economics 62 (2023) 2, pp. 527-559

Persistent link: https://www.econbiz.de/10014382734

Firms' value impact of C2M mode empowered by big data based on event study

Li, Bo; Xing, Ruxiao; Guo, Wenya; Tang, Shixiang - In: Nankai business review international 14 (2023) 4, pp. 746-764

Persistent link: https://www.econbiz.de/10014454673

Time Series Momentum and Reversal : Intraday Information from Realized Semivariance

Liu, Zhenya - 2020

The presence of time series momentum effect has been widely documented in the financial markets across asset classes and countries. We find a predictable pattern of the realized semi-variance to the future individual asset return, especially during the stressed states of time series momentum...

Persistent link: https://www.econbiz.de/10012836027

Time series momentum and reversal : intraday information from realized semivariance

Liu, Zhenya; Lu, Shanglin; Li, Bo; Wang, Shixuan - In: Journal of empirical finance 72 (2023), pp. 54-77

Persistent link: https://www.econbiz.de/10014476799

Performance and characteristics of acquiring firms in the Chinese stock markets

Chi, Jing; Sun, Qian; Young, Martin R. - In: Emerging markets review 12 (2011) 2, pp. 152-170

Persistent link: https://www.econbiz.de/10009304801

How cross-listings from an emerging economy affect the host market?

Sun, Qian; Tong, Wilson H.; Zhang, Xin - In: Journal of banking & finance 37 (2013) 7, pp. 2229-2245

Persistent link: https://www.econbiz.de/10009760695

Why investors use technical analysis? : information discovery versus herding behavior

Wang, Tiandu; Sun, Qian - In: China finance review international 5 (2015) 1, pp. 53-68

Persistent link: https://www.econbiz.de/10011391689

Do IPOs affect market price? : evidence from China

Shi, Song; Sun, Qian; Zhang, Xin - In: Journal of financial and quantitative analysis : JFQA 53 (2018) 3, pp. 1391-1416

Persistent link: https://www.econbiz.de/10011930422

The impact of IPO approval on the price of existing stocks : evidence from China

Li, Yuanpeng; Sun, Qian; Tian, Shu - In: The journal of corporate finance : contracting, … 50 (2018), pp. 109-127

Persistent link: https://www.econbiz.de/10011870230