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Open source information, investor attention, and asset pricing

Zhang, Wei; Shen, Dehua; Zhang, Yongjie; Xiong, Xiong - In: Economic modelling 33 (2013), pp. 613-619

Persistent link: https://www.econbiz.de/10010193280

Jump volatility estimates of high frequency data and analysis based on HHT

Chen, Jiangrui; Yin, Lianqian; Hou, Sizhe; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 11, pp. 242-249

Persistent link: https://www.econbiz.de/10011401479

Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns

Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011783456

Daily happiness and stock returns : the case of Chinese company listed in the United States

Li, Xiao; Shen, Dehua; Xue, Mei; Zhang, Wei - In: Economic modelling 64 (2017), pp. 496-501

Persistent link: https://www.econbiz.de/10011761297

R2 and idiosyncratic volatility : which captures the firm-specific return variation?

Zhang, Wei; Li, Xiao; Shen, Dehua; Teglio, Andrea - In: Economic modelling 55 (2016), pp. 298-304

Persistent link: https://www.econbiz.de/10011642527

Market reaction to internet news : information diffusion and price pressure

Zhang, Yongjie; Song, Weixin; Shen, Dehua; Zhang, Wei - In: Economic modelling 56 (2016), pp. 43-49

Persistent link: https://www.econbiz.de/10011645851

The optimal pricing of a market maker in a heterogeneous agent economy

Guo, Bin; Zhang, Wei; Chen, Shu-Heng; Zhang, Yongjie - In: Finance research letters 14 (2015), pp. 178-187

Persistent link: https://www.econbiz.de/10011552732

Baidu news coverage and its impacts on order imbalance and large-size trade of Chinese stocks

Shen, Dehua; Li, Xiao; Zhang, Wei - In: Finance research letters 23 (2017), pp. 210-216

Persistent link: https://www.econbiz.de/10011808400

How insiders utilize their information advantages in their trading : evidence from China

Zhao, Wanlong; Zhang, Wei; Xiong, Xiong; Zou, Gaofeng - In: Finance research letters 42 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10014580434

Does Online Interaction between Firms and Investors Reduce Stock Price Crash Risk?

Zhang, Wei; Li, Yi; Wang, Pengfei - 2021

This paper examines how online interaction between firm management and investors impacts stock price crash risk. Based on the previous literature, we postulate that online interaction constrains crash risk via two channels, i.e., deterring bad news hoarding activities of managers and decreasing...

Persistent link: https://www.econbiz.de/10013230668