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Capital gains, illiquidity, and stock returns
Lei, Xiaoyan; Zhou, Yuegang; Zhu, Xiaoneng - In: Pacific-Basin finance journal 25 (2013), pp. 273-293
Persistent link: https://www.econbiz.de/10010346740
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Capital gains and trading
Lei, Xiaoyan; Zhou, Yuegang; Zhu, Xiaoneng - In: Journal of international financial markets, … 32 (2014), pp. 167-183
Persistent link: https://www.econbiz.de/10011299798
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Extreme sentiment and jumps in analyst forecast dispersion
Li, Pan; Chen, Kecai; Zhu, Xiaoneng - In: Finance research letters 62 (2024) 1, pp. 1-6
Persistent link: https://www.econbiz.de/10014530870
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The Momentum of News
Wang, Ying - 2018
Relying on a comprehensive data set of news releases, we construct monthly firm-level news sentiment scores during the 2000–2016 period and document a news momentum phenomenon of stocks with more positive news in the past generating more positive news in the future. We propose three hypotheses...
Persistent link: https://www.econbiz.de/10012909354