Similar Search Results

An empirical analysis of the Adaptive Market Hypothesis with calendar effects : evidence from China

Xiong, Xiong; Meng, Yongqiang; Li, Xiao; Shen, Dehua - In: Finance research letters 31 (2019), pp. 321-333

Persistent link: https://www.econbiz.de/10012421595

Stock mispricing, hard-to-value stocks and the influence of internet stock message boards

Xiong, Xiong; Meng, Yongqiang; Joseph, Nathan Lael; … - In: International review of financial analysis 72 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012437220

Can overnight return really serve as a proxy for firm-specific investor sentiment? : cross-country evidence

Xiong, Xiong; Meng, Yongqiang; Li, Xiao; Shen, Dehua - In: Journal of international financial markets, … 64 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012495692

Information shocks and investor underreaction : evidence from the Bitcoin market

Meng, Yongqiang; Goodell, John W.; Shen, Dehua - In: Finance research letters 56 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014473632

Information shocks and short-term market overreaction : the role of investor attention

Meng, Yongqiang; Li, Xiao; Xiong, Xiong - In: International review of financial analysis 93 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014543572

The effect of overseas investors on local market efficiency : evidence from the Shanghai/Shenzhen-Hong Kong Stock Connect

Meng, Yan; Xiong, Lingyun; Xiao, Lijuan; Bai, Min - In: Financial innovation : FIN 9 (2023) 1, pp. 1-32

Using a recent stock market liberalization reform policy in China-the Stock Connect-as a quasi-natural experiment, this study examines the effect of stock market liberalization on market efficiency. Employing a dataset of 17,086 Chinese listed firms covering 2009 to 2018, we find that stock...

Persistent link: https://www.econbiz.de/10014288969

Heterogeneity of foreign investors and Knightian uncertainty : evidence from the Chinese capital market

Li, Yang; Meng, Yongqiang; Xiong, Xiong; Wang, Yang - In: Global finance journal 61 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014635916

Foreign-born resident networks and stock comovement : when local bias meets home (country) bias

Meng, Yun; Pantzalis, Christos - In: Journal of financial and quantitative analysis : JFQA 57 (2022) 3, pp. 1204-1235

Persistent link: https://www.econbiz.de/10013187335

Friends with close ties : asset or liability? evidence from the investment decisions of mutual funds in China

Gao, Xinzi; Wong, T. J.; Xia, Lijun; Yu, Gwen - 2014

Persistent link: https://www.econbiz.de/10010258698

The illusory nature of momentum profits

Lesmond, David A.; Schill, Michael J.; Zhou, Chunsheng - In: Journal of financial economics 71 (2004) 2, pp. 349-380

Persistent link: https://www.econbiz.de/10001898305