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A new attention proxy and order imbalance : evidence from China

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Persistent link: https://www.econbiz.de/10012420146

Responsible investment in the Chinese stock market

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Can the probability of extreme returns be the basis for profitable portfolios? : evidence from China

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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

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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

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Signed momentum in the Chinese stock market

Gao, Ya; Guo, Bin; Xiong, Xiong - In: Pacific-Basin finance journal 68 (2021), pp. 1-14

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Loss from the chasing of MAX stocks : evidence from China

Gao, Ya; Han, Xing; Xiong, Xiong - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-17

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Investor Heterogeneity and Momentum-based Trading Strategies in China

Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - 2020

The conventional momentum strategy performs poorly overall in China, because stock prices behave very differently when markets are open for trading versus when they are closed. Stocks that are past intraday (overnight) winners persistently outperform those that are past intraday (overnight)...

Persistent link: https://www.econbiz.de/10014352273

Green fund investors and ESG performance : evidence from China

Xiong, Xiong; Gao, Ya - In: Pacific-Basin finance journal 88 (2024), pp. 1-17

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Lottery demand, weather and the cross-section of stock returns

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