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Baidu index and predictability of Chinese stock returns

Shen, Dehua; Zhang, Yongjie; Xiong, Xiong; Zhang, Wei - In: Financial innovation : FIN 3 (2017) 4, pp. 1-8

A number of studies have investigated the predictability of Chinese stock returns with economic variables. Given the newly emerged dataset from the Internet, this paper investigates whether the Baidu Index can be employed to predict Chinese stock returns. The empirical results show that 1) the...

Persistent link: https://www.econbiz.de/10011661635

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

Price discovery and spillover dynamics in the Chinese stock index futures market : a natural experiment on trading volume restriction

He, Feng; Liu-Chen, Baiao; Meng, Xiangtong; Xiong, Xiong; … - In: Quantitative finance 20 (2020) 12, pp. 2067-2083

Persistent link: https://www.econbiz.de/10012313585

Behavioral heterogeneity and excess stock price volatility in China

Zhang, Wei; Zhou, Zhong-Qiang; Xiong, Xiong - In: Finance research letters 28 (2019), pp. 348-354

Persistent link: https://www.econbiz.de/10012388343

Profitability of reversal strategies : a modified version of the Carhart model in China

Zhang, Wei; Wang, Guanying; Wang, Xingchun; Xiong, Xiong; … - In: Economic modelling 69 (2018), pp. 26-37

Persistent link: https://www.econbiz.de/10012016080

Research on China's financial systemic risk contagion under jump and heavy-tailed risk

Gong, Xiao-Li; Liu, Xi-Hua; Xiong, Xiong; Zhang, Wei - In: International review of financial analysis 72 (2020), pp. 1-11

Persistent link: https://www.econbiz.de/10012437236

Does irrational lead to higher returns? : evidence from the Chinese P2P lending market

Zhao, Yingxiu; Zhang, Wei; Li, Yuelei; Xiong, Xiong - In: Finance research letters 39 (2021), pp. 1-9

Persistent link: https://www.econbiz.de/10012805314

Asymmetry of retail investors attention and asymmetric volatility : evidence from China

Chen, Shuning; Zhang, Wei; Feng, Xu; Xiong, Xiong - In: Finance research letters 36 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012483350

Corporate ownership and political connections : evidence from post-IPO long term performance in China

Zhang, Wei; Xiong, Xiong; Wang, Guanying; Li, Chunxia - In: Research in international business and finance 59 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013402163

The accounting and trading information channels of excess control rights on IPO long-term return in China

Zhang, Wei; Xiong, Xiong; Wang, Guanying; Li, Jing - In: Review of quantitative finance and accounting 59 (2022) 4, pp. 1609-1646

Persistent link: https://www.econbiz.de/10013459419