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Green fund investors and ESG performance : evidence from China

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

Persistent link: https://www.econbiz.de/10015324535

Performance comparisons between ETFs and traditional index funds : evidence from China

Wu, Chunying; Xiong, Xiong; Gao, Ya - In: Finance research letters 40 (2021), pp. 1-7

Persistent link: https://www.econbiz.de/10012819870

A new attention proxy and order imbalance : evidence from China

Gao, Ya; Xiong, Xiong; Feng, Xu; Li, Youwei; Vigne, … - In: Finance research letters 29 (2019), pp. 411-417

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

Responsible investment in the Chinese stock market

Gao, Ya; Xiong, Xiong; Feng, Xu - In: Research in international business and finance 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012548431

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

Fan, Ruixin; Xiong, Xiong; Gao, Ya - In: International review of financial analysis 76 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012804767

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

Persistent link: https://www.econbiz.de/10012803814

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

Persistent link: https://www.econbiz.de/10012208972

Overnight Momentum, Informational Shocks, and Late-Informed Trading in China

Gao, Ya - 2019

Based on high-frequency firm-level data, this paper uncovers new empirical patterns on intraday momentum in China. First, there exists a strong intraday momentum effect at the firm level. Second, the intraday predictability stems mainly from the overnight component rather than the opening...

Persistent link: https://www.econbiz.de/10012860498

Attention allocation : an empirical analysis of the asymmetric market responses to information shocks in China

Gao, Ya; Han, Xing; Li, Youwei; Vigne, Samuel A.; … - 2025

Persistent link: https://www.econbiz.de/10015396508

Signed momentum in the Chinese stock market

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

Persistent link: https://www.econbiz.de/10013332780