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Which kind of investor causes comovement?

Li, Jie; Zhang, Yongjie; Feng, Xu; An, Yahui - In: Journal of international financial markets, … 61 (2019), pp. 1-15

Persistent link: https://www.econbiz.de/10012128268

News release and the role of different types of investors

Ma, Junjun; Xiong, Xiong; Feng, Xu - In: International review of financial analysis 73 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012803614

Is college education less necessary with AI? : evidence from firm-level labor structure changes

Xue, Mei; Cao, Xing; Feng, Xu; Gu, Bin; Zhang, Yongjie - In: Journal of management information systems : JMIS 39 (2022) 3, pp. 865-905

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Month-end effect on Chinese stock returns : explanation of the liquidity hypothesis

Li, Jie; Feng, Xu; Zhang, Yongjie - In: Asia-Pacific journal of accounting & economics : … 29 (2022) 5, pp. 1283-1298

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The Dynamics of Housing Prices

Titman, Sheridan - 2013

We present a simple model of the price process of a capital asset that is subject to serially correlated demand shocks, and whose supply responds with a lag. In this setting the price of the asset can exhibit positive serial correlation over short intervals and negative serial correlation over...

Persistent link: https://www.econbiz.de/10013088756

The Dynamics of Housing Prices

Titman, Sheridan - 2014

We analyze the prices of owner-occupied housing in 97 metropolitan areas between 1980 and 2011. Our tests indicate that price changes exhibit positive serial correlation at the one year intervals, with subsequent reversals of price changes over longer intervals. Consistent with our simple model,...

Persistent link: https://www.econbiz.de/10013048055