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T+1 trading mechanism causes negative overnight return

Zhang, Bing - In: Economic modelling 89 (2020), pp. 55-71

Persistent link: https://www.econbiz.de/10012425911

Betting against low nominal prices : evidence from China

Zhang, Bing - In: International review of economics & finance : IREF 88 (2023), pp. 476-500

Persistent link: https://www.econbiz.de/10014474579

Asymmetries in stock markets

Wang, Peijie; Zhang, Bing; Zhou, Yun - In: European journal of operational research : EJOR 241 (2015) 3, pp. 749-762

Persistent link: https://www.econbiz.de/10010487566

The asymmetric behaviour of stock returns and volatilities : evidence from Chinese stock market

Zhang, Bing; Li, Xindan - In: Applied economics letters 15 (2008) 10/12, pp. 959-962

Persistent link: https://www.econbiz.de/10003785991

Limited attention of individual investors and stock performance : evidence from the ChiNext market

Zhang, Bing; Wang, Yudong - In: Economic modelling 50 (2015), pp. 94-104

Persistent link: https://www.econbiz.de/10011439953

Turnover premia in China's stock markets

Zhang, Bing; Chen, Wei; Yeh, Chung-Ying - In: Pacific-Basin finance journal 65 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10013209696

Individual investor's limited attention and IPO performance

Zhang, Bing - In: Applied economics 51 (2019) 57, pp. 6089-6099

Persistent link: https://www.econbiz.de/10012197321

Only strong short-term contrarian effect exists in Chinese stock market : the role of the T+1 trading mechanism

Zhang, Bing; Zhu, Hongbing - In: International review of economics & finance : IREF 96 (2024) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10015211713

Asymmetric trading restriction and return comovement

Zhu, Hongbing; Yang, Lihua; Zhang, Bing - In: Journal of international financial markets, … 94 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10015063172

Return and volatility spillovers between Chinese and US clean energy related stocks

Janda, Karel; Krištoufek, Ladislav; Zhang, Binyi - 2022

This paper aims to empirically investigate the dynamic connectedness between oil prices and stock returns of clean energy-related and technology companies in China and U.S. financial markets. We apply three multivariate GARCH model specifications (CCC, DCC and ADCC) to investigate the return and...

Persistent link: https://www.econbiz.de/10013295975