Similar Search Results

The microstructure of fear, the Fama-French factors and the global financial crisis of 2007 and 2008

Lim, Dominic; Durand, Robert B.; Yang, Wenling - In: Global finance journal 25 (2014) 3, pp. 169-180

Persistent link: https://www.econbiz.de/10010473396

The investment behavior of China-connected mutual funds in the pandemic : information advantage through operational link

Hoang Lai Trung; Tan, Eric K. M.; Yang, Wenling - In: International review of financial analysis 95 (2024) 1, pp. 1-18

Persistent link: https://www.econbiz.de/10015145254

The timing of information arrival and overnight returns

Wong, Leon; Yang, Wenling - In: Journal of accounting and public policy 42 (2023) 3, pp. 1-22

Persistent link: https://www.econbiz.de/10014324763

Sustainable institutional investment in the COVID-19 pandemic

Hoang Lai Trung; Yang, Wenling - In: Australian journal of management 48 (2023) 1, pp. 3-37

Persistent link: https://www.econbiz.de/10014246074

The seasonality of lottery-like stock returns

Gould, John; Yang, Wenling; Singh, Ranjodh B.; Yeo, Ben - In: International review of economics & finance : IREF 83 (2023), pp. 383-400

Persistent link: https://www.econbiz.de/10014246716

Exchange-traded fund ownership and underlying stock mispricing

Yang, Wenling; May, Lewis; Gould, John - In: Accounting and finance 63 (2023), pp. 1417-1445

Persistent link: https://www.econbiz.de/10014301951

Behavioral Biases in the NFL Gambling Market : Overreaction to News and the Recency Bias

Durand, Robert B. B.; Patterson, Fernando; Shank, Corey A. - 2021

This paper examines the recency bias and overreaction in the NFL betting market from 2003 to 2017. Consistent with the recency bias, bettors are more likely to bet on teams who have won previous outcomes. We add to the literature and find that the magnitude of prior wins and losses in the...

Persistent link: https://www.econbiz.de/10013223284

Order size, order imbalance and the volatility-volume relation in a bull versus a bear market

Wee, Marvin; Yang, Joey W. - In: Accounting and finance : journal of the Accounting … 52 (2012) 1, pp. 145-163

Persistent link: https://www.econbiz.de/10009512721

Returns, volatility, and liquidity on the ASX : undisclosed versus disclosed limit orders

Allen, David E.; Cheng, Alexander Shu-sing; … - In: Stock market liquidity : implications for market …, (pp. 227-245). 2008

Persistent link: https://www.econbiz.de/10003650538

The impact of undisclosed vs. disclosed limit orders : evidence from inter-day returns, signalling, information effects on the ASX

Allen, David E.; Cheng, Alexander Shu-sing; Yang, Joey … - 2007

Persistent link: https://www.econbiz.de/10003669080