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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

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

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

Investor Heterogeneity and Momentum-based Trading Strategies in China

Gao, Ya; Han, Xing; Li, Youwei; Xiong, Xiong - 2020

The conventional momentum strategy performs poorly overall in China, because stock prices behave very differently when markets are open for trading versus when they are closed. Stocks that are past intraday (overnight) winners persistently outperform those that are past intraday (overnight)...

Persistent link: https://www.econbiz.de/10014352273

Tail risks, firm characteristics, and stock returns

Wang, Chen; Xiong, Xiong; Shen, Dehua - In: Pacific-Basin finance journal 75 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013552558

When stock price crash risk meets fundamentals

Meng, Yongqiang; Shen, Dehua; Xiong, Xiong - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014435576

Volatility spillovers between stock, bond, oil, and gold with portfolio implications : evidence from China

Zhang, Yongjie; Wang, Meng; Xiong, Xiong; Zou, Gaofeng - In: Finance research letters 40 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012820088

Program trading and its risk analysis based on agent-based computational finance

Xiong, Xiong; Yuan, Hailiang; Zhang, Wei; Zhang, Yongjie - In: International journal of financial engineering 2 (2015) 2, pp. 1-13

Persistent link: https://www.econbiz.de/10011333457

Leverage and valuation of hedge funds under model uncertainty

Bian, Yuxiang; Xiong, Xiong; Yang, Jinqiang - In: The European journal of finance 26 (2020) 17, pp. 1798-1816

Persistent link: https://www.econbiz.de/10012314653