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Heterogeneous market responses and the listing effect in M&A

Ma, Qingzhong; Whidbee, David A.; Zhang, Wei - In: The quarterly journal of finance 2 (2012) 2, pp. 701-749

Persistent link: https://www.econbiz.de/10009671270

What is common among return anomalies? : evidence from insider trading

Goukasian, Levon; Ma, Qingzhong; Zhang, Wei - In: The journal of behavioral finance : a publication of … 17 (2016) 3, pp. 229-243

Persistent link: https://www.econbiz.de/10011643009

The price discovery processes in China, India, and Russia's stock index futures markets

Liu, Qingfeng Wilson; Sono, Hui; Zhang, Wei - In: Review of Pacific Basin financial markets and policies 24 (2021) 3, pp. 2150020-1-2150020-28

Persistent link: https://www.econbiz.de/10012657782

New blockholder and investor limited attention : evidence from private acquisitions

Akbulut, Mehmet E.; Ma, Qingzhong; Zhang, Wei - In: Accounting and finance 64 (2024) 4, pp. 4393-4427

Persistent link: https://www.econbiz.de/10015165247

Limits of arbitrage and mispricing : evidence from mergers and acquisitions

Ma, Qingzhong; Whidbee, David A.; Zhang, Wei - In: Review of behavioral finance : RBF 14 (2022) 5, pp. 854-874

Persistent link: https://www.econbiz.de/10013453780

Behavioral biases and the asset growth anomaly

Ma, Qingzhong; Whidbee, David A.; Zhang, Wei - In: The journal of behavioral finance : a publication of … 24 (2023) 4, pp. 511-529

Persistent link: https://www.econbiz.de/10014422279

Intraday Market-Wide Ups/Downs and Returns

Zhang, Wei - 2018

Using stock market data over 16 years for Chinese stock markets and over 3 years for U.S. stock markets, this study explores the explanatory power of early intraday market-wide up and down movements to the subsequent intraday returns within the same trading day. As compared to the closing of the...

Persistent link: https://www.econbiz.de/10012926381

Open source information, investor attention, and asset pricing

Zhang, Wei; Shen, Dehua; Zhang, Yongjie; Xiong, Xiong - In: Economic modelling 33 (2013), pp. 613-619

Persistent link: https://www.econbiz.de/10010193280

Jump volatility estimates of high frequency data and analysis based on HHT

Chen, Jiangrui; Yin, Lianqian; Hou, Sizhe; Zhang, Wei; … - In: International journal of economics and finance 7 (2015) 11, pp. 242-249

Persistent link: https://www.econbiz.de/10011401479

Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns

Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594

Persistent link: https://www.econbiz.de/10011783456