Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Kun-Ben Lin"'
Publikováno v:
Complexity, Vol 2022 (2022)
Anxiety prevails in financial markets. In accordance with psychological research, anxious traders’ hesitant behavior differs from the frequently dissected herding and speculative behaviors. This paper examines the interactions between agent anxiety
Externí odkaz:
https://doaj.org/article/aea362fe67564b58a3f1b4b71f58784a
Publikováno v:
Complexity, Vol 2020 (2020)
We show the effect of investor anxiety on momentum in the Chinese stock market. In this market dominated by retail investors, we examine the momentum profits in 900 types of daily testing periods. We find prevalent price reversals in the long formati
Externí odkaz:
https://doaj.org/article/fb02c56ba25545928ef7b5662daae640
Publikováno v:
Journal of Economic Interaction and Coordination. 17:577-612
Under two frameworks of cross-section and time-series factors, we implement asset pricing models to dissect the abnormal returns in the Chinese stock market. Our findings indicate that the model using the earnings-to-price factor outperforms the mode
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::45545a46f252296ab5b995083ee51aeb
https://doi.org/10.1007/s11403-021-00337-2
https://doi.org/10.1007/s11403-021-00337-2
Publikováno v:
Emerging Markets Finance and Trade. 58:625-637
This paper digests the influences of financial transparency and media coverage in the Chinese stock market. In China, media performs under a regulatory system and media information is regarded as t...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7c889972eeb9886c5db4513763c0e2a3
https://doi.org/10.1080/1540496x.2020.1825936
https://doi.org/10.1080/1540496x.2020.1825936
Publikováno v:
Sustainability, Vol 13, Iss 7815, p 7815 (2021)
Sustainability
Volume 13
Issue 14
Sustainability
Volume 13
Issue 14
This paper digests the relationship between the manipulation of losses and price reversals in the Chinese stock market. Timely loss recognition is involved in detecting the manipulation of losses, while price reversals are investigated by momentum pr
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e7a3f55247942905c4913764572c671d
https://www.mdpi.com/2071-1050/13/14/7815
https://www.mdpi.com/2071-1050/13/14/7815
Publikováno v:
Complexity, Vol 2020 (2020)
We show the effect of investor anxiety on momentum in the Chinese stock market. In this market dominated by retail investors, we examine the momentum profits in 900 types of daily testing periods. We find prevalent price reversals in the long formati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::e77194ef8b93dcaf677776f81dc824ba
https://doaj.org/article/fb02c56ba25545928ef7b5662daae640
https://doaj.org/article/fb02c56ba25545928ef7b5662daae640
Publikováno v:
Advances in Intelligent Systems and Computing ISBN: 9783030382261
The Chinese stock market is one of the markets where price reversal easily takes place in the world. Its opening has been accelerating. However, this market has plenty of shortcomings, some of which involve China’s special corporate culture. Artifi
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::899bd94262d12613baaeca568a84ff97
https://doi.org/10.1007/978-3-030-38227-8_17
https://doi.org/10.1007/978-3-030-38227-8_17
Publikováno v:
Advances in Intelligent Systems and Computing ISBN: 9783030204532
AHFE (14)
AHFE (14)
We study the manipulated information dissemination and risk-adjusted momentum return in the Chinese stock market. In this paper, we employ excess media coverage as a proxy for manipulated information dissemination. The raw momentum returns are negati
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::99e0183732f1a30ee662f558d538a4e8
https://doi.org/10.1007/978-3-030-20454-9_4
https://doi.org/10.1007/978-3-030-20454-9_4
Publikováno v:
Advances in Intelligent Systems and Computing ISBN: 9783319996974
We study how financial transparency and media coverage work in the Chinese stock markets. In this paper, transparency means information quantity, while media means information transmission. The market has negative momentum profits no matter how trans
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::9bb6d776a031b0b08a92370f722ce77f
https://doi.org/10.1007/978-3-319-99698-1_2
https://doi.org/10.1007/978-3-319-99698-1_2
Publikováno v:
Pacific-Basin Finance Journal. 62:101347
We conduct contests between the reversal factor and turnover factor in explaining excess returns, return spreads and negative momentum profits in the Chinese stock market. Our findings indicate that the reversal factor does a better job than the turn
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ec8e8b7298de74d97514bb886f63269e
https://doi.org/10.1016/j.pacfin.2020.101347
https://doi.org/10.1016/j.pacfin.2020.101347