Zobrazeno 1 - 3
of 3
pro vyhledávání: '"Xia-Ping Cao"'
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:
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...
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