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Are Higher Co-Moments Priced? A Tale of Two Countries Journal article
Journal of Financial Studies, 2020
Authors:  Keith Lam;  Liang Dong;  Hung Wan Kot
Favorite  |  View/Download:334/0  |  Submit date:2019/11/14
Uk Stock Market  Higher Co-moments  Coskewness  Cokurtosis  China Stock Market  
Spillover and Profitability of Intraday Herding on Cross-Listed Stocks Journal article
The Chinese Economy, 2019
Authors:  Rose Neng Lai;  Yang Zhang
Favorite  |  View/Download:13/0  |  Submit date:2019/10/21
Herding  Cross-listing  Chinese Stock Markets  Hong Kong Stock Market  
Trade-size clustering and price efficiency Journal article
JAPAN AND THE WORLD ECONOMY, 2019,Volume: 49,Page: 195-203
Authors:  Chen, Tao
Favorite  |  View/Download:8/0  |  Submit date:2019/12/02
Size Clustering  Stealth Trading  Price Efficiency  
Country herding in the global market Journal article
JOURNAL OF BEHAVIORAL FINANCE, 2019
Authors:  Chen, Tao
Favorite  |  View/Download:4/0  |  Submit date:2019/12/02
Country Herding  Brexit  Correlated Signals  Investor Sentiments  
A Language for Financial Chart Patterns Journal article
International Journal of Information Technology & Decision Making, 2018,Volume: 17,Issue: 5,Page: 1537-1560
Authors:  Jiajun Zhu;  Yuqing Wan;  Yain-Whar Si
Favorite  |  View/Download:11/0  |  Submit date:2018/10/30
Chart Patterns  Domain-specific Language  Primitive Shapes  Financial Time Series  
Retail investors’ biased beliefs about stocks that they hold: Evidence from China’s split share structure reform Journal article
The Singapore Economic Review, 2018
Authors:  Yan Luo;  Xiaolin Qian;  Jinjuan Ren;  Yanjian Zhu
Favorite  |  View/Download:10/0  |  Submit date:2019/10/02
Cognitive Bias  Emerging Markets  Behavioral Finance  Misevaluation  
Strong Domestic Consumption Key to Hong Kong's Robust Economic Growth in 2017 Journal article
EAST ASIAN POLICY, 2018,Volume: 10,Issue: 1,Page: 78-91
Authors:  ZHANG Yang;  Sarah Y TONG
Favorite  |  View/Download:2/0  |  Submit date:2019/11/01
Modelling and Trading the English and German Stock Markets with Novelty Optimization Techniques Journal article
JOURNAL OF FORECASTING, 2017,Volume: 36,Issue: 8,Page: 974-988
Authors:  Karathanasopoulos, Andreas;  Mitra, Sovan;  Skindilias, Konstantinos;  Lo, Chia Chun
Favorite  |  View/Download:17/0  |  Submit date:2018/10/30
particle swarm optimization  radial basis function  confirmation filters  FTSE 100  DAX 30day trading  
Does institutional ownership influence firm performance? Evidence from China Journal article
International Review of Economics and Finance, 2017,Volume: 49,Page: 17-57
Authors:  Lin,Yongjia Rebecca;  Fu,Xiaoqing Maggie
Favorite  |  View/Download:6/0  |  Submit date:2019/08/01
China  Firm Performance  Institutional Ownership  
Does institutional ownership influence firm performance? Evidence from China Journal article
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2017,Volume: 49,Page: 17-57
Authors:  Lin, Yongjia Rebecca;  Fu, Xiaoqing Maggie
Favorite  |  View/Download:25/0  |  Submit date:2018/10/30
China  Firm performance  Institutional ownership