UM

Browse/Search Results:  1-10 of 32 Help

Selected(0)Clear Items/Page:    Sort:
The value premium puzzle, behavior versus risk: New evidence from China Journal article
The Quarterly Review of Economics and Finance, 2019
Authors:  Ephraim Clark;  Zhuo Qiao
Favorite  |  View/Download:7/0  |  Submit date:2019/10/22
Value Premium Puzzle  Risk  Financial Inflexibility  Stochastic Dominance  
Ex-day returns of stock distributions: An anchoring explanation Journal article
Management Science, 2019,Volume: 65,Issue: 3,Page: 1076-1095
Authors:  Chang,Eric C.;  Lin,Tse Chun;  Luo,Yan;  Ren,Jinjuan
Favorite  |  View/Download:7/0  |  Submit date:2019/08/01
Anchoring  Asset Pricing  Behavior And Behavioral Decision Making  Economics  Finance  Splits  Stock Dividends  
Stock return predictability when growth and accrual measures are negatively correlated Journal article
CHINA FINANCE REVIEW INTERNATIONAL, 2019,Volume: 9,Issue: 3,Page: 401-422
Authors:  Luo, Miao;  Chen, Tao;  Cai, Jun
Favorite  |  View/Download:8/0  |  Submit date:2019/12/03
Accrual Effect  Stock Return Predictability  Growth Effect  
Value Premium and Technical Analysis: Evidence from the China Stock Market Journal article
ECONOMIES, 2019,Volume: 7,Issue: 3
Authors:  Keith S. K. Lam;  Liang Dong;  Bo Yu
Favorite  |  View/Download:7/0  |  Submit date:2020/07/14
Value Premium  Technical Analysis  Moving Average  China Stock Market  
Institutional ownership and return volatility in the casino industry Journal article
International Journal of Tourism Research, 2018,Volume: 20,Issue: 2,Page: 204-214
Authors:  Yongjia Lin;  Xiaoqing Fu;  Xinhua Gu;  Haiyan Song
Favorite  |  View/Download:15/0  |  Submit date:2019/08/01
Casino Industry  Institutional Ownership  Stock Return Volatility  
Importance of Skewness in Investor Utility: Evidence from the Chinese Stock Markets Journal article
Journal of Mathematical Finance, 2017,Volume: 7,Page: 881-895
Authors:  Patrick Kuok Kun
Favorite  |  View/Download:2/0  |  Submit date:2019/11/11
Skewness  Market Returns  Investor Utility  Predictive Regression  
Stock Return Anomalies from Ending-Digit Effects Around the World Journal article
GLOBAL ECONOMIC REVIEW, 2017,Volume: 46,Issue: 4,Page: 464-494
Authors:  Chen, Tao
Favorite  |  View/Download:15/0  |  Submit date:2018/10/30
Ending Digits  Return Anomalies  Momentum Trading  Behavioral Finance  
The stock–bond comovements and cross-market trading Journal article
Journal of Economic Dynamics & Control, 2016,Volume: 73,Page: 417-438
Authors:  Mengling Li;  Huanhuan Zheng;  Terence Tai Leung Chong;  Yang Zhang
Favorite  |  View/Download:9/0  |  Submit date:2019/08/02
Heterogeneity  Stock–bond Comovement  Markov Switching Var  Threshold Var  
On the Relationship between Investor Sentiment, VIX and Trading Volume Journal article
Risk Governance and Control, 2016,Volume: 4,Issue: 1,Page: 114-122
Authors:  Simon M. S. So;  Violet U. T. Lei
Favorite  |  View/Download:3/0  |  Submit date:2019/10/24
Sentiment  Volatility  Trading Volume  
Are stock price more informative after dual-listing in emerging markets? Evidence from Hong Kong-listed Chinese companies Journal article
Pacific-Basin Finance Journal, 2016,Volume: 36,Page: 31-45
Authors:  Hung Wan Kot;  Lewis H.K. Tam
Favorite  |  View/Download:6/0  |  Submit date:2019/12/10
H-shares  Dual Listings  Stock Price Synchronicity  Analyst Coverage  Liquidity Commonality