A unique “T+1 trading rule” in China: Theory and evidence
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2019. "Overnight Momentum, Informational Shocks, and Late-Informed Trading in China," MPRA Paper 96784, University Library of Munich, Germany.
- Feng, Xunan & Johansson, Anders C., 2016. "Judging a Book by Its Cover: Analysts and Attention-Driven Price Patterns in China’s IPO Market," Stockholm School of Economics Asia Working Paper Series 2016-39, Stockholm School of Economics, Stockholm China Economic Research Institute.
- repec:eee:pacfin:v:53:y:2019:i:c:p:186-207 is not listed on IDEAS
- repec:bla:acctfi:v:57:y:2017:i:5:p:1287-1313 is not listed on IDEAS
More about this item
KeywordsT+1 trading rule; Trading volume; Volatility; Trend-chasing;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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