Information-Based Trade in the Shanghai StockMarket
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- Copeland, Laurence & Wong, Woon K. & Zeng, Yong, 2009. "Information-based trade in the Shanghai stock market," Global Finance Journal, Elsevier, vol. 20(2), pages 180-190.
References listed on IDEAS
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Cited by:
- Guobin Fan & Eric Girardin & Wong K. Wong & Yong Zeng, 2015.
"The Risk of Individual Stocks’ Tail Dependence with the Market and Its Effect on Stock Returns,"
Discrete Dynamics in Nature and Society, Hindawi, vol. 2015, pages 1-17, November.
- Guobin Fan & Eric Girardin & Wong K. Wong & Yong Zeng, 2015. "The Risk of Individual Stocks' Tail Dependence with the Market and Its Effect on Stock Returns," Post-Print hal-01457389, HAL.
- Kang, Moonsoo, 2010. "Probability of information-based trading and the January effect," Journal of Banking & Finance, Elsevier, vol. 34(12), pages 2985-2994, December.
- Lockwood, Jimmy & Lockwood, Larry & Miao, Hong & Ramchander, Sanjay & Yang, Dongxiao, 2022. "The information content of ETF options," Global Finance Journal, Elsevier, vol. 53(C).
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This paper has been announced in the following NEP Reports:- NEP-MST-2008-01-26 (Market Microstructure)
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