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The Chinese Warrants Bubble

Citations

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Cited by:

  1. Shinichi Hirota & Juergen Huber & Thomas Stock & Shyam Sunder, 2018. "Speculation and Price Indeterminacy in Financial Markets: An Experimental Study," Cowles Foundation Discussion Papers 2134R, Cowles Foundation for Research in Economics, Yale University, revised Apr 2020.
  2. Wang, Peipei & Wen, Yuanji & Singh, Harminder, 2017. "The high-volume return premium: Does it exist in the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 46(PB), pages 323-336.
  3. Akiyama, Eizo & Hanaki, Nobuyuki & Ishikawa, Ryuichiro, 2014. "How do experienced traders respond to inflows of inexperienced traders? An experimental analysis," Journal of Economic Dynamics and Control, Elsevier, vol. 45(C), pages 1-18.
  4. Julien Pénasse & Luc Renneboog & José A Scheinkman & Stijn Van Nieuwerburgh, 2021. "When a Master Dies: Speculation and Asset Float [Optimal financial crises]," The Review of Financial Studies, Society for Financial Studies, vol. 34(8), pages 3840-3879.
  5. Julien Pénasse & Luc Renneboog, 2022. "Speculative Trading and Bubbles: Evidence from the Art Market," Management Science, INFORMS, vol. 68(7), pages 4939-4963, July.
  6. Bian, Jiangze & Su, Tie & Wang, Jun, 2022. "Non-marketability and one-day selling lockup," Journal of Empirical Finance, Elsevier, vol. 65(C), pages 1-23.
  7. Li, Ming-Xia & Jiang, Zhi-Qiang & Xie, Wen-Jie & Xiong, Xiong & Zhang, Wei & Zhou, Wei-Xing, 2015. "Unveiling correlations between financial variables and topological metrics of trading networks: Evidence from a stock and its warrant," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 419(C), pages 575-584.
  8. Werner, Jan, 2022. "Speculative trade under ambiguity," Journal of Economic Theory, Elsevier, vol. 199(C).
  9. Li, Xiao-Ming, 2017. "New evidence on economic policy uncertainty and equity premium," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 41-56.
  10. Sophie Moinas & Sébastien Pouget, 2016. "The bubble game: A classroom experiment," Southern Economic Journal, John Wiley & Sons, vol. 82(4), pages 1402-1412, April.
  11. Ding, Wenjie & Mazouz, Khelifa & Wang, Qingwei, 2021. "Volatility timing, sentiment, and the short-term profitability of VIX-based cross-sectional trading strategies," Journal of Empirical Finance, Elsevier, vol. 63(C), pages 42-56.
  12. Xiao, Wei-Lin & Zhang, Wei-Guo & Yao, Zheng & Wang, Xiao-Hui, 2013. "The impact of issuing warrant and debt on behavior of the firm's stock," Economic Modelling, Elsevier, vol. 31(C), pages 635-641.
  13. Quinn, William & Turner, John D., 2020. "Bubbles in history," QUCEH Working Paper Series 2020-07, Queen's University Belfast, Queen's University Centre for Economic History.
  14. Liao, Jingchi & Peng, Cheng & Zhu, Ning, 2019. "Price and volume dynamics in bubbles," LSE Research Online Documents on Economics 102057, London School of Economics and Political Science, LSE Library.
  15. ÅžimÅŸek, Alp, 2021. "The Macroeconomics of Financial Speculation," CEPR Discussion Papers 15733, C.E.P.R. Discussion Papers.
  16. Allen, Franklin & Qian, Jun & Qian, Meijun, 2018. "A Review of China’s Institutions," CEPR Discussion Papers 13269, C.E.P.R. Discussion Papers.
  17. Sheridan Titman & Chishen Wei. Wei & Bin Zhao, 2021. "Corporate Actions and the Manipulation of Retail Investors in China: An Analysis of Stock Splits," NBER Working Papers 29212, National Bureau of Economic Research, Inc.
  18. repec:zbw:bofitp:2018_001 is not listed on IDEAS
  19. Powers, Eric & Xiao, Gang, 2014. "Mispricing of Chinese warrants," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 62-86.
  20. Wei Xiong, 2013. "Bubbles, Crises, and Heterogeneous Beliefs," NBER Working Papers 18905, National Bureau of Economic Research, Inc.
  21. Brunnermeier, Markus K. & Oehmke, Martin, 2013. "Bubbles, Financial Crises, and Systemic Risk," Handbook of the Economics of Finance, in: G.M. Constantinides & M. Harris & R. M. Stulz (ed.), Handbook of the Economics of Finance, volume 2, chapter 0, pages 1221-1288, Elsevier.
  22. Gang, Jianhua & Qian, Zongxin & Xu, Tiange, 2019. "Investment horizons, cash flow news, and the profitability of momentum and reversal strategies in the Chinese stock market," Economic Modelling, Elsevier, vol. 83(C), pages 364-371.
  23. Wang, Jiaxin & Zhu, Zhaowei & Huang, Xiang, 2023. "Stock bubbles under sudden public crises: A perspective from the excessive financialization of firms," Finance Research Letters, Elsevier, vol. 57(C).
  24. Hirota, Shinichi & Huber, Juergen & Stöckl, Thomas & Sunder, Shyam, 2022. "Speculation, money supply and price indeterminacy in financial markets: An experimental study," Journal of Economic Behavior & Organization, Elsevier, vol. 200(C), pages 1275-1296.
  25. Andrade, Sandro C. & Bian, Jiangze & Burch, Timothy R., 2013. "Analyst Coverage, Information, and Bubbles," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 48(5), pages 1573-1605, October.
  26. Murillo Campello & Rafael P. Ribas & Albert Y. Wang, 2014. "Is the Stock Market Just a Side Show? Evidence from a Structural Reform," The Review of Corporate Finance Studies, Society for Financial Studies, vol. 3(1-2), pages 1-38.
  27. Razen, Michael & Huber, Jürgen & Kirchler, Michael, 2017. "Cash inflow and trading horizon in asset markets," European Economic Review, Elsevier, vol. 92(C), pages 359-384.
  28. Berger, David & Turtle, Harry J., 2015. "Sentiment bubbles," Journal of Financial Markets, Elsevier, vol. 23(C), pages 59-74.
  29. Tibor Neugebauer & Sascha Füllbrunn, 2013. "Deflating Bubbles in Experimental Asset Markets: Comparative Statics of Margin Regulations," LSF Research Working Paper Series 13-14, Luxembourg School of Finance, University of Luxembourg.
  30. Bian, Jiangze & Chan, Kalok & Han, Bing & Shi, Donghui, 2023. "Cross-border equity flows and information transmission: Evidence from Chinese stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  31. Han, Dun & Han, Liyan & Wu, Yanran & Liu, Pei, 2021. "Dividend or growth funds: What drives individual investors' choices?," International Review of Financial Analysis, Elsevier, vol. 77(C).
  32. Li, Zhuo & Wen, Fenghua & Huang, Zhijian James, 2023. "Asymmetric response to earnings news across different sentiment states: The role of cognitive dissonance," Journal of Corporate Finance, Elsevier, vol. 78(C).
  33. Liao, Li & Liu, Bibo & Wang, Hao, 2014. "China׳s secondary privatization: Perspectives from the Split-Share Structure Reform," Journal of Financial Economics, Elsevier, vol. 113(3), pages 500-518.
  34. Pavlidis, Efthymios G. & Vasilopoulos, Kostas, 2020. "Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
  35. Song, Zheng (Michael) & Xiong, Wei, 2018. "Risks in China’s financial system," BOFIT Discussion Papers 1/2018, Bank of Finland, Institute for Economies in Transition.
  36. Marcel Nutz & José A. Scheinkman, 2017. "Supply and Shorting in Speculative Markets," NBER Working Papers 23751, National Bureau of Economic Research, Inc.
  37. Eom, Yunsung, 2021. "Kimchi premium and speculative trading in bitcoin," Finance Research Letters, Elsevier, vol. 38(C).
  38. Huan Xie & Jipeng Zhang, 2016. "Bubbles and experience: An experiment with a steady inflow of new traders," Southern Economic Journal, John Wiley & Sons, vol. 82(4), pages 1349-1373, April.
  39. Lily H. Fang & Josh Lerner & Chaopeng Wu, 2017. "Intellectual Property Rights Protection, Ownership, and Innovation: Evidence from China," The Review of Financial Studies, Society for Financial Studies, vol. 30(7), pages 2446-2477.
  40. Utz Weitzel & Christoph Huber & Jürgen Huber & Michael Kirchler & Florian Lindner & Julia Rose & Lauren Cohen, 2020. "Bubbles and Financial Professionals [Margin, short sell, and lotteries in experimental asset markets]," The Review of Financial Studies, Society for Financial Studies, vol. 33(6), pages 2659-2696.
  41. Hao Gao & Yuanyu Qu & Tao Shen, 2022. "Geographic proximity and price efficiency: Evidence from high‐speed railway connections between firms and financial centers," Financial Management, Financial Management Association International, vol. 51(1), pages 117-141, March.
  42. Bing Guo & Jing Wang & Steven X. Wei, 2018. "R&D spending, strategic position and firm performance," Frontiers of Business Research in China, Springer, vol. 12(1), pages 1-19, December.
  43. Xiao, Weilin & Zhang, Xili, 2016. "Pricing equity warrants with a promised lowest price in Merton’s jump–diffusion model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 458(C), pages 219-238.
  44. Xiao, Wei-Lin & Zhang, Wei-Guo & Zhang, Xili & Zhang, Xiaoli, 2012. "Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(24), pages 6418-6431.
  45. Barlevy, Gadi, 2014. "A leverage-based model of speculative bubbles," Journal of Economic Theory, Elsevier, vol. 153(C), pages 459-505.
  46. Zhou, Qing & Zhang, Xili, 2020. "Pricing equity warrants in Merton jump–diffusion model with credit risk," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 557(C).
  47. Balcombe, Kelvin & Fraser, Iain, 2017. "Do bubbles have an explosive signature in markov switching models?," Economic Modelling, Elsevier, vol. 66(C), pages 81-100.
  48. Ge, Wenxia & Ouyang, Caiyue & Shi, Zhenyang & Chen, Zhanliao, 2022. "Can a not-for-profit minority institutional shareholder make a big difference in corporate governance? A quasi-natural experiment," Journal of Corporate Finance, Elsevier, vol. 72(C).
  49. Michael Razen & Jürgen Huber & Michael Kirchler, 2016. "Cash Inflow and Trading Horizon in Asset Markets," Working Papers 2016-06, Faculty of Economics and Statistics, Universität Innsbruck.
  50. Cheng, Feiyang & Wang, Chunfeng & Cui, Xin & Wu, Ji & He, Feng, 2021. "Economic policy uncertainty exposure and stock price bubbles: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
  51. Xie, Feng & Anderson, Hamish D. & Chi, Jing & Liao, Jing, 2019. "Does residual state ownership increase stock return volatility? Evidence from China's secondary privatization," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 234-251.
  52. Hu, Conghui & Lin, Ji-Chai & Liu, Yu-Jane, 2022. "What are the benefits of attracting gambling investors? Evidence from stock splits in China," Journal of Corporate Finance, Elsevier, vol. 74(C).
  53. Andy C W Chui & Avanidhar Subrahmanyam & Sheridan Titman, 2022. "Momentum, Reversals, and Investor Clientele [Illiquidity and stock returns: Cross-section and time-series effects]," Review of Finance, European Finance Association, vol. 26(2), pages 217-255.
  54. Carl Chen & Peter Lung & F. Wang, 2013. "Where are the sources of stock market mispricing and excess volatility?," Review of Quantitative Finance and Accounting, Springer, vol. 41(4), pages 631-650, November.
  55. Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2015. "Diversity in Cognitive Ability Enlarges Mispricing," GREDEG Working Papers 2015-29, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  56. Liu, Clark & Wang, Shujing & Wei, K.C. John, 2021. "Demand shock, speculative beta, and asset prices: Evidence from the Shanghai-Hong Kong Stock Connect program," Journal of Banking & Finance, Elsevier, vol. 126(C).
  57. Wei Xiong & Jialin Yu, 2011. "The Chinese Warrants Bubble," Working Papers 1398, Princeton University, Department of Economics, Econometric Research Program..
  58. Pan, Li & Tang, Ya & Xu, Jianguo, 2013. "Weekly momentum by return interval ranking," Pacific-Basin Finance Journal, Elsevier, vol. 21(1), pages 1191-1208.
  59. Yu-Jane Liu & Zheng Zhang & Longkai Zhao, 2015. "Speculation Spillovers," Management Science, INFORMS, vol. 61(3), pages 649-664, March.
  60. Michael Kirchler & Caroline Bonn & Jürgen Huber & Michael Razen, 2014. "The "Inflow-Effect" - Trader Inflow and Bubble Formation in Asset Markets," Working Papers 2014-22, Faculty of Economics and Statistics, Universität Innsbruck.
  61. Cheung, Stephen L. & Hedegaard, Morten & Palan, Stefan, 2014. "To see is to believe: Common expectations in experimental asset markets," European Economic Review, Elsevier, vol. 66(C), pages 84-96.
  62. Rosas-Martinez, Victor H., 2016. "Expectations Over Durable Assets: How to Avoid the Formation of Value Bubbles," MPRA Paper 75350, University Library of Munich, Germany.
  63. Buhui Qiu & Gary Gang Tian & Haijian Zeng, 2022. "How Does Deleveraging Affect Funding Market Liquidity?," Management Science, INFORMS, vol. 68(6), pages 4568-4601, June.
  64. Bolan Liu & Xiaowei Ai & Pan Liu & Chuang Zhang & Xingqi Hu & Tianpu Dong, 2015. "Fuel Economy Improvement of a Heavy-Duty Powertrain by Using Hardware-in-Loop Simulation and Calibration," Energies, MDPI, vol. 8(9), pages 1-14, September.
  65. Marcel Nutz & José A. Scheinkman, 2020. "Shorting in Speculative Markets," Journal of Finance, American Finance Association, vol. 75(2), pages 995-1036, April.
  66. David Hirshleife, 2015. "Behavioral Finance," Annual Review of Financial Economics, Annual Reviews, vol. 7(1), pages 133-159, December.
  67. Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2022. "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics 110514, London School of Economics and Political Science, LSE Library.
  68. Dong, Feng & Xu, Zhiwei, 2022. "Bubbly bailout," Journal of Economic Theory, Elsevier, vol. 202(C).
  69. Ok, Hyunmin & Kim, Jinyong & Kim, Yongsik, 2023. "Is the Kimchi premium a speculative bubble?," Finance Research Letters, Elsevier, vol. 57(C).
  70. Baik, Bok & Kang, Hyoung-Goo & Kim, Young Jun, 2013. "Volatility arbitrage around earnings announcements: Evidence from the Korean equity linked warrants market," Pacific-Basin Finance Journal, Elsevier, vol. 23(C), pages 109-130.
  71. Tan, Xiaoyu & Zhang, Zili & Zhao, Xuejun & Wang, Chengxiang, 2021. "Investor sentiment and limits of arbitrage: Evidence from Chinese stock market," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 577-595.
  72. Neil D Pearson & Zhishu Yang & Qi Zhang & Stijn Van Nieuwerburgh, 0. "The Chinese Warrants Bubble: Evidence from Brokerage Account Records," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 264-312.
  73. Loukas Balafoutas & Simon Czermak & Marc Eulerich & Helena Fornwagner, 2020. "Incentives For Dishonesty: An Experimental Study With Internal Auditors," Economic Inquiry, Western Economic Association International, vol. 58(2), pages 764-779, April.
  74. Cheng, Minying & Jin, Ling & Li, Zhisheng & Lin, Bingxuan, 2022. "The effectiveness of government stock purchase during market crash: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
  75. Kang, Junqing & Lin, Shen & Xiong, Xiong, 2022. "What drives intraday reversal? illiquidity or liquidity oversupply?," Journal of Economic Dynamics and Control, Elsevier, vol. 136(C).
  76. Chan, Kalok & Wang, Baolian & Yang, Zhishu, 2019. "Why investors do not buy cheaper securities: Evidence from a natural experiment," Journal of Banking & Finance, Elsevier, vol. 101(C), pages 59-76.
  77. KIM, Y. Han (Andy) & Jung, Hosung, 2016. "Investor PSY-chology surrounding “Gangnam Style”," Pacific-Basin Finance Journal, Elsevier, vol. 37(C), pages 23-34.
  78. Wing-Keung Wong & Hooi Hooi Lean & Michael McAleer & Feng-Tse Tsai, 2018. "Why Are Warrant Markets Sustained in Taiwan but Not in China?," Sustainability, MDPI, vol. 10(10), pages 1-17, October.
  79. Alex Chinco, 2023. "The Ex Ante Likelihood of Bubbles," Management Science, INFORMS, vol. 69(2), pages 1222-1244, February.
  80. Penasse, J.N.G. & Renneboog, L.D.R., 2014. "Bubbles and Trading Frenzies : Evidence from the Art Market," Other publications TiSEM bf0d8984-df7f-4f02-afc7-3, Tilburg University, School of Economics and Management.
  81. Huang, Ke & Zhu, Ying, 2022. "China’s secondary privatization and corporate investment efficiency," Research in International Business and Finance, Elsevier, vol. 61(C).
  82. Barberis, Nicholas & Greenwood, Robin & Jin, Lawrence & Shleifer, Andrei, 2018. "Extrapolation and bubbles," Journal of Financial Economics, Elsevier, vol. 129(2), pages 203-227.
  83. Jianhui Li & Sebastian A. Gehricke & Jin E. Zhang, 2019. "How do US options traders “smirk” on China? Evidence from FXI options," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 39(11), pages 1450-1470, November.
  84. Jianlei Han & Jing He & Zheyao Pan & Jing Shi, 2018. "Twenty Years of Accounting and Finance Research on the Chinese Capital Market," Abacus, Accounting Foundation, University of Sydney, vol. 54(4), pages 576-599, December.
  85. Nobuyuki Hanaki & Eizo Akiyama & Yukihiko Funaki & Ryuichiro Ishikawa, 2017. "Diversity in Cognitive Ability Enlarges Mispricing in Experimental Asset Markets," GREDEG Working Papers 2017-08, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France.
  86. Jianjun Miao & PENGFEI WANG, 2011. "Sectoral Bubbles and Endogenous Growth," Boston University - Department of Economics - Working Papers Series WP2011-032, Boston University - Department of Economics.
  87. Yintian Wang & Guofu Zhou & Yingzi Zhu, 2021. "The Chinese warrant bubble: A fundamental analysis," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(1), pages 3-26, January.
  88. Frank Weikai Li, 2016. "Macro Disagreement and the Cross-Section of Stock Returns," The Review of Asset Pricing Studies, Society for Financial Studies, vol. 6(1), pages 1-45.
  89. Kai‐Min Huang & I‐Doun Kuo & Rong‐Tsorng Wang, 2022. "Resale options and heterogeneous beliefs," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 42(6), pages 1067-1083, June.
  90. Hao, Jing, 2023. "Retail investor attention and corporate innovation in the big data era," International Review of Financial Analysis, Elsevier, vol. 86(C).
  91. Liao, Jingchi & Peng, Cameron & Zhu, Ning, 2021. "Extrapolative bubbles and trading volume," LSE Research Online Documents on Economics 118887, London School of Economics and Political Science, LSE Library.
  92. Zhen Peng & Changsheng Hu, 2020. "Leveraged Trading, Irrational Sentiment and Sustainability in the Stock Market: Evidence from China," Sustainability, MDPI, vol. 12(4), pages 1-18, February.
  93. Titman, Sheridan & Wei, Chishen & Zhao, Bin, 2022. "Corporate actions and the manipulation of retail investors in China: An analysis of stock splits," Journal of Financial Economics, Elsevier, vol. 145(3), pages 762-787.
  94. You, Yu & Yu, Zongdai & Zhang, Wenqiao & Lu, Lei, 2023. "FinTech platforms and mutual fund markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 84(C).
  95. Jiang, Jinglin & Liao, Li & Wang, Zhengwei & Xiang, Hongyu, 2020. "Financial literacy and retail investors' financial welfare: Evidence from mutual fund investment outcomes in China," Pacific-Basin Finance Journal, Elsevier, vol. 59(C).
  96. 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.
  97. Song, Zheng (Michael) & Xiong, Wei, 2018. "Risks in China's financial system," BOFIT Discussion Papers 1/2018, Bank of Finland Institute for Emerging Economies (BOFIT).
  98. Owen Powell & Natalia Shestakova, 2017. "Experimental asset markets: behavior and bubbles," Chapters, in: Morris Altman (ed.), Handbook of Behavioural Economics and Smart Decision-Making, chapter 21, pages 375-391, Edward Elgar Publishing.
  99. James J. Choi & Li Jin & Hongjun Yan, 2013. "Informed Trading and Expected Returns," NBER Working Papers 18680, National Bureau of Economic Research, Inc.
  100. Jiangze Bian & Kalok Chan & Donghui Shi & Hao Zhou, 2018. "Do Behavioral Biases Affect Order Aggressiveness?," Review of Finance, European Finance Association, vol. 22(3), pages 1121-1151.
  101. Yue, Tian & Zhang, Jin E. & Tan, Eric K.M., 2020. "The Chinese equity index options market," Emerging Markets Review, Elsevier, vol. 45(C).
  102. Hillert, Alexander & Jacobs, Heiko & Müller, Sebastian, 2018. "Journalist disagreement," Journal of Financial Markets, Elsevier, vol. 41(C), pages 57-76.
  103. Jun Liu & Kai Wu & Fuwei Jiang & Zhiqi Shen, 2023. "How is illiquidity priced in the Chinese stock market?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(S1), pages 1285-1320, April.
  104. Kirchler, Michael & Bonn, Caroline & Huber, Jürgen & Razen, Michael, 2015. "The “inflow-effect”—Trader inflow and price efficiency," European Economic Review, Elsevier, vol. 77(C), pages 1-19.
  105. Jose A. Scheinkman, 2013. "Speculation, Trading and Bubbles Third Annual Arrow Lecture," Working Papers 1458, Princeton University, Department of Economics, Econometric Research Program..
  106. Jennie Bai & Michael J. Fleming & Casidhe Horan, 2013. "The Microstructure of China's Government Bond Market," Staff Reports 622, Federal Reserve Bank of New York.
  107. Li, Ke & Lu, Lei & Qian, Jun & Zhu, Julie Lei, 2020. "Enforceability and the effectiveness of laws and regulations," Journal of Corporate Finance, Elsevier, vol. 62(C).
  108. Chang, Eric C. & Luo, Xingguo & Shi, Lei & Zhang, Jin E., 2013. "Is warrant really a derivative? Evidence from the Chinese warrant market," Journal of Financial Markets, Elsevier, vol. 16(1), pages 165-193.
  109. Wan, Junmin, 2018. "Prevention and landing of bubble," International Review of Economics & Finance, Elsevier, vol. 56(C), pages 190-204.
  110. Xinyun Chen & Yan Liu & Tao Zeng, 2017. "Does the T + 1 rule really reduce speculation? Evidence from Chinese Stock Index ETF," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 57(5), pages 1287-1313, December.
  111. Xindan Li & Avanidhar Subrahmanyam & Xuewei Yang & Wei Jiang, 0. "Winners, Losers, and Regulators in a Derivatives Market Bubble," Review of Economic Studies, Oxford University Press, vol. 34(1), pages 313-350.
  112. Gao, Pengjie & Hu, Allen & Kelly, Peter & Peng, Cameron & Zhu, Ning, 2020. "Exploited by complexity," LSE Research Online Documents on Economics 118867, London School of Economics and Political Science, LSE Library.
  113. Steven Tucker & Yilong Xu, 2020. "Nonspeculative Bubbles Revisited: Speculation Does Matter," Working Papers in Economics 20/09, University of Waikato.
  114. Shi, Yang & Li, Jiachen & Liu, Ruiming, 2023. "Financing constraints and share pledges: Evidence from the share pledge reform in China," Journal of Corporate Finance, Elsevier, vol. 78(C).
  115. Miao, Jianjun & Wang, Pengfei, 2014. "Sectoral bubbles, misallocation, and endogenous growth," Journal of Mathematical Economics, Elsevier, vol. 53(C), pages 153-163.
  116. Binglin Gong & Deng Pan & Donghui Shi, 2017. "New Investors and Bubbles: An Analysis of the Baosteel Call Warrant Bubble," Management Science, INFORMS, vol. 63(8), pages 2493-2508, August.
  117. Goh, Jeremy C. & Jiang, Fuwei & Tu, Jun & Wang, Yuchen, 2013. "Can US economic variables predict the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 22(C), pages 69-87.
  118. Michael Lemmon & Sophie Xiaoyan Ni, 2014. "Differences in Trading and Pricing Between Stock and Index Options," Management Science, INFORMS, vol. 60(8), pages 1985-2001, August.
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