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Size and Value in China

Citations

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Cited by:

  1. Zhang, Xiang & Liu, Yangyi & Wu, Kun & Maillet, Bertrand, 2021. "Tradable or nontradable factors—what does the Hansen–Jagannathan distance tell us?," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 853-879.
  2. Jin, Han & Mazouz, Khelifa & Wu, Yuliang & Xu, Bin, 2023. "Can star analysts make superior coverage decisions in poor information environment?," Journal of Banking & Finance, Elsevier, vol. 146(C).
  3. Cong, Yunyu & Sun, Fangfang & Wang, Fusheng & Ye, Qiang, 2022. "Information assimilation and stock return synchronicity: Evidence from an investor relations management platform," Emerging Markets Review, Elsevier, vol. 53(C).
  4. Hollstein, Fabian, 2022. "The world of anomalies: Smaller than we think?," Journal of International Money and Finance, Elsevier, vol. 129(C).
  5. Zhang, Bing & Chen, Wei & Yeh, Chung-Ying, 2021. "Turnover premia in China's stock markets," Pacific-Basin Finance Journal, Elsevier, vol. 65(C).
  6. Huang, Jiexiang & Guo, Wei & Zhang, Jin E., 2020. "Do stocks outperform bank deposits in China?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
  7. Yin, Libo & Liao, Huiyi, 2020. "Firm’s quality increases and the cross-section of stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 66(C), pages 228-243.
  8. Yin, Libo & Nie, Jing, 2021. "Adjusted dividend-price ratios and stock return predictability: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 73(C).
  9. Yanxi Li & Siu Kai Choy & Mingzhu Wang, 2022. "The potential built‐in supply effect from margin trading in the Chinese stock market," The Financial Review, Eastern Finance Association, vol. 57(4), pages 835-861, November.
  10. Zhang, Xiaoke & Zhao, Xuankai & Qu, Linshan, 2021. "Do green policies catalyze green investment? Evidence from ESG investing developments in China," Economics Letters, Elsevier, vol. 207(C).
  11. Huang, Jiexiang & Tan, Yongxian & Zhao, Hailong, 2020. "Does the sales seasonality anomaly exist in China?," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
  12. An, Yahui & Liu, Xiukun, 2023. "Local attention to employees’ rights and firm value: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 382-394.
  13. Kai-Yin Woo & Chulin Mai & Michael McAleer & Wing-Keung Wong, 2020. "Review on Efficiency and Anomalies in Stock Markets," Economies, MDPI, vol. 8(1), pages 1-51, March.
  14. Lin, Qi, 2022. "Understanding idiosyncratic momentum in the Chinese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 76(C).
  15. Neszveda, Gábor & Till, Gábor & Timár, Barnabás & Varga, Marcell, 2022. "Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China," Finance Research Letters, Elsevier, vol. 50(C).
  16. Zhang, Wei & Li, Yi, 2021. "Do visiting monks give better sermons? An analysis of the foreign experience of Chinese fund managers," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  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. Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2022. "How is the change in left-tail risk priced in China?," Pacific-Basin Finance Journal, Elsevier, vol. 71(C).
  19. Zhen, Fang & Ruan, Xinfeng & Zhang, Jin E., 2020. "Left-tail risk in China," Pacific-Basin Finance Journal, Elsevier, vol. 63(C).
  20. Muhammad Usman Arshad, 2021. "Forecasted E/P Ratio and ROE: Shanghai Stock Exchange (SSE), China," SAGE Open, , vol. 11(2), pages 21582440211, June.
  21. Chen, Jiun-Lin & Glabadanidis, Paskalis & Sun, Mingwei, 2022. "The five-factor asset pricing model, short-term reversal, and ownership structure – the case of China," International Review of Financial Analysis, Elsevier, vol. 82(C).
  22. Luo, Deming & Jiang, Sainan & Yao, Zhongwei, 2023. "Economic policy uncertainty and mutual fund risk shifting," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  23. Katarzyna Perez & £ukasz Szymczyk, 2022. "Actual rate of the management fee in mutual funds of different styles," Equilibrium. Quarterly Journal of Economics and Economic Policy, Institute of Economic Research, vol. 17(4), pages 969-1014, December.
  24. Lin, Chaonan & Chang, Hui-Wen & Chou, Robin K., 2023. "Overnight versus intraday returns of anomalies in China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  25. Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021. "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  26. Mingyang Li & Linlin Niu & Andrew Pua, 2020. "Market Pricing of Fundamentals at the Shanghai Stock Exchange: Evidence from a Dividend Discount Model with Adaptive Expectations," Working Papers 2020-12-30, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
  27. Deng, Kebin & Ding, Zhong & Liao, Xiaojie & Zhu, Yushu, 2021. "Staged subsidies and corporate investments: Evidence from Chinese listed firms," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  28. Chen, Shan & Liu, Xujun & Li, Tao, 2023. "Does the investment-profitability correlation affect the factor premiums? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  29. 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).
  30. Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020. "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  31. Qi Xu & Yang Ye, 2023. "Commodity network and predictable returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 43(10), pages 1423-1449, October.
  32. Wei, Xin & Liu, Xi & Zhang, Xueyong, 2022. "Shadow banking and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  33. Shen, Hongtao & Yang, Qing & Luo, Le & Huang, Nan, 2023. "Market reactions to a cross-border carbon policy: Evidence from listed Chinese companies," The British Accounting Review, Elsevier, vol. 55(1).
  34. Wen, Fenghua & Zou, Qian & Wang, Xiong, 2021. "The contrarian strategy of institutional investors in Chinese stock market," Finance Research Letters, Elsevier, vol. 41(C).
  35. Li, Yan & Liang, Chao & Huynh, Toan L.D. & He, Qiubei, 2022. "Price reversal and heterogeneous belief," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 104-119.
  36. Gao, Ya & Han, Xing & Li, Youwei & Xiong, Xiong, 2021. "Investor heterogeneity and momentum-based trading strategies in China," International Review of Financial Analysis, Elsevier, vol. 74(C).
  37. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les & Xu, Danyang, 2021. "Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre," International Review of Economics & Finance, Elsevier, vol. 71(C), pages 55-81.
  38. Chang, Danting, 2021. "Fundamental anomalies and the size puzzle in China: A data mining approach," Finance Research Letters, Elsevier, vol. 42(C).
  39. Yi, Biao & Guo, Shuxin, 2022. "Common analyst links and predictable returns: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  40. Wang, Jianqiu & Wu, Ke & Tong, Guoshi & Chen, Dongxu, 2023. "Nonlinearity in the cross-section of stock returns: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 85(C), pages 174-205.
  41. Lee, Charles M.C. & Qu, Yuanyu & Shen, Tao, 2019. "Going public in China: Reverse mergers versus IPOs," Journal of Corporate Finance, Elsevier, vol. 58(C), pages 92-111.
  42. Cheema, Muhammad A. & Chiah, Mardy & Man, Yimei, 2020. "Cross-sectional and time-series momentum returns: Is China different?," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
  43. Sun, Kaisi & Wang, Hui & Zhu, Yifeng, 2023. "Salience theory in price and trading volume: Evidence from China," Journal of Empirical Finance, Elsevier, vol. 70(C), pages 38-61.
  44. Leippold, Markus & Wang, Qian & Zhou, Wenyu, 2022. "Machine learning in the Chinese stock market," Journal of Financial Economics, Elsevier, vol. 145(2), pages 64-82.
  45. Jing, Wei & Zhang, Xueyong, 2021. "Online social networks and corporate investment similarity," Journal of Corporate Finance, Elsevier, vol. 68(C).
  46. Zhong, Huaming & Al-Duais, Zinb Abduljabbar Mohamed & Peng, Biyu, 2023. "The impact of idiosyncratic risk on corporate financialisation——Evidence from China," International Review of Financial Analysis, Elsevier, vol. 86(C).
  47. An, Li & Lou, Dong & Shi, Donghui, 2022. "Wealth redistribution in bubbles and crashes," Journal of Monetary Economics, Elsevier, vol. 126(C), pages 134-153.
  48. Jin Boon Wong, 2021. "Stock market reactions to different types of oil shocks: Evidence from China," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(2), pages 179-193, February.
  49. Huang, Yong & Yan, Chao & Chan, Kam C., 2022. "Does the truth rest with the minority? Divergent views on nonfinancial firms' financial investments from the private equity market," International Review of Financial Analysis, Elsevier, vol. 83(C).
  50. Li, Huixuan & Chen, Jing, 2022. "Does higher investments necessarily reduce stock returns?☆," Pacific-Basin Finance Journal, Elsevier, vol. 72(C).
  51. Fuwei Jiang & Fujing Jin & Kejia Zhang, 2023. "Financial openness and profitability premium: Causal evidence from the Shanghai‐Hong Kong Stock Connect," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 451-483, March.
  52. Cheung, Yan-Leung & Rau, P. Raghavendra & Stouraitis, Aris & Tan, Weiqiang, 2021. "Does the market understand the ex ante risk of expropriation by controlling shareholders?," Journal of Corporate Finance, Elsevier, vol. 68(C).
  53. Nguyen, Hung T. & Pham, Mia Hang, 2021. "Air pollution and behavioral biases: Evidence from stock market anomalies," Journal of Behavioral and Experimental Finance, Elsevier, vol. 29(C).
  54. Qiu, Jiayue & Wu, Hai & Zhang, Lijuan, 2021. "In name only: Information spillovers among Chinese firms with similar stock names during earnings announcements," Journal of Corporate Finance, Elsevier, vol. 69(C).
  55. 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.
  56. Zhang, Han, 2021. "An inflation-based ICAPM in China," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  57. Sha, Yezhou & Gao, Ran, 2019. "Which is the best: A comparison of asset pricing factor models in Chinese mutual fund industry," Economic Modelling, Elsevier, vol. 83(C), pages 8-16.
  58. Shan, Chenyu & Tang, Dragon Yongjun & Wang, Sarah Qian & Zhang, Chang, 2022. "The diversification benefits and policy risks of accessing China’s stock market," Journal of Empirical Finance, Elsevier, vol. 66(C), pages 155-175.
  59. Tong Fang & Zhi Su & Libo Yin, 2021. "Does the green inspiration effect matter for stock returns? Evidence from the Chinese stock market," Empirical Economics, Springer, vol. 60(5), pages 2155-2176, May.
  60. Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Oxley, Les, 2022. "The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
  61. Yongli Li & Tianchen Wang & Baiqing Sun & Chao Liu, 2022. "Detecting the lead–lag effect in stock markets: definition, patterns, and investment strategies," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-36, December.
  62. Carpenter, Jennifer N. & Lu, Fangzhou & Whitelaw, Robert F., 2021. "The real value of China’s stock market," Journal of Financial Economics, Elsevier, vol. 139(3), pages 679-696.
  63. Li, Zhiyong & Rao, Xiao, 2022. "Evaluating asset pricing models: A revised factor model for China," Economic Modelling, Elsevier, vol. 116(C).
  64. Gang Huang & Xiaohua Zhou & Qingyang Song, 2020. "Deep reinforcement learning for portfolio management," Papers 2012.13773, arXiv.org, revised Apr 2022.
  65. Yue, Tian & Li, Tianjiao & Ruan, Xinfeng, 2023. "Does short-term momentum exist in China?," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  66. Hung-Wen Lin & Kun-Ben Lin & Jing-Bo Huang & Shu-Heng Chen, 2021. "Timely Loss Recognition Helps Nothing," Sustainability, MDPI, vol. 13(14), pages 1-24, July.
  67. Li, Zhiyong & Rao, Xiao, 2023. "Exploring the zoo of predictors for mutual fund performance in China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  68. Ma, Tian & Leong, Wen Jun & Jiang, Fuwei, 2023. "A latent factor model for the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 87(C).
  69. Bo Li & Sabri Boubaker & Zhenya Liu & Waël Louhichi & Yao Yao, 2023. "Exploring the Nonlinear Idiosyncratic Volatility Puzzle: Evidence from China," Computational Economics, Springer;Society for Computational Economics, vol. 62(2), pages 527-559, August.
  70. Wang, Shaoping & Yu, Lu & Zhao, Qing, 2021. "Do factor models explain stock returns when prices behave explosively? Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  71. Yeguang Chi & Xiao Qiao & Sibo Yan & Binbin Deng, 2021. "Volatility and returns: Evidence from China†," International Review of Finance, International Review of Finance Ltd., vol. 21(4), pages 1441-1463, December.
  72. Yin, Libo & Wei, Ya & Han, Liyan, 2020. "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
  73. Zhu, Hongbing & Yang, Lihua & Xu, Changxin, 2023. "Tracking investor gambling intensity," International Review of Financial Analysis, Elsevier, vol. 86(C).
  74. Zhang, Qun & Zhang, Peihui & Liu, Hao, 2023. "Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? Evidence from China," Research in International Business and Finance, Elsevier, vol. 64(C).
  75. Zhijing Zhang & Yue Yu & Qinghua Ma & Haixiang Yao, 2021. "A revised comparison between FF five-factor model and three-factor model,based on China's A-share market," Papers 2112.03170, arXiv.org.
  76. Gui, Pingshu & Zhu, Yifeng, 2021. "Value at risk and the cross-section of expected returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 66(C).
  77. Zhu, Hong-bing & Zhang, Bing & Yang, Li-hua, 2021. "The gambling preference and stock price: Evidence from China's stock market," Emerging Markets Review, Elsevier, vol. 49(C).
  78. Yan Wang & Yuan George Shan & Zhuqian He & Changheng Zhao, 2022. "Other comprehensive income, corporate governance, and firm performance in China," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(1), pages 262-271, January.
  79. Zhai, Huayun & Lu, Meiting & Shan, Yaowen & Liu, Qingzhuo & Zhao, Ying, 2021. "Key audit matters and stock price synchronicity: Evidence from a quasi-natural experiment in China," International Review of Financial Analysis, Elsevier, vol. 75(C).
  80. Sam, Abdoul G. & Zhang, Xiaodong, 2020. "Value relevance of the new environmental enforcement regime in China," Journal of Corporate Finance, Elsevier, vol. 62(C).
  81. Lee, Kiryoung & Choi, Eunseon & Kim, Minki, 2023. "Twitter-based Chinese economic policy uncertainty," Finance Research Letters, Elsevier, vol. 53(C).
  82. Fenghua Wen & Yujie Yuan & Wei‐Xing Zhou, 2021. "Cross‐shareholding networks and stock price synchronicity: Evidence from China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 914-948, January.
  83. Frömmel, Michael & Han, Xing & Li, Youwei & Vigne, Samuel A., 2022. "Low liquidity beta anomaly in China," Emerging Markets Review, Elsevier, vol. 50(C).
  84. Kim, Saejoon, 2021. "Enhanced factor investing in the Korean stock market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  85. Daye Li & Tianyang Li & Kefu Yi & Yitong Liu, 2022. "Size effect and the measurement of firm size," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 43(4), pages 894-905, June.
  86. Lou, Dong, 2020. "Wealth Redistribution in Bubbles and Crashes," CEPR Discussion Papers 15029, C.E.P.R. Discussion Papers.
  87. Tian Ma & Cunfei Liao & Fuwei Jiang, 2023. "Timing the factor zoo via deep learning: Evidence from China," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 63(1), pages 485-505, March.
  88. Liu, Jing & He, Qiubei & Li, Yan & Huynh, Luu Duc Toan & Liang, Chao, 2023. "The change in stock-selection risk and stock market returns," International Review of Financial Analysis, Elsevier, vol. 85(C).
  89. Liu, Jun & Wu, Kai & Zhou, Ming, 2023. "News tone, investor sentiment, and liquidity premium," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 167-181.
  90. Ziang Zhou, 2023. "Research on Small-Cap Value Rotation Investment Strategy Based on "Size Effect" - Evidence from the Chinese Stock Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, vol. 13(6), pages 1-5.
  91. Shi, Yongdong & Wang, Haomiao & Xia, Yu & Zhen, Hongxian, 2023. "Mispricing and anomalies in China," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  92. Huang, Tao & Zhang, Xueyong, 2022. "Industry-level media tone and the cross-section of stock returns," International Review of Economics & Finance, Elsevier, vol. 77(C), pages 59-77.
  93. Su, Zhi & Lyu, Tongtong & Yin, Libo, 2022. "Are conditional illiquidity risks priced in China? A cross-sectional test," International Review of Financial Analysis, Elsevier, vol. 81(C).
  94. Chi, Yeguang & He, Jingbin & Wu, Fei & Yin, Bijiao, 2022. "Optimal information production of mutual funds: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 143(C).
  95. Huasheng Gao & Jun Huang & Tianshu Zhang, 2020. "Can online annual general meetings increase shareholders’ participation in corporate governance?," Financial Management, Financial Management Association International, vol. 49(4), pages 1029-1050, December.
  96. Lu Jolly Zhou & Mehdi Sadeghi, 2021. "The long‐run role of innovation in the IPO market: inhibition or promotion?," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 61(2), pages 3735-3779, June.
  97. Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022. "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, vol. 83(C).
  98. Xiong, Haifang & Yang, Gaofei & Wang, Zhiqiang, 2022. "Factor portfolio and target volatility management: An analysis of portfolio performance in the U.S. and China," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 493-517.
  99. Li, Yan & Liang, Chao & L.D. Huynh, Toan, 2022. "A new momentum measurement in the Chinese stock market," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  100. Yin, Libo & Wei, Ya, 2020. "Aggregate profit instability and time variations in momentum returns: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 60(C).
  101. Huo, Xiaolin & Jiang, Dayan & Qiu, Zhigang & Yang, Sijie, 2022. "The impacts of dual carbon goals on asset prices in China," Journal of Asian Economics, Elsevier, vol. 83(C).
  102. Yin, Libo & Yang, Zhichen, 2022. "The profitability effect: Insight from a dynamic perspective," International Review of Financial Analysis, Elsevier, vol. 80(C).
  103. Yi, Biao & Xiang, Xueman, 2023. "Pair analyst coverage and return comovement: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  104. Du, Qingjie & Wang, Yang & Wei, K.C. John, 2020. "Does cash-based operating profitability explain the accruals anomaly in China?," Pacific-Basin Finance Journal, Elsevier, vol. 61(C).
  105. Tao Huang & Xueyong Zhang, 2022. "Media coverage of industry and the cross‐section of stock returns," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 62(S1), pages 1107-1141, April.
  106. 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.
  107. Huang, Yong & Uchida, Konari & Yu, Xuanying & Zha, Daolin, 2021. "Market timing in private equity placements: Empirical evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
  108. Chen, Qi-An & Li, Huashi & Lin, Jianyi & Yan, Youliang, 2023. "Asset pricing with two types of heterogeneous consumption volatilities in mind: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 77(C).
  109. Yang, Baochen & Ma, Yao, 2021. "Value at risk, mispricing and expected returns," International Review of Financial Analysis, Elsevier, vol. 78(C).
  110. Liu, Xufeng & Wan, Die, 2023. "Retail investor trading and ESG pricing in China," Research in International Business and Finance, Elsevier, vol. 65(C).
  111. Charles M C Lee & Yuanyu Qu & Tao Shen, 2023. "Gate Fees: The Pervasive Effect of IPO Restrictions on Chinese Equity Markets," Review of Finance, European Finance Association, vol. 27(3), pages 809-849.
  112. Zhang, Tianyang & Lence, Sergio H., 2022. "Liquidity and asset pricing: Evidence from the Chinese stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  113. Pujian Yang & Liu Yang, 2022. "Asset pricing and nominal price illusion in China," Palgrave Communications, Palgrave Macmillan, vol. 9(1), pages 1-9, December.
  114. Liu, Xufeng & Wan, Die, 2022. "Asymmetric positive feedback trading and stock pricing in China," The North American Journal of Economics and Finance, Elsevier, vol. 60(C).
  115. Ping‐Wen Sun & Zipeng Wen, 2023. "Stock return predictability of the cumulative abnormal returns around the earnings announcement date: Evidence from China," International Review of Finance, International Review of Finance Ltd., vol. 23(1), pages 58-86, March.
  116. Hu, Debao & Li, Xin & Xiang, George & Zhou, Qiyao, 2023. "Asset pricing models in the presence of higher moments: Theory and evidence from the U.S. and China stock market," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  117. Han, Xing & Li, Kai & Li, Youwei, 2020. "Investor overconfidence and the security market line: New evidence from China," Journal of Economic Dynamics and Control, Elsevier, vol. 117(C).
  118. Cheng, Sirui & Hua, Xiuping & Wang, Qingfeng, 2023. "Corporate culture and firm resilience in China: Evidence from the Sino-US trade war," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  119. Zhuo Li & Meiyu Tian & Guangda Ouyang & Fenghua Wen, 2021. "Relationship between investor sentiment and earnings news in high‐ and low‐sentiment periods," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2748-2765, April.
  120. Yue, Tian & Gehricke, Sebastian A. & Zhang, Jin E. & Pan, Zheyao, 2021. "The implied volatility smirk in the Chinese equity options market," Pacific-Basin Finance Journal, Elsevier, vol. 69(C).
  121. Zhang, Jinhua & Wang, Guipu & Yan, Cheng, 2020. "Can foreign equity funds outperform their benchmarks? New evidence from fund-holding data for China," Economic Modelling, Elsevier, vol. 90(C), pages 11-20.
  122. Cao, Zhengyu & Wang, Rundong & Xiao, Xinrong & Yin, Chengxi, 2023. "Disseminating information across connected firms — Analyst site visits can help," Journal of Empirical Finance, Elsevier, vol. 72(C), pages 510-531.
  123. Chi, Yeguang & Li, Xiaoming, 2019. "Beauties of the emperor: An investigation of a Chinese government bailout," Journal of Financial Markets, Elsevier, vol. 44(C), pages 42-70.
  124. Sha, Yezhou, 2020. "The devil in the style: Mutual fund style drift, performance and common risk factors," Economic Modelling, Elsevier, vol. 86(C), pages 264-273.
  125. Han, Chunmao & Shi, Yongdong, 2022. "Chinese stock anomalies and investor sentiment," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  126. Du, Qianqian & Liang, Dawei & Chen, Zilin & Tu, Jun, 2022. "Concept links and return momentum," Journal of Banking & Finance, Elsevier, vol. 134(C).
  127. Liu, Xin & Qiu, Zhigang & Shen, Luyao & Zheng, Weinan, 2023. "Coreversal: The booms and busts of arbitrage activities in China," Journal of Empirical Finance, Elsevier, vol. 71(C), pages 51-65.
  128. Dong, Dayong & Wu, Keke & Fang, Jianchun & Gozgor, Giray & Yan, Cheng, 2022. "Investor attention factors and stock returns: Evidence from China," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 77(C).
  129. Cheng Zhang & Le Luo, 2021. "Board diversity and risk-taking of family firms: Evidence from China," International Entrepreneurship and Management Journal, Springer, vol. 17(4), pages 1569-1590, December.
  130. Cheng, Hang & Shi, Yongdong, 2020. "Forecasting China's stock market variance," Pacific-Basin Finance Journal, Elsevier, vol. 64(C).
  131. Ma, Junjun & Xiong, Xiong & Feng, Xu, 2021. "News release and the role of different types of investors," International Review of Financial Analysis, Elsevier, vol. 73(C).
  132. Li, Tangrong & Lin, Hui, 2021. "Credit risk and equity returns in China," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 588-613.
  133. Chen, Qinhua & Chi, Yeguang, 2018. "Smart beta, smart money," Journal of Empirical Finance, Elsevier, vol. 49(C), pages 19-38.
  134. Han, Xing & Ruan, Xinfeng & Tan, Yongxian, 2020. "Can the relative price ratio of gold to platinum predict the Chinese stock market?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  135. Fabio Caccioli & Tiziana Di Matteo & Giulia Iori & Saqib Jafarey & Giacomo Livan & Simone Righi, 2022. "Introduction to the special issue on the 24th annual Workshop on Economic science with Heterogeneous Interacting Agents, London, 2019 (WEHIA 2019)," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 17(2), pages 401-404, April.
  136. Lan, Yueqin & Huang, Yong & Yan, Chao, 2021. "Investor sentiment and stock price: Empirical evidence from Chinese SEOs," Economic Modelling, Elsevier, vol. 94(C), pages 703-714.
  137. Zijia Du & Alan Guoming Huang & Russ Wermers & Wenfeng Wu, 2022. "Language and Domain Specificity: A Chinese Financial Sentiment Dictionary [The effects of analyst-country institutions on biased research: Evidence from target prices]," Review of Finance, European Finance Association, vol. 26(3), pages 673-719.
  138. Yin, Libo & Liao, Huiyi, 2021. "Big is brilliant: Understanding the Chinese size effect through profitability shocks," International Review of Financial Analysis, Elsevier, vol. 74(C).
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