Functional Coefficients Regression Model for Security Pricing with Heterogeneous Beliefs: Application in Chinese Stock Market

2010 International Conference on Management and Service Science ◽

10.1109/icmss.2010.5575883 ◽

2010 ◽

Author(s):

Li Lin ◽

Ruo-En Ren

Keyword(s):

Stock Market ◽

Regression Model ◽

Heterogeneous Beliefs ◽

Chinese Stock Market ◽

Security Pricing

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Investor sentiment and its nonlinear effect on stock returns—New evidence from the Chinese stock market based on panel quantile regression model

Economic Modelling ◽

10.1016/j.econmod.2015.07.007 ◽

2015 ◽

Vol 50 ◽

pp. 266-274 ◽

Author(s):

Zhong-Xin Ni ◽

Da-Zhong Wang ◽

Wen-Jun Xue

Keyword(s):

Stock Market ◽

Quantile Regression ◽

Regression Model ◽

Stock Returns ◽

Nonlinear Effect ◽

Investor Sentiment ◽

Chinese Stock Market ◽

Quantile Regression Model ◽

Panel Quantile Regression ◽

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Online collective emotion and Chinese stock market

PsycEXTRA Dataset ◽

10.1037/e627722013-206 ◽

2013 ◽

Author(s):

Hao Chen ◽

Kai Sheng Lai

Keyword(s):

Stock Market ◽

Chinese Stock Market ◽

Collective Emotion

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Market Segmentation and Stock Prices Discount in the Chinese Stock Market: Revisiting B-Share Discounts in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.1029494 ◽

2007 ◽

Author(s):

Oliver M. Rui ◽

Wenfeng Wu ◽

Bong-Soo Lee

Keyword(s):

Stock Market ◽

Market Segmentation ◽

Stock Prices ◽

Chinese Stock Market

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Does Idiosyncratic Risk Deter Short-Sellers? Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2024456 ◽

2012 ◽

Author(s):

Song Wang

Keyword(s):

Stock Market ◽

Idiosyncratic Risk ◽

Chinese Stock Market ◽

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Index Futures Trading Restrictions and Spot Market Quality: Evidence from the Recent Chinese Stock Market Crash

SSRN Electronic Journal ◽

10.2139/ssrn.2806917 ◽

2015 ◽

Author(s):

Qian Han ◽

Jufang Liang

Keyword(s):

Stock Market ◽

Spot Market ◽

Market Quality ◽

Chinese Stock Market ◽

Futures Trading ◽

Stock Market Crash ◽

Index Futures ◽

Trading Restrictions ◽

Quality Evidence

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Private Information in the Chinese Stock Market: Evidence from Mutual Funds and Corporate Insiders

SSRN Electronic Journal ◽

10.2139/ssrn.2820399 ◽

2016 ◽

Author(s):

Yeguang Chi

Keyword(s):

Stock Market ◽

Mutual Funds ◽

Private Information ◽

Chinese Stock Market ◽

Corporate Insiders

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The Magnet Effect of Market-Wide Circuit Breaker: Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2859540 ◽

2016 ◽

Author(s):

Xiangchao Hao

Keyword(s):

Stock Market ◽

Circuit Breaker ◽

Chinese Stock Market ◽

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(A Study on the Impact of the China's Exchange Rate Regime Policy Changes on the Price Spill-Over Process of the Chinese Stock Market Index)

SSRN Electronic Journal ◽

10.2139/ssrn.3016997 ◽

2013 ◽

Author(s):

Kyung Won Kim

Keyword(s):

Exchange Rate ◽

Stock Market ◽

Exchange Rate Regime ◽

Chinese Stock Market ◽

Policy Changes ◽

Stock Market Index ◽

Market Index ◽

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The Role of Analysts: An Examination of the Idiosyncratic Volatility Anomaly in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3111100 ◽

2017 ◽

Author(s):

Ming Gu ◽

George Jiang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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Chinese Stock Market Image: Inductive Analysis of U.S. Dollar Millionaires from Mainland China

SSRN Electronic Journal ◽

10.2139/ssrn.3382838 ◽

2019 ◽

Author(s):

Brian Lavelle

Keyword(s):

Stock Market ◽

Mainland China ◽

Chinese Stock Market ◽

Inductive Analysis

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