Is informational inefficiency priced in stock markets? A comparison between the U.S. and Chinese cases-Reference-Cited by-同舟云学术

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Is informational inefficiency priced in stock markets? A comparison between the U.S. and Chinese cases

Published:2019-06 Issue: Volume:55 Page:222-238
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Yang Baochen,Xue Fangzhan,Su Yunpeng,Yan Cheng

Funder

National Natural Science Foundation of China

Doctoral Program of Higher Education of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference59 articles.

1. A multiscale entropy approach for market efficiency;Alvarez-Ramirez;Int. Rev. Financ. Anal.,2012

2. Asset pricing and the bid-ask spread;Amihud;J. Financ. Econ.,1986

3. Have financial markets become more informative?;Bai;J. Financ. Econ.,2016

4. Behavioural biases of mutual fund investors;Bailey;J. Financ. Econ.,2011

5. Risk premiums for decision regret;Bell;Manag. Sci.,1983

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