A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

A dynamic panel analysis of HKEx shorting ban’s impact on the relationship between disagreement and future returns

Published:2016-05 Issue: Volume:17 Page:10-16
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Zhang Yan^ORCID,Ikeda Shin S.

Publisher

Elsevier BV

Subject

Finance

Reference27 articles.

1. Price clustering on the limit-order book: evidence from the stock exchange of hong kong;Ahn;J. Financ. Markets,2005

2. Illiquidity and stock returns: Cross-section and time-series effect;Amihud;J. Financ. Markets,2002

3. Short-sales constraints and liquidity change: Cross-sectional evidence from the hong kong market;Bai;Pacific-Basin Finance J.,2014

4. Short-sales constraints and price adjustments to earnings announcements: Evidence from the hong kong market;Bai;Int. Rev. Financ. Anal.,2015

5. Turnover: liquidity or uncertainty?;Barinov;Manag. Sci.,2014

Cited by 5 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Determinants of idiosyncratic risk: evidence from BRICS countries;Asia-Pacific Journal of Business Administration;2022-11-03

2. Forecasting Economic Recession through Share Price in the Logistics Industry with Artificial Intelligence (AI);Computation;2020-08-03

3. THE SPECIFICS OF YUAN’S INTERNATIONALIZATION IN THE DEBT FINANCiAL INSTRUMENTS MARKETS;Actual Problems of International Relations;2019

4. Idiosyncratic tail risk and expected stock returns: Evidence from the Chinese stock markets;Finance Research Letters;2018-03

5. Effects of short sale ban on financial liquidity in crisis and non-crisis periods: a propensity score-matching approach;Applied Economics;2016-10-27

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3