The Effect of Abnormal Turnover on Asymmetric Autoregressive Behavior of Index Returns: Evidence from the Chinese A-share Stock Markets*
Author:
Publisher
Wiley
Subject
Finance
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.2041-6156.2012.01082.x/fullpdf
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2. Re-Examining the Chinese A-Share Herding Behavior With a Fama-French Augmented Seven-Factor Model;SSRN Electronic Journal;2017
3. Do Stock Prices Underreact to Information Conveyed by Investors' Trades? Evidence from China;Asia-Pacific Journal of Financial Studies;2013-06
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