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

SSRN Electronic Journal ◽

10.2139/ssrn.3205043 ◽

2018 ◽

Author(s):

Ming Gu ◽

George Jiang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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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.2907642 ◽

2017 ◽

Author(s):

Ming Gu ◽

George Jiang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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The role of analysts: An examination of the idiosyncratic volatility anomaly in the Chinese stock market

Journal of Empirical Finance ◽

10.1016/j.jempfin.2019.03.007 ◽

2019 ◽

Vol 52 ◽

pp. 237-254 ◽

Cited By ~ 2

Author(s):

Ming Gu ◽

George J. Jiang ◽

Bu Xu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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Does idiosyncratic volatility matter? — Evidence from Chinese stock market

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2018.09.184 ◽

2019 ◽

Vol 516 ◽

pp. 393-401 ◽

Cited By ~ 1

Author(s):

Shengnan Liu ◽

Ao Kong ◽

Rongbao Gu ◽

Wenjing Guo

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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The Role of Cross-Border Mergers and Acquisitions in Foreign Direct Investment: Evidence from the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.3077747 ◽

2009 ◽

Author(s):

Okhwa Ahn

Keyword(s):

Foreign Direct Investment ◽

Stock Market ◽

Mergers And Acquisitions ◽

Direct Investment ◽

Chinese Stock Market ◽

Cross Border

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Margin trading and stock idiosyncratic volatility: Evidence from the Chinese stock market

International Review of Economics & Finance ◽

10.1016/j.iref.2020.08.021 ◽

2021 ◽

Vol 71 ◽

pp. 484-496

Author(s):

Pingshu Gui ◽

Yifeng Zhu

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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Asset Allocation in the Chinese Stock Market: The Role of Return Predictability

The Journal of Portfolio Management ◽

10.3905/jpm.2015.41.5.071 ◽

2015 ◽

Vol 41 (5) ◽

pp. 71-83 ◽

Cited By ~ 1

Author(s):

Jian Chen ◽

Fuwei Jiang ◽

Jun Tu

Keyword(s):

Stock Market ◽

Asset Allocation ◽

Return Predictability ◽

Chinese Stock Market

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Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market

International Review of Economics & Finance ◽

10.1016/j.iref.2017.10.015 ◽

2018 ◽

Vol 53 ◽

pp. 1-15 ◽

Cited By ~ 13

Author(s):

Xiaoyuan Wan

Keyword(s):

Stock Market ◽

Idiosyncratic Volatility ◽

Chinese Stock Market

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The role of financial advice and word-of-mouth communication on the association between investor personality and stock trading behavior: Evidence from Chinese stock market

Personality and Individual Differences ◽

10.1016/j.paid.2016.11.048 ◽

2017 ◽

Vol 108 ◽

pp. 55-65 ◽

Cited By ~ 15

Author(s):

Muhammad Zubair Tauni ◽

Hong Xing Fang ◽

Amjad Iqbal

Keyword(s):

Stock Market ◽

Word Of Mouth ◽

Chinese Stock Market ◽

Trading Behavior ◽

Stock Trading ◽

Financial Advice ◽

Word Of Mouth Communication

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Decomposing the Value Premium: The Role of Intangible Information in the Chinese Stock Market

SSRN Electronic Journal ◽

10.2139/ssrn.2915055 ◽

2017 ◽

Author(s):

Kin-Yip Ho ◽

Jiyoun An

Keyword(s):

Stock Market ◽

Value Premium ◽

Chinese Stock Market ◽

Intangible Information

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