基金非理性交易中的媒体角色研究：基于大数据和计算实验方法

71871157
2018
G0114.金融工程
冯绪
面上项目
教授
天津大学
50万元
媒体;基金;计算实验;交易行为;金融大数据
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 Which kind of investor causes comovement? 期刊论文 Jie Li;Yongjie Zhang;Xu Feng;Yahui An
2 The Asymmetric Overnight Return Anomaly in the Chinese Stock Market 期刊论文 Yahui An;Lin Huang;Youwei Li
3 Social media effect, investor recognition and the cross-section of stock returns 期刊论文 Xiangtong Meng;Wei Zhang;Youwei Li;Xing Cao;Xu Feng
4 教育部高等学校科学研究优秀成果奖二等奖 奖励 张维;熊熊;张永杰;张小涛;邹高峰;李悦雷;冯绪;沈德华
5 语调、情绪及市场影响:基于金融情绪词典 期刊论文 姚加权;冯绪;王赞钧;纪荣嵘;张维
6 The role of hedge funds in the asset pricing: evidence from China 期刊论文 Jing Zhang;Wei Zhang;Youwei Li;Xu Feng
7 News release and the role of different types of investors 期刊论文 Junjun Ma;Xiong Xiong;Xu Feng
8 Employee relations and stock price crash risk: Evidence from employee lawsuits 期刊论文 Junqing Zuo;Wei Zhang;Mingya Hu;Xu Feng;Gaofeng Zou
9 Shadow Banks, Leverage Risks, and Asset Prices 期刊论文 Xu Feng;Lei Lu;Yajun Xiao
10 The asset growth anomaly in the Chinese stock market 期刊论文 Feng Xu;Fan Jiarui;An Yahui
11 A new attention proxy and order imbalance: Evidence from China 期刊论文 Ya Gao;Xiong Xiong;Xu Feng;Youwei Li;Samuel A.Vigne
12 Power of Keyboard: How Disagreed Voices from Social Media Impact on Mutual Funds Manipulation, SSRN Working Paper. 期刊论文 Ziwei Ren;Xu Feng;Yahui An;Wei Zhang
13 Sentiment Dispersion and Asset Pricing Error: Evidence from the Chinese Stock Market 期刊论文 Xiong Xiong;Han Jiatong;Feng Xu;An Yahui
14 Asymmetry of retail investors’ attention and asymmetric volatility: Evidence from China 期刊论文 Shuning Chen;Wei Zhang;Xu Feng;Xiong Xiong
15 Shadow leverage risk and corporate bond pricing: evidence from China 期刊论文 Xu Feng;Lin Huang;Guanying Wang
16 天津市金融协会年度调研课题一等奖 奖励 张维;冯绪;徐春发;熊熊
17 The Impact of Competition on Analysts’ Forecasts: A Simple Agent-Based Model 期刊论文 Zhang Jin;Xiong Xiong;An Yahui;Feng Xu
18 Wealth management products, banking competition, and stability: Evidence from China 期刊论文 Xu Feng;Eva Lütkebohmert;Yajun Xiao
19 Shadow Funding and Economic Growth: Evidence from China 期刊论文 XU FENG;XIAOWEN AN;YAHUI AN;YAJUN XIAO
20 天津市社会科学优秀成果奖三等奖 奖励 张维;冯绪;沈德华;张小涛;邹高峰
21 Local attention to employees’ rights and firm value: Evidence from China 期刊论文 Yahui An;Xiukun Liu
22 Investor interaction and price efficiency: Evidence from social media 期刊论文 Xing Cao;Yongjie Zhang;Xu Feng;Xiangtong Meng
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