互联网背景下参与者行为演变对股票市场微观行为和信息效率的影响

71801136
2018
G0114.金融工程
李晓
青年科学基金项目
副教授
南开大学
20万元
参与者行为演变;微观行为;信息效率;互联网背景;计算实验建模
2019-01-01到2021-12-31
  • 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 Unexpected Information Demand and Volatility Clustering of Chinese Stock Returns: Evidence from Baidu Index 期刊论文 Chu Gang;Li Xiao;Shen Dehua;Zhang Yongjie
2 Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test 期刊论文 Li Xiao
3 The role of media coverage in measuring the systemic risk of Chinese financial institutions 期刊论文 Dong Minghua;Xiong Xiong;Li Xiao
4 Stock Crashes and Jumps Reactions to Information Demand and Supply: An Intraday Analysis 期刊论文 Chu Gang;Li Xiao;Shen Dehua;Zhang Yongjie
5 Information demand and net selling around earnings announcement 期刊论文 Chu Gang;Li Xiao;Zhang Yongjie
6 Attention allocation and international stock return comovement: Evidence from the Bitcoin market 期刊论文 Hu Yitong;Li Xiao;Shen Dehua
7 Quantifying the Cross-Correlations between Online Market Participation Willingness and Stock Market Dynamics 期刊论文 Chu Gang;Li Xiao;Zhang Yongjie
8 The maturity effect of stock index futures: Speculation or carry arbitrage? 期刊论文 Xu Kewei;Xiong Xiong;Li Xiao
9 How does economic policy uncertainty affect the bitcoin market? 期刊论文 Wang Pengfei;Li Xiao;Shen Dehua;Zhang Wei
10 第十四届(2019)中国管理学年会优秀论文 奖励 李晓;储刚
11 Long-term impacts of index reconstitutions: Evidence from the CSI 300 additions and deletions 期刊论文 Chu Gang;John W. Goodell;Li Xiao;Zhang Yongjie
12 When financial literacy meets textual analysis: A conceptual review 期刊论文 Li Xiao
13 Time-Series and Dynamic Cross-Correlations Analysis on Unexpected Information: Evidence from Media News and Online Postings 期刊论文 Li Yan;Kong Xiangyu;Li Xiao;Zhang Zuochao
14 Investor attention shocks and stock co-movement: Substitution or reinforcement? 期刊论文 Hu Yitong;Li Xiao;John W. Goodell;Shen Dehua
15 The Short-Selling Hypothesis of Weekend Effect and T + 1 Trading Mechanism 期刊论文 Li Xiao;Liu Bin
16 Can overnight return really serve as a proxy for firm-specific investor sentiment? Cross-country evidence 期刊论文 Xiong Xiong;Meng Yongqiang;Li Xiao;Shen Dehua
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