No.18, Xuezheng Street, Hangzhou
Zhejiang, 310018
China
Zhejiang Gongshang University (ZJGSU)
U-shaped, trading volume, realized volatility, ranged volatility, informed
Institutional investor; earning announcement; liquidity; information; post-earning-announcement drift
Individual investor, noise trading, information, net individual trading, return predictability, liquidity provision
Capital market segmentation, dim sums, financial integration, non parametric, ordered mean difference, renmimbi yuan