Changfeng Ma

Zhejiang Gongshang University (ZJGSU)

No.18, Xuezheng Street, Hangzhou

Zhejiang, 310018

China

  • Zhejiang Gongshang University (ZJGSU)

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SCHOLARLY PAPERS

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Scholarly Papers (4)

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1.

On the Reverse U-Shaped Intraday Pattern of Volume and Volatility: Evidence from CSI 300 Index Futures Market

Number of pages: 39 Posted: 29 Jan 2014
Zhijuan Chen, Hai Lin and Changfeng Ma
Zhejiang Gongshang University (ZJGSU), Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance and Zhejiang Gongshang University (ZJGSU)
Downloads 228 (245,297)
Citation 1

Abstract:

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U-shaped, trading volume, realized volatility, ranged volatility, informed

2.

Chinese Institutional Trading, Stock Returns and Earnings Announcements

2014 Financial Markets & Corporate Governance Conference
Number of pages: 31 Posted: 29 Jan 2014
Zhijuan Chen and Changfeng Ma
Zhejiang Gongshang University (ZJGSU) and Zhejiang Gongshang University (ZJGSU)
Downloads 136 (384,493)

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Institutional investor; earning announcement; liquidity; information; post-earning-announcement drift

3.

Individual Investor Trading Around Earnings Announcements: Noise or Information? Evidence from an Emerging Market

Number of pages: 25 Posted: 31 Jan 2013
Zhijuan Chen, William T. LIn and Changfeng Ma
Zhejiang Gongshang University (ZJGSU), Tamkang University - Banking & Finance and Zhejiang Gongshang University (ZJGSU)
Downloads 98 (489,656)

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Individual investor, noise trading, information, net individual trading, return predictability, liquidity provision

4.

Testing Security Spanning, with Application to the Emerging Offshore Yuan Market

2014 Financial Markets & Corporate Governance Conference
Number of pages: 24 Posted: 29 Jan 2014
Roger J. Bowden and Changfeng Ma
Victoria University of Wellington - Te Herenga Waka - School of Economics & Finance and Zhejiang Gongshang University (ZJGSU)
Downloads 39 (779,193)

Abstract:

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Capital market segmentation, dim sums, financial integration, non parametric, ordered mean difference, renmimbi yuan