Ying Zhang

Missouri State University - College of Business Administration

United States

SCHOLARLY PAPERS

2

DOWNLOADS
Rank 40,876

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Top 40,876

in Total Papers Downloads

1,060

SSRN CITATIONS

3

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Paying Attention: Overnight Returns and the Hidden Cost of Buying at the Open

Number of pages: 40 Posted: 16 Jun 2010 Last Revised: 14 Mar 2011
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Missouri State University - College of Business Administration
Downloads 871 (26,900)
Citation 6

Abstract:

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market efficiency, attention, sentiment, retail investors, transaction costs, short sale

2.

Dispersion of Opinions, Limits to Arbitrage, and Overnight Returns

Number of pages: 64 Posted: 10 Aug 2008 Last Revised: 21 Jun 2009
University of Auckland - Business School, Iowa State University - Finance Department, U.S. Securities and Exchange Commission - Division of Economic and Risk Analysis and Missouri State University - College of Business Administration
Downloads 189 (162,813)
Citation 1

Abstract:

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market efficiency, limits to arbitrage, short sale restrictions, institutional ownership, transaction costs, dispersion of opinions, disagreement, overpricing