Xing Han

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 44,635

SSRN RANKINGS

Top 44,635

in Total Papers Downloads

1,527

SSRN CITATIONS

7

CROSSREF CITATIONS

2

Scholarly Papers (11)

1.

Low Liquidity Beta Anomaly in China

Number of pages: 40 Posted: 11 Dec 2014 Last Revised: 14 Jun 2021
Ghent University - Department of Financial Economics, University of Auckland Business School, Hull University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 272 (160,281)
Citation 1

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Liquidity, Liquidity Beta, Investor Sentiment, Asset Pricing, China

2.

Understanding the Performance of Components in Betting Against Beta

Forthcoming, Critical Finance Review
Number of pages: 50 Posted: 27 Nov 2018 Last Revised: 25 Sep 2019
Xing Han
University of Auckland Business School
Downloads 251 (173,562)
Citation 1

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Beta Anomaly, Return Decomposition, Betting Against Correlation, Asset Pricing

3.

Investor Overconfidence and the Security Market Line: New Evidence from China

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 62 Posted: 27 Nov 2018 Last Revised: 18 Jun 2020
Xing Han, Kai Li and Youwei Li
University of Auckland Business School, Macquarie Business School, Macquarie University and Hull University Business School
Downloads 234 (185,646)
Citation 3

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Beta Anomaly, Betting Against Beta, Overconfidence, Trading Volume, Mutual Fund

4.

Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China

Number of pages: 62 Posted: 23 Mar 2017
Xing Han and Youwei Li
University of Auckland Business School and Hull University Business School
Downloads 226 (191,912)

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Investor Sentiment, Return Predictability, Bias Correction, China

5.

Investor Heterogeneity and Momentum-based Trading Strategies in China

Number of pages: 46 Posted: 11 Sep 2020 Last Revised: 10 Dec 2020
Ya Gao, Xing Han, Youwei Li and Xiong Xiong
Tianjin University - College of Management and Economics, University of Auckland Business School, Hull University Business School and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 148 (277,387)
Citation 2

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Investor Heterogeneity, Intraday Return, Overnight Return, Momentum

6.

Overnight Momentum, Informational Shocks, and Late-Informed Trading in China

Number of pages: 43 Posted: 05 Nov 2019
Ya Gao, Xing Han, Youwei Li and Xiong Xiong
Tianjin University - College of Management and Economics, University of Auckland Business School, Hull University Business School and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 136 (296,498)

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intraday momentum, overnight return, price jump, late-informed trading

7.

Shunned Stocks and Market States

European Journal of Finance, 28(7), 2022, 705-717. DOI: https://doi.org/10.1080/1351847X.2021.2015699
Number of pages: 29 Posted: 06 Dec 2021 Last Revised: 10 Jun 2022
University of Auckland Business School, Hull University Business School and University of Otago
Downloads 130 (306,833)

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Sin stocks, Social norms, Shunned stock hypothesis, Market states

8.

Modeling the Daily Electricity Price Volatility with Realized Measures

Number of pages: 22 Posted: 17 Sep 2013
Ghent University - Department of Financial Economics, University of Auckland Business School and Czech Technical University in Prague - Faculty of Electrical Engineering
Downloads 99 (370,867)
Citation 1

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volatility forecasting, intra-day range, Realized GARCH, electricity

9.

Correlation and the Omitted Variable: A Tale of Two Prices

Financial Management Accepted
Number of pages: 50 Posted: 15 Jan 2019 Last Revised: 25 Aug 2020
Xing Han and Zheyao Pan
University of Auckland Business School and Macquarie University
Downloads 31 (634,537)

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Correlation, Beta Anomaly, Omitted Variable Bias

10.

Can the relative price ratio of gold to platinum predict the Chinese stock market?

Pacific-Basin Finance Journal, 62, 101379. https://doi.org/10.1016/j.pacfin.2020.101379, The University of Auckland Business School Research Paper Series
Posted: 15 Feb 2022
Xing Han, Xinfeng Ruan and Yongxian Tan
University of Auckland Business School, University of Otago - Department of Accountancy and Finance and University of Otago

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11.

Loss from the chasing of MAX stocks: Evidence from China

The North American Journal of Economics and Finance, 58, 101475. https://doi.org/10.1016/j.najef.2021.101475, The University of Auckland Business School Research Paper Series
Posted: 15 Feb 2022
Ya Gao, Xing Han and Xiong Xiong
Dalian University of Technology, University of Auckland Business School and College of Management and Economics and China Center for Social Computing and Analytics

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MAX effect, Lottery-like properties, Gambling behavior, Mutual funds