Xing Han

University of Otago - Department of Accountancy and Finance

PO Box 56

Dunedin, 9054

New Zealand

Ghent University - Department of Financial Economics

Sint-Pietersplein 5

Ghent, 9000

Belgium

SCHOLARLY PAPERS

4

DOWNLOADS

486

CITATIONS

1

Scholarly Papers (4)

1.

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 Otago - Department of Accountancy and Finance and Hull University Business School
Downloads 180 (166,127)
Citation 1

Abstract:

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Investor Sentiment, Return Predictability, Bias Correction, China

2.

Understanding the Controversy of Liquidity Beta: A Natural Experiment

Number of pages: 47 Posted: 11 Dec 2014 Last Revised: 21 Nov 2015
Michael Frömmel and Xing Han
Ghent University - Department of Financial Economics and University of Otago - Department of Accountancy and Finance
Downloads 138 (207,848)

Abstract:

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

3.

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 Otago - Department of Accountancy and Finance and Czech Technical University in Prague - Faculty of Electrical Engineering
Downloads 86 (290,339)

Abstract:

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

4.

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

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 51 Posted: 27 Nov 2018 Last Revised: 12 May 2019
Xing Han, Kai Li and Youwei Li
University of Otago - Department of Accountancy and Finance, Macquarie Business School, Macquarie University and Hull University Business School
Downloads 82 (298,943)

Abstract:

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