Xing Han

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

  • University of Auckland Business School

SCHOLARLY PAPERS

15

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Top 33,529

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3,196

TOTAL CITATIONS
Rank 23,081

SSRN RANKINGS

Top 23,081

in Total Papers Citations

22

Scholarly Papers (15)

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1.

Understanding the Performance of Currency Basis-Momentum

Number of pages: 54 Posted: 05 Sep 2024 Last Revised: 15 Mar 2025
Minyou Fan, Xing Han, Ang Li and Jiadong Liu
Queen's University Belfast, Queen's Business School, University of Auckland Business School, Queen's University Belfast and Queen's University Belfast - Queen's Management School
Downloads 510 (116,672)

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Basis-momentum, Currency momentum, Carry trades, Cross-sectional currency returns. JEL: G10

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 477 (126,414)
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 331 (191,474)
Citation 3

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

4.

Low Liquidity Beta Anomaly in China

Number of pages: 40 Posted: 11 Dec 2014 Last Revised: 14 Jun 2021
Michael Frömmel, Xing Han, Youwei Li and Samuel Vigne
Ghent University - Department of Financial Economics, University of Auckland Business School, Hull University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 323 (196,451)
Citation 2

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

5.

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 293 (217,939)
Citation 10

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Investor Sentiment, Return Predictability, Bias Correction, China

6.

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 255 (251,324)
Citation 5

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Investor Heterogeneity, Intraday Return, Overnight Return, Momentum

7.

Blinded by Lottery Preferences? Earnings News, Gambling-Motivated Trading, and Informational Efficiency

Number of pages: 77 Posted: 03 Nov 2023 Last Revised: 10 Sep 2024
Vidhi Chhaochharia, Jiaqi Guo, Xing Han and Alok Kumar
University of Miami - Department of Finance, Birmingham Business School, University of Auckland Business School and University of Miami - Miami Herbert Business School
Downloads 243 (264,711)

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Information avoidance, gambling preference, lottery-type stocks, earnings news, informational efficiency.

8.

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 243 (263,665)

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

9.

Shunned Stocks and Market States

European Journal of Finance, 28(7), 2022, 705-717. DOI: https://doi.org/10.1080/1351847X.2021.2015699, The University of Auckland Business School Research Paper
Number of pages: 29 Posted: 06 Dec 2021 Last Revised: 08 Nov 2022
Xing Han, Youwei Li and Olena Onishchenko
University of Auckland Business School, Hull University Business School and University of Otago
Downloads 156 (395,846)

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

10.

Modeling the Daily Electricity Price Volatility with Realized Measures

Number of pages: 22 Posted: 17 Sep 2013
Michael Frömmel, Xing Han and Stepan Kratochvil
Ghent University - Department of Financial Economics, University of Auckland Business School and Czech Technical University in Prague - Faculty of Electrical Engineering
Downloads 152 (404,505)
Citation 1

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

11.

Specifics Matter: An Analysis of Mutual Fund ESG Disclosures

Number of pages: 50 Posted: 18 Oct 2024
Huayu Shi, Xing Han, John B. Lee and Helen Lu
University of Auckland, University of Auckland Business School, University of Auckland Business School and Vlerick Business School
Downloads 126 (469,658)

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ESG, Fund Flows, LLM, Prospectuses, Specificity

12.

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 62 (732,413)

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Correlation, Beta Anomaly, Omitted Variable Bias

13.

The Nexus of Overnight Trend and Asset Prices in China

Number of pages: 73 Posted: 19 Feb 2021 Last Revised: 25 Nov 2024
Jiaqi Guo, Xing Han, Kai Li and Youwei Li
Birmingham Business School, University of Auckland Business School, Macquarie Business School, Macquarie University and Hull University Business School
Downloads 25 (1,043,755)

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Overnight Trend, Investor Clientele, Momentum, Slow Diffusion of Information, Asset Prices

14.

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, Xi'an Jiaotong-Liverpool University and Curtin University

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15.

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