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

6

DOWNLOADS

639

SSRN CITATIONS

5

CROSSREF CITATIONS

1

Scholarly Papers (6)

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 187 (167,542)
Citation 3

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 152 (200,544)
Citation 1

Abstract:

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

3.

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

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 56 Posted: 27 Nov 2018 Last Revised: 31 Dec 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 112 (253,999)

Abstract:

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

4.

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 88 (298,241)
Citation 1

Abstract:

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

5.

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 Otago - Department of Accountancy and Finance
Downloads 52 (395,268)

Abstract:

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

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 Otago - Department of Accountancy and Finance, Hull University Business School and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 48 (409,109)

Abstract:

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