Die Wan

Zhejiang Gongshang University (ZJGSU)

Zhejiang

China

SCHOLARLY PAPERS

4

DOWNLOADS

206

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Price Jumps and the Related Liquidity Dynamics: Evidences from Chinese Stock Market

Number of pages: 67 Posted: 07 Apr 2014
Zhejiang Gongshang University (ZJGSU), Chinese Academy of Sciences (CAS) - University of Chinese Academy of Sciences and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science
Downloads 79 (331,554)

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Liquidity measures, Price jumps, Event study method, Informed trading, Price reversal

2.

The Intensity of High-Frequency Feedback Trading and its Impact on Market Quality

Number of pages: 40 Posted: 17 Dec 2015
Die Wan and Xiaoguang Yang
Zhejiang Gongshang University (ZJGSU) and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science
Downloads 64 (372,220)

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Asymmetric positive feedback trading, individual stocks, high-frequency intervals, market quality

3.

The Asymmetric Positive Feedback Trading in Individual Stocks: China's Evidences

Number of pages: 42 Posted: 07 May 2015
Die Wan, Weiyi Liu and Xiaoguang Yang
Zhejiang Gongshang University (ZJGSU), Capital University of Economics and Business and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science
Downloads 63 (375,254)

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Positive feedback trading, Asymmetry, Individual stock data, Chinese market

4.

High‐Frequency Positive Feedback Trading and Market Quality: Evidence from China's Stock Market

International Review of Finance, Vol. 17, Issue 4, pp. 493-523, 2017
Number of pages: 31 Posted: 07 Dec 2017
Die Wan and Xiaoguang Yang
Zhejiang Gongshang University (ZJGSU) and Chinese Academy of Sciences (CAS) - Academy of Mathematics and Systems Science
Downloads 0 (719,019)
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