Xiong Xiong

College of Management and Economics and China Center for Social Computing and Analytics

Professor

92, Weijin Road

Nankai District

Tianjin, Tianjin 300072

China

  • College of Management and Economics and China Center for Social Computing and Analytics

SCHOLARLY PAPERS

11

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1,389

SSRN CITATIONS

8

CROSSREF CITATIONS

0

Scholarly Papers (11)

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1.

What Drives Intraday Reversal? Illiquidity or Liquidity Oversupply?

Downloads 706 (59,296)

What Drives Intraday Reversal? Illiquidity or Liquidity Oversupply?

Number of pages: 73 Posted: 27 Feb 2021 Last Revised: 24 Jan 2022
Junqing Kang, Shen Lin and Xiong Xiong
Lingnan College, Sun Yat-sen University, Tianjin University - College of Management and Economics and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 659 (63,992)

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Intraday reversal, liquidity, Chinese market

What Drives Intraday Reversal? Illiquidity or Liquidity Oversupply?

Number of pages: 50 Posted: 12 Oct 2021 Last Revised: 02 Aug 2022
Junqing Kang, Shen Lin and Xiong Xiong
Lingnan College, Sun Yat-sen University, affiliation not provided to SSRN and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 47 (642,786)

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Intraday reversal, liquidity, Chinese market

2.

Betting Against Dumb Money

Number of pages: 76 Posted: 16 Aug 2021 Last Revised: 03 Apr 2023
Junqing Kang, Shen Lin and Xiong Xiong
Lingnan College, Sun Yat-sen University, Tianjin University - College of Management and Economics and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 197 (247,198)
Citation 1

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Mutual fund; Retail investors; Exploring noise demand; Mutual fund skill

3.

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 181 (265,334)
Citation 2

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Investor Heterogeneity, Intraday Return, Overnight Return, Momentum

4.

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 161 (293,436)

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

5.

Position-Limit Design for the CSI 300 Futures Markets

Economic Systems, Vol. 39, 2015
Number of pages: 29 Posted: 29 May 2014 Last Revised: 28 Apr 2016
Lijian Wei, Wei Zhang, Xiong Xiong and Lei Shi
Business School of Sun Yat-sen Univerisity, Tianjin University - College of Management and Economics, College of Management and Economics and China Center for Social Computing and Analytics and Macquarie University
Downloads 55 (587,574)

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Position limit, stock index futures, agent-based modeling, market quality

6.

Does Time-Space Compression Affect Analysts’ Forecast Performance?

Chen, K., Guo, W., Jiang, L., Xiong, X., & Yang, M. (2022). Does time-space compression affect analyst forecast performance?. Research in International Business and Finance, 62, 101719.
Number of pages: 21 Posted: 05 May 2021 Last Revised: 26 Aug 2022
Kejing Chen, Wenqi Guo, Lin Jiang, Xiong Xiong and Mo Yang
Dongbei University of Finance & Economics, University of Leeds, Dongbei University of Finance and Economics, College of Management and Economics and China Center for Social Computing and Analytics and School of Finance, Dongbei University of Finance and Economics
Downloads 51 (607,880)

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High-speed railway connections; Analyst forecast performance; Site visits; Information asymmetry; Stock recommendation

7.

Which CSR Dimension Matters in Stock Price Crash Risk? Evidence from China

Number of pages: 35 Posted: 19 Sep 2022
Chunying Wu, Xiong Xiong and Ya Gao
Tianjin University, College of Management and Economics and China Center for Social Computing and Analytics and Dalian University of Technology
Downloads 28 (751,185)

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CSR, Environmental responsibility, Social responsibility, Governance responsibility, Crash risk

8.

Local Public Environmental Awareness and Investor Stock Trading: Evidence from Account Data

Number of pages: 42 Posted: 15 Feb 2023
Qi Wang, Xiong Xiong, J. Ginger Meng and Xu Feng
Tianjin University, College of Management and Economics and China Center for Social Computing and Analytics, Stonehill College - Department of Business Administration and Tianjin University - College of Management and Economics
Downloads 9 (914,409)

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Public environmental awareness, Investor trading behavior, Corporate environmental performance, Account data

9.

Test for Fractional Degree Stochastic Dominance with Applications to Stock Preferences for China and the United States

Journal of Risk, Vol. 24, No. 2, 2021
Number of pages: 24 Posted: 08 Mar 2022
Jianli Wang, Xiong Xiong, Joely Von and Xu Guo
Tianjin University, College of Management and Economics and China Center for Social Computing and Analytics, Nanjing University of Aeronautics and Astronautics - College of Economics and Management and Beijing Normal University (BNU)
Downloads 1 (976,921)
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fractional degree stochastic dominance, test statistics, bootstrap, market efficiency, risk preference

10.

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

11.

Media Tone and Stock Price Crash Risk: Evidence from China

Posted: 09 Jul 2021
Ruwei Zhao, Xiong Xiong and Ruixin Fan
School of Business, Jiangnan University, College of Management and Economics and China Center for Social Computing and Analytics and Tianjin University

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Stock price crash risk; Media coverage tone; Liquidity; Analyst coverage