55 Guanghuacun St
Southwestern University of Finance and Economics (SWUFE) - School of Accounting
Out-of-sample predictability, Market excess return, Long-short anomaly portfolio return, Machine learning, Limits of arbitrage, Mispricing correction persistence
Social Networks, Social Connectedness Index, Institutional Investors
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institutional investors, Social Connectedness Index, Social Networks
Investor Attention; Overconfidence; Margin Trade; Market Sentiment; Attribution Bias; Market Efficiency; Price Delay; Chinese Markets
Investor overconfidence; Margin trade; Attribution bias; Market efficiency; Price delay; Chinese markets
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Investor overconfidence and attention, Market efficiency, Price delay, Margin trade, Chinese markets
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