Di Liu

Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development

39 South College Road

Beijing

China

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Scholarly Papers (1)

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The Size of Disagreement Shock

Number of pages: 35 Posted: 17 Aug 2017
Yuecheng Jia, Di Liu and Haoxi Yang
Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development, Central University of Finance and Economics (CUFE) - Chinese Academy of Finance and Development and Nankai University
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Abstract:

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Disagreement shock, trading volume, stock return