Ya Gao

Tianjin University - College of Management and Economics

NO.92 Weijin Road

Nankai District

Tianjin, 300072

China

SCHOLARLY PAPERS

2

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366

SSRN CITATIONS

10

CROSSREF CITATIONS

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Scholarly Papers (2)

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1.

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 192 (268,623)
Citation 5

Abstract:

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Investor Heterogeneity, Intraday Return, Overnight Return, Momentum

2.

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 174 (292,863)

Abstract:

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