Ya Gao

Tianjin University - College of Management and Economics

NO.92 Weijin Road

Nankai District

Tianjin, 300072

China

SCHOLARLY PAPERS

2

DOWNLOADS

258

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Investor Heterogeneity and Momentum-based Trading Strategies in China

Number of pages: 46 Posted: 11 Sep 2020 Last Revised: 10 Dec 2020
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 135 (286,224)
Citation 2

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
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 123 (306,774)

Abstract:

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