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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55

SSRN CITATIONS

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Scholarly Papers (2)

1.

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 54 (393,655)

Abstract:

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

2.

Successive Short‐Selling Ban Lifts and Gradual Price Efficiency: Evidence from China

Accounting & Finance, Vol. 57, Issue 5, pp. 1557-1604, 2017
Number of pages: 48 Posted: 27 Mar 2018
Xiong Xiong, Ya Gao and Feng Xu
College of Management and Economics and China Center for Social Computing and Analytics, Tianjin University - College of Management and Economics and Tianjin University - College of Management and Economics
Downloads 1 (682,426)
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Abstract:

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Analysis capability, Gradual change, Price efficiency, Private information, Short selling