Xinrui Duan

Shenzhen University - Shenzhen Audencia Financial Technology Institute

#564, Science Building, Shenzhen University, #3688

Shenzhen, Guangdong 518060

China

  • Shenzhen University - Shenzhen Audencia Financial Technology Institute

SCHOLARLY PAPERS

2

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403

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Scholarly Papers (2)

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1.

Sentiment, Limited Attention and Factor Models

Number of pages: 65 Posted: 01 Nov 2022 Last Revised: 25 Jan 2023
Xinrui Duan, Li Guo, Frank Weikai Li and Jun Tu
Shenzhen University - Shenzhen Audencia Financial Technology Institute, Fudan University - School of Economics, Singapore Management University - Lee Kong Chian School of Business and Shanghai Jiao Tong University (SJTU), Antai College of Economics and Management, Students
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Abstract:

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Sentiment, Limited Attention, Valuation Uncertainty, Factor Models, Return Predictability.

2.

Does Trading Volume Mitigate or Amplify Mispricing?

Posted: 31 Mar 2023 Last Revised: 13 Jun 2023
Xinrui Duan, Li Guo, Jun Tu and Luying Wang
Shenzhen University - Shenzhen Audencia Financial Technology Institute, Fudan University - School of Economics, Shanghai Jiao Tong University (SJTU), Antai College of Economics and Management, Students and Huazhong University of Science and Technology - School of Economics

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Trading volume, Mispricing, Limited Attention, Disagreement, Behavioral Bias