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Sijia Zhang

Jilin University (JLU) - School of Economics

SCHOLARLY PAPERS

5

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601

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0

Scholarly Papers (5)

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1.

Asymmetric Post Earnings Announcement Drift and Order Flow Imbalance: The Impact on Stock Market Returns

Number of pages: 34 Posted: 29 Jun 2023
Sijia Zhang, He Wu and Qiuling Hua
Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics and Jilin University (JLU) - School of Economics
Downloads 158 (500,001)

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Post earnings announcement drift, Order Flow imbalance, Bid-ask bias, Earnings surprises, Market efficiency.

2.

Post Earnings Announcement Drift and Price Impact Around Earnings Announcements Evidence from London Stock Exchange1

Number of pages: 13 Posted: 03 Oct 2023
Sijia Zhang, Qiuling Hua and He Wu
Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics and Jilin University (JLU) - School of Economics
Downloads 128 (592,433)

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Post earnings announcement drift, Price impact asymmetry, Information hypotheses, Earning announcement, Price reversals.

3.

Post Earnings Announcement Drift and Price Impact  Around  E Arnings  Announcements: Evidence from the London Stock Exchange

Number of pages: 14 Posted: 19 May 2023
Sijia Zhang, Qiuling Hua, He Wu and Sijia Zhang
Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics, Jilin University (JLU) - School of Economics and University of Brighton
Downloads 127 (592,433)

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Post earnings announcement drift, Price impact asymmetry, Information hypotheses, Earning announcement, Price reversals.

4.

Does Digitalization Spillover Positively Influence on the Economy? New Evidence from Japan

Downloads 120 (596,393)

Does Digitalization Spillover Positively Influence on the Economy? New Evidence from Japan

Number of pages: 10 Posted: 06 Jun 2023
Qiuling Hua, Lingyun Qu and Sijia Zhang
Jilin University (JLU) - School of Economics, Waseda University and Jilin University (JLU) - School of Economics
Downloads 70 (887,392)

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digital economy, spillover effect, digitalization, DAGs

Does Digitalization Spillover Positively Influence on the Economy? New Evidence from Japan

Number of pages: 10 Posted: 11 Apr 2023
Qiuling Hua, Lingyun Qu and Sijia Zhang
Jilin University (JLU) - School of Economics, Waseda University and Jilin University (JLU) - School of Economics
Downloads 50 (1,083,731)

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Digital economy, spillover effect，digitalization，DAGs

5.

Asymmetric Post Earnings Announcement Drift and Order Flow Imbalance: The Impact on Stock Returns Of Uk Market

Number of pages: 34 Posted: 04 May 2023
Sijia Zhang and Sijia Zhang
Jilin University (JLU) - School of Economics and University of Brighton
Downloads 68 (907,769)

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Post Earnings Announcement Drift, Order Flow imbalance, Bid-ask bias, Earnings Surprises, Market Efficiency.