Zhitao Xiong

Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)

A 307, Economics Building

Xiamen, Fujian 10246

China

SCHOLARLY PAPERS

2

DOWNLOADS

524

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Market Volatility and the Trend Factor

Number of pages: 15 Posted: 29 Nov 2023
Ming Gu, Minxing Sun, Zhitao Xiong and Weike Xu
Xiamen University - School of Economics, University of North Georgia, Xiamen University - Wang Yanan Institute for Studies in Economics (WISE) and Clemson University - Department of Finance
Downloads 331 (170,853)

Abstract:

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market volatility, trend factor, time-series variation, information uncertainty

2.

Dissecting the Lottery-Like Anomaly: Evidence from China

Number of pages: 49 Posted: 01 May 2023 Last Revised: 28 Sep 2023
Ming Gu, Yi Hu and Zhitao Xiong
Xiamen University - School of Economics, Renmin University of China - Hanqing Institute and Xiamen University - Wang Yanan Institute for Studies in Economics (WISE)
Downloads 193 (290,840)

Abstract:

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Lottery-like anomaly, Overnight returns, Lottery preference, Limits of arbitrage