Kai Yao

Southwestern University of Finance and Economics (SWUFE)

SCHOLARLY PAPERS

4

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354

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

Manager-Analyst Engagement and Stock Return Synchronicity

Number of pages: 30 Posted: 21 Feb 2024
Lifei Lei, Minjia Chen and Kai Yao
Southwestern University of Finance and Economics (SWUFE), Nottingham University Business School and Southwestern University of Finance and Economics (SWUFE)
Downloads 122 (500,934)

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Engagement; Stock return synchronicity; Conference calls; Voluntary disclosure

2.

Salience, Asymmetric Effect and Stock Returns

Number of pages: 35 Posted: 28 Apr 2025
Chenguang Wang, Kai Yao and Jinpeng Liu
Southwestern University of Finance and Economics (SWUFE) - China Center for Behavior Economics and Finance, Southwestern University of Finance and Economics (SWUFE) and affiliation not provided to SSRN
Downloads 108 (549,228)

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Deviation Salience, Method of Moments Quantile Regression, Return Predictability, Overreaction, Asymmetry

3.

Salience and Its Asymmetric Effect on Stock Returns: A Quantile Regression Analysis

Number of pages: 35 Posted: 11 Feb 2025 Last Revised: 12 Feb 2025
Chenguang Wang, Kai Yao and Jinpeng Liu
Southwestern University of Finance and Economics (SWUFE) - China Center for Behavior Economics and Finance, Southwestern University of Finance and Economics (SWUFE) and Southwestern University of Finance and Economics (SWUFE) - China Center for Behavior Economics and Finance
Downloads 83 (653,093)

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JEL classification: C23, C51, C53, G12, G17 Deviation Salience, Method of Moments Quantile Regression, Return Predictability, Overreaction, Asymmetry

4.

Uncertainty Words and Corporate Information Environment

Number of pages: 42 Posted: 09 Jan 2025
Kai Yao, Thanaset Chevapatrakul, Thach Vu Hong Nguyen and Shiyan YIN
Southwestern University of Finance and Economics (SWUFE), Nottingham University Business School, University of Sheffield and affiliation not provided to SSRN
Downloads 41 (932,772)

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Idiosyncratic Risk, uncertainty tone, Textual Analysis, stock return synchronicity, stock price informativeness