Shanghai LiLi Technology Co.,Ltd.
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Cross-section of equity options; delta-hedged options; return predictability; stock characteristics; option factor model
Anomalies, market efficiency, cross-section of returns
Asymmetric Correlations, Downside correlations, Retail Investors
mutual funds, persistence, industry selection
Liquidity, Kyle Lambda, Trading costs, Asset pricing
Order flow, required returns, expected returns
Retail Investors, Style Investing, Industry, Asset Pricing
Trade Regularity, Fund Performance
liquidity, asset pricing, price impact
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