We construct a unique political connection index to capture variations in the strength of firm
political relations in China. The index incorporates various channels through which a firm's …

The present study aims to compare the stock performances of the Fast Moving Consumer
Goods (FMCG) and Consumer Durables (CD) firms at the Bombay Stock Exchange (BSE) …

Investment extortion in the stock market is a crucial aspect considered by the investors.
Therefore, investors implemented different strategies. This study was intended at …

Emanating from the influential survey of Barberis and Thaler (2003), this systematic literature
review examines the significant volume of studies on behavioral finance from 36 reputable …

This study investigates the role of moving averages of trading volume on asset pricing. We
find that the distance between short-and long-term moving averages of trading volume …

Using a sample of 293 IPOs in Hong Kong, we separately measure pre-market and
aftermarket sentiments and examine their impact on IPO pricing in a two-stage framework …

Dimensionality reduction is inevitable in stock selection with cluster analysis. Considering
relations among dimensionality reduction, noise trading, and market situations, we …

A strong turnover premium exists such that stocks with lower turnover have higher future
returns in the 5 years following their formation than those with higher turnover. This turnover …

The investors' attention has been extensively used to predict the stock market. Different from
existing proxies of the investors' attention, such as the Google trends, Baidu index (BI), we …

In this paper we examine the information content of extreme trading activity in the Chinese
stock market. We find that zero-investment portfolios that are constructed by buying high …