Understanding the role of aggregate analyst attention in resolving stock market uncertainty
Y Hou, C Hu - Finance Research Letters, 2023 - Elsevier
This paper investigates whether sell-side analyst attention effect extends to the aggregate
stock market. Our findings demonstrate that:(i) aggregate analyst coverage negatively …
stock market. Our findings demonstrate that:(i) aggregate analyst coverage negatively …
Picking funds in China
Y Zhang, M Zhao - Finance Research Letters, 2024 - Elsevier
This study compiles data on actively managed mutual funds in China spanning from 2007 to
2020 to construct portfolios of superior funds using the Fund Confidence Set (FCS) …
2020 to construct portfolios of superior funds using the Fund Confidence Set (FCS) …
Salience Theory Based Factors in China
K Sun, Y Zhu - Available at SSRN 4342607, 2023 - papers.ssrn.com
We have developed two novel salience factors—PMOR and PMOV based on the stock's
salient return and salient trading volume (as proposed by Cosemans and Frehen, 2021, and …
salient return and salient trading volume (as proposed by Cosemans and Frehen, 2021, and …