We study the cross-sectional effects of investor sentiment on stock price crash risk from the
perspective of investor behavioural biases. We develop a firm-specific investor sentiment …

Utilizing a unique daily data set, we examine how the covering of margin positions affects
earnings announcement returns in the Chinese stock market dominated by retail traders …

There are different types of margin requirements for margin buying and this paper focuses
on setting both initial and maintenance margin levels. By using the data of stock portfolio …

This thesis presents three empirical studies on the burgeoning Chinese ETFs market. The
first study shows that the frequently used reverse repurchase agreement (repo) by the …