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Idiosyncratic skewness, gambling preference, and cross-section of stock returns: Evidence from China

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Cited by:

  1. Wang, Cheng & Han, Jing, 2023. "Prospect theory and mutual fund flows: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
  2. Zhang, Wei & Wang, Pengfei & Li, Yi, 2021. "Do messages on online stock forums spur firm productivity?," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  3. Zi-Mei Wang & Donald Lien, 2022. "Is maximum daily return a lottery? Evidence from monthly revenue announcements," Review of Quantitative Finance and Accounting, Springer, vol. 59(2), pages 545-600, August.
  4. Wattanatorn, Woraphon & Padungsaksawasdi, Chaiyuth, 2020. "Coskewness timing ability in the mutual fund industry," Research in International Business and Finance, Elsevier, vol. 53(C).
  5. Xuejun Jin & Jiawei Yu, 2022. "Does communication increase investors’ trading frequency? Evidence from a Chinese social trading platform," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-32, December.
  6. Shouyu Yao & Zhuoqun Wang & Mengyue Sun & Jing Liao & Feiyang Cheng, 2020. "Top executives’ early‐life experience and financial disclosure quality: impact from the Great Chinese Famine," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(5), pages 4757-4793, December.
  7. Ozdamar, Melisa & Sensoy, Ahmet & Akdeniz, Levent, 2022. "Retail vs institutional investor attention in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 81(C).
  8. Hu, Conghui & Liu, Yu-Jane & Xu, Xin, 2021. "The valuation effect of stock dividends or splits: Evidence from a catering perspective," Journal of Empirical Finance, Elsevier, vol. 61(C), pages 163-179.
  9. Hsin, Chin-Wen & Peng, Shu-Cing, 2023. "Investor propensity to speculate and price delay in emerging markets," International Review of Financial Analysis, Elsevier, vol. 86(C).
  10. Koh, Kanghyock & Han, Hyojin, 2023. "Stock market risk and suicide," Pacific-Basin Finance Journal, Elsevier, vol. 78(C).
  11. Cui, Xin & Sensoy, Ahmet & Nguyen, Duc Khuong & Yao, Shouyu & Wu, Yiyao, 2022. "Positive information shocks, investor behavior and stock price crash risk," Journal of Economic Behavior & Organization, Elsevier, vol. 197(C), pages 493-518.
  12. Feipeng Zhang & Yun Hong & Yanhui Jiang & Jiayi Yu, 2022. "Impact of national media reporting concerning COVID-19 on stock market in China: empirical evidence from a quantile regression," Applied Economics, Taylor & Francis Journals, vol. 54(33), pages 3861-3881, July.
  13. Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2021. "Anomalies in the China A-share market," Pacific-Basin Finance Journal, Elsevier, vol. 68(C).
  14. Yao, Shouyu & Qin, Yuanyuan & Cheng, Feiyang & Wu, Ji(George) & Goodell, John.W., 2022. "Missing momentum in China: Considering individual investor preference," Finance Research Letters, Elsevier, vol. 49(C).
  15. Yin, Libo & Yang, Zhichen, 2022. "The profitability effect: Insight from a dynamic perspective," International Review of Financial Analysis, Elsevier, vol. 80(C).
  16. Lin, Hung-Wen & Huang, Jing-Bo & Lin, Kun-Ben & Zhang, Joyce & Chen, Shu-Heng, 2020. "Which is the better fourth factor in China? Reversal or turnover?," Pacific-Basin Finance Journal, Elsevier, vol. 62(C).
  17. Wang, Qiong & Qiu, Muqing, 2023. "Minority shareholders' activism and stock price crash risk: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 87(C).
  18. Lin, Mei-Chen, 2023. "Time-varying MAX preference: Evidence from revenue announcements," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
  19. Wang, Zi-Mei & Lien, Donald, 2023. "Limited attention, salient anchor, and the modified MAX effect: Evidence from Taiwan’s stock market," The North American Journal of Economics and Finance, Elsevier, vol. 67(C).
  20. Yang, Hui & Ferrer, Román, 2023. "Explosive behavior in the Chinese stock market: A sectoral analysis," Pacific-Basin Finance Journal, Elsevier, vol. 81(C).
  21. Feng, Yumei & Pan, Yuying & Wang, Lu & Sensoy, Ahmet, 2021. "The voice of minority shareholders: Online voting and corporate social responsibility," Research in International Business and Finance, Elsevier, vol. 57(C).
  22. Shouyu Yao & Tong Li & Ahmet Sensoy & Zhenming Fang & Feiyang Cheng, 2024. "Investor attention and environmental information disclosure quality: Evidence from heavy pollution industries in China," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 2971-2990, July.
  23. Wang, Qiong & Qiu, Muqing, 2023. "Strength in numbers: Minority shareholders' participation and executives' pay-performance sensitivity," Pacific-Basin Finance Journal, Elsevier, vol. 79(C).
  24. Kingstone Nyakurukwa & Yudhvir Seetharam, 2023. "Beyond the hype: examining the relationship between Wikipedia attention and realised skewness for crypto assets," Risk Management, Palgrave Macmillan, vol. 25(3), pages 1-12, September.
  25. Feng, Yumei & Pan, Yuying & Ho, Kung-Cheng & Liu, Guanchun, 2023. "Corporate governance of weak stakeholders: Minority investors and investment efficiency," Emerging Markets Review, Elsevier, vol. 56(C).
  26. Feng, Yumei & Yao, Shouyu & Wang, Chunfeng & Liao, Jing & Cheng, Feiyang, 2022. "Diversification and financialization of non-financial corporations: Evidence from China," Emerging Markets Review, Elsevier, vol. 50(C).
  27. Cheng, Feiyang & Wang, Chunfeng & Cui, Xin & Wu, Ji & He, Feng, 2021. "Economic policy uncertainty exposure and stock price bubbles: Evidence from China," International Review of Financial Analysis, Elsevier, vol. 78(C).
  28. Cheng, Feiyang & Chiao, Chaoshin & Wang, Chunfeng & Fang, Zhenming & Yao, Shouyu, 2021. "Does retail investor attention improve stock liquidity? A dynamic perspective," Economic Modelling, Elsevier, vol. 94(C), pages 170-183.
  29. Liu, Kai & Wang, Jiang & Liu, Liqun & Huang, Yingjun, 2023. "Mixed-ownership reform of SOEs and ESG performance: Evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 1618-1641.
  30. Cao, Qingzi & Fang, Ming & Pan, Yuying, 2022. "Minority shareholders protection and corporate financial leverage: Evidence from a natural experiment in China," Pacific-Basin Finance Journal, Elsevier, vol. 73(C).
  31. Yao, Shouyu & Wang, Chunfeng & Fang, Zhenming & Chiao, Chaoshin, 2021. "MAX is not the max under the interference of daily price limits: Evidence from China," International Review of Economics & Finance, Elsevier, vol. 73(C), pages 348-369.
  32. Wang, Zhuo & Wang, Ziyue & Wu, Ke, 2023. "The role of anchoring on investors’ gambling preference: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 80(C).
  33. Lin, Mei-Chen, 2023. "Analyst coverage and the idiosyncratic skewness effect in the Taiwan stock market," International Review of Financial Analysis, Elsevier, vol. 85(C).
  34. Yang, Baochen & Ye, Tao & Ma, Yao, 2022. "Financing anomaly, mispricing and cross-sectional return predictability," International Review of Economics & Finance, Elsevier, vol. 79(C), pages 579-598.
  35. Feng, Yumei & Yu, Qiang & Nan, Xingheng & Cai, Yongbin, 2022. "Can employee stock ownership plans reduce corporate financialization? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 73(C), pages 140-151.
  36. Yin, Libo & Wei, Ya & Han, Liyan, 2020. "Firms' profit instability and the cross-section of stock returns: Evidence from China," Research in International Business and Finance, Elsevier, vol. 53(C).
  37. Baig, Ahmed & Butt, Hassan Anjum & Fitwi, Abrar & Smith, Joey, 2021. "Does Innovation Explain the Skewness of Stock Returns?," American Business Review, Pompea College of Business, University of New Haven, vol. 24(2), pages 12-31, November.
  38. Wang, Yaqi & Wang, Chunfeng & Sensoy, Ahmet & Yao, Shouyu & Cheng, Feiyang, 2022. "Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning," Research in International Business and Finance, Elsevier, vol. 62(C).
  39. Zhang, Qun & Zhang, Peihui & Liu, Hao, 2023. "Does expected idiosyncratic skewness of firms' profit predict the cross-section of stock returns? Evidence from China," Research in International Business and Finance, Elsevier, vol. 64(C).
  40. Gong, Pu & Wen, Zhuzhu & Xiong, Xiong & Gong, Cynthia M., 2021. "When do investors gamble in the stock market?," International Review of Financial Analysis, Elsevier, vol. 74(C).
  41. Lin, Mei-Chen & Lin, Yu-Ling, 2021. "Idiosyncratic skewness and cross-section of stock returns: Evidence from Taiwan," International Review of Financial Analysis, Elsevier, vol. 77(C).
  42. Yao, Jing & Zheng, Zexin, 2021. "Costly arbitrage and skewness pricing: Evidence from first-day price limit reform in China," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
  43. Liu, Chang & Sun, Peng & Zhu, Dongming, 2023. "Lottery preference, short-sale constraint, and the salience effect: Evidence from China," Economic Modelling, Elsevier, vol. 125(C).
  44. Cheng, Feiyang & Wang, Chunfeng & Chiao, Chaoshin & Yao, Shouyu & Fang, Zhenming, 2021. "Retail attention, retail trades, and stock price crash risk," Emerging Markets Review, Elsevier, vol. 49(C).
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