Hot trading and price stability under media supervision in the Chinese stock market

DOI10.1007/978-3-030-38227-8_17zbMATH Open1443.91275OpenAlexW3004938666MaRDI QIDQ5114919FDOQ5114919

Authors: Hung-Wen Lin, Jingbo Huang, Kun-Ben Lin, Shu-Heng Chen 

Publication date: 29 June 2020

Published in: Advances in Intelligent Systems and Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-030-38227-8_17

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zbMATH Keywords

transparencymomentumturnovermedia

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial markets (91G15)

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• What drives intraday reversal? Illiquidity or liquidity oversupply?

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