Emotional Contagion, Stock Volatility and Stock Price Synchronization: Empirical Evidence from the Fund's Heavy Warehouse Stocks

被引：0
|
作者：
Hou, Hui [1 ]
Narin, Mandura [2 ]
Liu, Jian [3 ]
Wang, Jian [1 ]
机构：
[1] School of Business Administration, Northeastern University, Shenyang,110819, China
[2] The People's Bank of China Hulun Buir Downtown Branch, Hulun Buir,021008, China
[3] Tieling Branch of China Construction Bank, Tieling,112000, China
来源：
Dongbei Daxue Xuebao/Journal of Northeastern University | 2021年 / 42卷 / 05期
关键词：
25;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：748 / 754
相关论文
共 50 条
  • [31] Corporate Governance and Stock Price Synchronicity: Empirical Evidence from Vietnam
    Anh Huu Nguyen
    Thu Minh Thi Vu
    Quynh Truc Thi Doan
    INTERNATIONAL JOURNAL OF FINANCIAL STUDIES, 2020, 8 (02): : 1 - 13
  • [32] Investor sentiment and stock price: Empirical evidence from Chinese SEOs
    Lan, Yueqin
    Huang, Yong
    Yan, Chao
    ECONOMIC MODELLING, 2021, 94 : 703 - 714
  • [33] End-word tones of stock names and stock price anomalies: Empirical evidence from China's IPO markets
    Wang, Qian
    Zhou, Chunyan
    Wang, Lei
    Wei, Yu
    FINANCE RESEARCH LETTERS, 2023, 58
  • [34] The impact of CSR on company's stock price: Evidence from Bucharest Stock Exchange
    Dornean, Adina
    Oanea, Dumitru-Cristian
    INNOVATION MANAGEMENT AND EDUCATION EXCELLENCE VISION 2020: FROM REGIONAL DEVELOPMENT SUSTAINABILITY TO GLOBAL ECONOMIC GROWTH, VOLS I - VI, 2016, : 1200 - 1210
  • [35] Institutional investors and stock returns volatility: Empirical evidence from a natural experiment
    Bohl, Martin T.
    Brzeszczynski, Janusz
    Wilfling, Bernd
    JOURNAL OF FINANCIAL STABILITY, 2009, 5 (02) : 170 - 182
  • [36] Role of index futures on China's stock markets: Evidence from price discovery and volatility spillover
    Miao, Hong
    Ramchander, Sanjay
    Wang, Tianyang
    Yang, Dongxiao
    PACIFIC-BASIN FINANCE JOURNAL, 2017, 44 : 13 - 26
  • [37] Price duration, returns, and volatility estimation: Evidence from China's stock index futures market
    Li, Lin
    Cheng, Teng Yuan
    Li, Zonglong
    Huang, Yejin
    BORSA ISTANBUL REVIEW, 2024, 24 : 60 - 70
  • [38] An empirical examination of investor sentiment and stock market volatility: evidence from India
    Haritha, P. H.
    Rishad, Abdul
    FINANCIAL INNOVATION, 2020, 6 (01)
  • [39] The stochastic volatility in mean model: Empirical evidence from international stock markets
    Koopman, SJ
    Uspensky, EH
    JOURNAL OF APPLIED ECONOMETRICS, 2002, 17 (06) : 667 - 689
  • [40] An empirical examination of investor sentiment and stock market volatility: evidence from India
    Haritha P H
    Abdul Rishad
    Financial Innovation, 6
12345