Can the tug of war between heterogeneous investors predict stock returns? The anomaly of positive overnight returns followed by negative daytime reversals in Chinese A-share market

被引：0
|
作者：
Yin, Libo [1 ]
Ma, Xiao [1 ]
机构：
[1] School of Finance, Central University of Finance and Economics, Beijing,100081, China
来源：
Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice | 2021年 / 41卷 / 09期
基金：
中国国家自然科学基金;
关键词：
54;
D O I：
10.12011/SETP2020-1958
中图分类号：
学科分类号：
摘要：
引用
收藏
页码：2239 / 2255
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