2 citations · 2 across the 2 of their papers we have counts for
3 papers
q-fin.GN2023★ 2 cited
The Impacts of Registration Regime Implementation on IPO Pricing Efficiency
Qi Deng, Linhong Zheng, Jiaqi Peng +5
We study the impacts of regime changes and related rule implementations on IPOs initial return for China entrepreneurial boards (ChiNext and STAR). We propose that an initial retur…
q-fin.GN2022
The Impact of Regulation Regime Changes on ChiNext IPOs: Effects of 2013 and 2020 Reforms on Pricing and Overreaction
Qi Deng, Lunge Dai, Zixin Yang +4
Since its inauguration, ChiNext has gone through three time periods with two different regulation regimes and three different sets of listing day trading restrictions. This paper s…
econ.EM2018
Does the time horizon of the return predictive effect of investor sentiment vary with stock characteristics? A Granger causality analysis in the frequency domain
Yong Jiang, Zhongbao Zhou
Behavioral theories posit that investor sentiment exhibits predictive power for stock returns, whereas there is little study have investigated the relationship between the time hor…