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q-fin.CP2024★ 1 cited
Internet sentiment exacerbates intraday overtrading, evidence from A-Share market
Peng Yifeng
Market fluctuations caused by overtrading are important components of systemic market risk. This study examines the effect of investor sentiment on intraday overtrading activities…
q-fin.GN2024
Volatility-based strategy on Chinese equity index ETF options
Peng Yifeng
This study examines the performance of a volatility-based strategy using Chinese equity index ETF options. Initially successful, the strategy's effectiveness waned post-2018. By in…