2 papers
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…
q-fin.TR2010
A Security Price Volatile Trading Conditioning Model
Leilei Shi, Yiwen Wang, Ding Chen +3
We develop a theoretical trading conditioning model subject to price volatility and return information in terms of market psychological behavior, based on analytical transaction vo…