... strategy by blending technical analysis into a liquidity buy-and-hold strategy. Findings Our results show that the combined strategy generates significant excess returns in the whole sample period, suggesting that the Chinese stock market is not consistent with the weak form efficient hypothesis...

... trading, infrequent rebalancing and disposition effects from retail investors may account for this phenomenon. G11 G14 G17 As the second-largest economy in the world, China has substantially integrated with the global economy over the past three decades. By contrast, the Chinese stock markets...

... 2020 © Emerald Publishing Limited 2020 Emerald Publishing Limited Licensed re-use rights only The contribution of this paper is as follows: first, this paper verifies the positive skewness of the distribution of individual stock returns in the Chinese stock market and provides evidence...

..., the Chinese stock market crash in 2015 and Trump’s announcement of tariff increases in 2018. All of these events have jeopardized economic order, disrupted investment sentiment, and led to investors’ financial losses. Dr Thomas C. Chiang can be contacted at: chiangtc@drexel.edu 17 09 2018 07...

... collected from 541 individual investors of the Chinese stock market. To overcome the potential endogeneity bias, the authors followed two-stage least square method for estimating endogenous covariate by employing instrumental variable analysis. The authors performed probit regression to evaluate...