Xing Han
Cited by
Cited by
Can investor sentiment be a momentum time-series predictor? Evidence from China
X Han, Y Li
Journal of Empirical Finance 42, 212–239, 2017
Modeling the daily electricity price volatility with realized measures
M Frömmel, X Han, S Kratochvil
Energy Economics 44, 492–502, 2014
Further evidence on foreign exchange jumps and news announcements
M Frömmel, X Han, F Van Gysegem
Emerging Markets Finance and Trade 51 (4), 774-787, 2015
Investor Overconfidence and the Security Market Line: New Evidence from China
X Han, K Li, Y Li
Journal of Economic Dynamics and Control 117, 2020
Overnight momentum, informational shocks, and late informed trading in China
Y Gao, X Han, Y Li, X Xiong
International Review of Financial Analysis 66, 101394, 2019
Understanding the Performance of Components in Betting Against Beta
X Han, 2019
News, liquidity dynamics and intraday jumps: evidence from the HUF/EUR market
M Frömmel, X Han, F Van Gysegem
Faculteit economie en bedrijfskunde: working papers (2013) 2013, 1-51, 2013
Can the relative price ratio of gold to platinum predict the Chinese stock market?
X Han, X Ruan, Y Tan
Pacific-Basin Finance Journal 62, 101379, 2020
Correlation and the Omitted Variable: A Tale of Two Prices
X Han, Z Pan
Financial Management, 2020
Understanding the Controversy of Liquidity Beta: A Natural Experiment
M Frömmel, X Han
Available at SSRN, 2014
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