Xing Han
TitleCited byYear
Can investor sentiment be a momentum time-series predictor? Evidence from China
X Han, Y Li
Journal of Empirical Finance 42, 212–239, 2017
312017
Modeling the daily electricity price volatility with realized measures
M Frömmel, X Han, S Kratochvil
Energy Economics 44, 492–502, 2014
232014
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
102015
Investor Overconfidence and the Security Market Line: New Evidence from China
X Han, K Li, Y Li
Available at SSRN 3284886, 2018
22018
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
12019
Understanding the Performance of Components in Betting Against Beta
X Han
https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3286500, 2019
12019
Understanding the Controversy of Liquidity Beta: A Natural Experiment
M Frömmel, X Han
Available at SSRN, 2014
2014
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
2013
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