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1.
Zhi-Min Dai 《新兴市场金融与贸易》2018,54(10):2400-2408
This article examines how investor sentiment affects positive feedback trading behavior. By analyzing the daily closing total return of CSI 300 index and its individual returns of stocks, we find that relatively high or low sentiment induces active positive feedback trading. With a specific indicator of sentiment, we explain the microstructure setting of the relationship between positive feedback trading and sentiment. We adopt the classical feedback model from Sentana and Wadhwani (1992) to measure positive feedback trading behavior. By adding sentiment factor to the model, we successfully explain how sentiment influences the behavior of both feedback traders and rational investors. The empirical findings suggest that positive feedback traders are more likely to trade when the prices of most securities move forward together. When the sentiment of feedback traders is at an intermediate level, the feedback trading behavior is insignificant. 相似文献
2.
This is the first study to document evidence of technical trading effectiveness at firm level in the Chinese A-share market by investigating the relationship between excess profits of technical trading rules and firm-specific characteristics. Our results reveal that firms with higher excess profits from technical trading have more noise traders and higher institutional ownership and that those firms tend to be growth firms with lower liquidity and higher firm-specific uncertainty. Further analysis shows that the profitability of technical trading rules is unsustainable and the excess profits of the highest technical trading profit quintile portfolio disappear in the following year. 相似文献
3.
We investigate the incentives for vertical and horizontal integration in the financial securities service industry. In a model with two exchanges and two central securities depositories (CSDs), we find that decentralized decisions might lead to privately and socially inferior industry equilibria with vertical integration of both CSDs with their respective exchanges. Allowing for horizontal integration of CSDs avoids privately inferior industry equilibria. However, we observe too little horizontal integration from the social perspective. We link our results to recent regulatory and institutional developments such as the emergence of multilateral trading facilities, over-the-counter regulation, and financial harmonization. 相似文献
4.
Prior literature finds that information is reflected in option markets before stock markets, but no study has explored whether option volume soon after market open has predictive power for intraday stock returns. Using novel intraday signed option-to-stock volume data, we find that a composite option trading score (OTS) in the first 30 min of market open predicts stock returns during the rest of the trading day. Such return predictability is greater for smaller stocks, stocks with higher idiosyncratic volatility, and stocks with higher bid–ask spreads relative to their options’ bid–ask spreads. Moreover, OTS is a significantly stronger predictor of intraday stock returns after overnight earnings announcements. The evidence suggests that option trading in the 30 min after the opening bell has predictive power for intraday stock returns. 相似文献
5.
We examine private issuance of public equity (PIPE) in China, and our results suggest that PIPE investors benefit from the price manipulation before and after issuance. These investors tend to cash out after lockup expiration and make large profits. We also find evidence that the trading of PIPE investors after lockup expiration is informed. Tests about the abnormal returns in the 3 years after lockup expiration suggest that at least part of the benefits PIPE investors receive come from wealth transfer from outside investors. Overall, PIPE issuers in China seem to use an opaque mechanism to compensate PIPE investors. 相似文献
6.
Dean Katselas 《Accounting & Finance》2020,60(4):3709-3741
This paper tests, within the Australian setting, whether directors strategically time trades in their own firms, around earnings announcements, in the context of impediments to trading in the immediately preceding period. I show that both signed and unsigned trade activity are insignificantly different from zero in the preceding period, and significantly negative and positive after the event. Further, directors in Australia significantly sell following positive earnings news, and buy after negative news, providing evidence of ‘indirect’ trading. Directors’ trades in the longer-term pre-announcement period are also negatively related to the news content sentiment, contrary to expectation. Finally, I find evidence of positive autocorrelation between directors’ trades over the longer-term past, and those executed after earnings announcements, which, in the absence of the ‘short-swing’ rule in Australia, casts doubt over short-term strategic insider trading, more generally. 相似文献
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Adrian Zoicas-Ienciu 《Applied economics letters》2019,26(4):311-315
We document a negative impact of realistic trading timing on trend-following profits, across an international sample of equity indexes and stocks. The discount effect is substantial but reduces as trend signals become less accurate. The size of this trading timing bias is largely driven by the volatility of buy-and-hold returns and that of trend signals. 相似文献
10.
Francois Brochet 《Journal of Business Finance & Accounting》2019,46(3-4):336-369
Using a sample of countries that require timely disclosures of insider trades, I investigate the effect of country‐level institutions that promote transparency on the extent to which aggregate insider trades predict market returns. I find that financial information transparency mitigates the predictive content of aggregate insider trades when markets are more likely to deviate from fundamentals (i.e., during market fads), and when there is greater co‐movement in stock prices. In contrast, there is some evidence that governance and investor protection mitigate the association between aggregate insider trades and future earnings surprises. Hence, holding constant the timely disclosures of insider trades, other capital market institutions play complementary roles in mitigating the informational frictions that give rise to the predictive content of aggregate insider trades. 相似文献