Investor sentiment and limits of arbitrage: Evidence from Chinese stock market

著录项

• 来源
  《International review of economics & finance》 |2021年第9期|577-595|共19页
• 作者

  Tan Xiaoyu; Zhang Zili; Zhao Xuejun; Wang Chengxiang;

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• 作者单位

  Peking Univ Guanghua Sch Management Beijing Peoples R China|Harvest Fund Management Beijing Peoples R China|Zhejiang Univ Sch Sci Dept Math Hangzhou Peoples R China;

  Harvest Fund Management Beijing Peoples R China;

  Harvest Fund Management Beijing Peoples R China;

  Zhejiang Univ Sch Sci Dept Math Hangzhou Peoples R China;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  Investor sentiment; Limits of arbitrage; Overnight returns; Chinese stock market;

  机译：投资者情绪;套利的限制;过夜退货;中国股市;