{"title":"Impact of information trading on stock excess returns: Evidence from Shenzhen GEM","authors":"He Xiaohong, Liu Yucan","doi":"10.1109/ICSSSM.2015.7170172","DOIUrl":null,"url":null,"abstract":"This paper focuses on studies of the effects of information trading on stock excess returns. We try to illustrate the information trading effect on the stock excess returns with a sample of 176 stocks on Shenzhen GEM. Using empirical tests, the results show that there is a positive and statistically significant correlation between information trading and stock excess returns.","PeriodicalId":211783,"journal":{"name":"2015 12th International Conference on Service Systems and Service Management (ICSSSM)","volume":"14 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2015-06-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"2015 12th International Conference on Service Systems and Service Management (ICSSSM)","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1109/ICSSSM.2015.7170172","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
This paper focuses on studies of the effects of information trading on stock excess returns. We try to illustrate the information trading effect on the stock excess returns with a sample of 176 stocks on Shenzhen GEM. Using empirical tests, the results show that there is a positive and statistically significant correlation between information trading and stock excess returns.
京公网安备 11010802042870号
京ICP备2023020795号-1
分享
求助内容：
应助结果提醒方式：
扫码关注我们
