1. Investor Sentiment, Idiosyncratic Risk, and Stock Price Premium: Evidence From Chinese Cross-Listed Companies. (2021). Zhang, YU ; Li, Yuan.
   In: SAGE Open.
   RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211024621.

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2. The impact of capacity-reduction initiatives on the stock market value of Chinese manufacturing firms. (2020). Liang, Tianheng ; Zhang, Haomin ; Fan, DI.
   In: International Journal of Production Economics.
   RePEc:eee:proeco:v:223:y:2020:i:c:s0925527319303603.

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3. Investor Sentiment and Stock Price Premium Validation with Siamese Twins from China. (2020). Li, Yuan ; Ran, Jimmy.
   In: Journal of Multinational Financial Management.
   RePEc:eee:mulfin:v:57-58:y:2020:i::s1042444x2030044x.

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4. Individual investors propensity to speculate and A-share premiums in Chinas A-shares and H-shares. (2020). Chen, Jun ; Tian, Gaoliang ; Yang, Fan.
   In: Emerging Markets Review.
   RePEc:eee:ememar:v:43:y:2020:i:c:s1566014119305229.

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5. Voluntary disclosure of internal control and auditor’s attestation: evidence from China. (2017). Sun, Qian ; Yuan, Hongqi ; Lou, Fang.
   In: Frontiers of Business Research in China.
   RePEc:spr:fobric:v:11:y:2017:i:1:d:10.1186_s11782-017-0007-5.

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6. The effects of domestic and international news and volatility on integration of Chinese stock markets with international stock markets. (2016). Öztek, Mehmet Fatih ; Ocal, Nadir ; Oztek, Mehmet Fatih .
   In: Empirical Economics.
   RePEc:spr:empeco:v:50:y:2016:i:2:d:10.1007_s00181-015-0943-x.

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7. Integration of China Stock Markets with International Stock Markets: An application of Smooth Transition Conditional Correlation with Double Transition Functions. (2012). Öztek, Mehmet Fatih ; Ocal, Nadir ; Oztek, Fatih M..
   In: ERC Working Papers.
   RePEc:met:wpaper:1209.

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8. A corporate governance explanation of the A-B share discount in China. (2012). Yu, Wayne W. ; Tong, Wilson H. S., .
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:31:y:2012:i:2:p:125-147.

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9. Do foreign institutional investors destabilize Chinas A-share markets?. (2010). Schuppli, Michael ; Bohl, Martin T..
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:20:y:2010:i:1:p:36-50.

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10. Stock return seasonalities and investor structure: Evidence from Chinas B-share markets. (2010). Siklos, Pierre ; Schuppli, Michael ; Bohl, Martin T..
    In: China Economic Review.
    RePEc:eee:chieco:v:21:y:2010:i:1:p:190-201.

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11. Peer Effects in the Trading Decisions of Individual Investors. (2010). wu, fei ; Ng, Lilian.
    In: Financial Management.
    RePEc:bla:finmgt:v:39:y:2010:i:2:p:807-831.

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12. The Chinese Warrants Bubble. (2009). Xiong, Wei ; Yu, Jialin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:15481.

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13. Speculative trading and stock returns: A stochastic dominance analysis of the Chinese A-share market. (2009). Fong, Wai Mun.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:19:y:2009:i:4:p:712-727.

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14. Market liberalization within a country. (2009). Yan, Yuxing ; Tong, Wilson H. S., ; Sun, Qian.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:16:y:2009:i:1:p:18-41.

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15. Sentiment effects on Chinese share prices and savings deposits: The post-2003 experience. (2009). Burdekin, Richard ; Redfern, Luke ; BURDEKIN, RICHARD C. K., .
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:2:p:246-261.

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16. Chinese and world equity markets: A review of the volatilities and correlations in the first fifteen years. (2009). Menkveld, Albert ; Yang, Zhishu ; Lin, Kuan-Pin.
    In: China Economic Review.
    RePEc:eee:chieco:v:20:y:2009:i:1:p:29-45.

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17. Do Foreign Institutional Investors Destabilize China’s A-Share Markets?. (2009). Schuppli, Michael ; Bohl, Martin T..
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    RePEc:cqe:wpaper:0909.

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18. Stock return seasonalities and investor structure : Evidence from Chinas B-share markets. (2009). Siklos, Pierre ; Schuppli, Michael ; Bohl, Martin T.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2009_020.

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19. Political connections and minority-shareholder protection: Evidence from securities-market regulation in China. (2008). Cole, Rebel ; berkman, henk ; Fu, Lawrence.
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    RePEc:pra:mprapa:8087.

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20. Overinvestment and fraud. (2008). Pinheiro, Marcelo.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:44:y:2008:i:5-6:p:484-512.

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21. Ownership Restriction, Information Diffusion Speed, and the Performance of Technical Trading Rules in Chinese Domestic and Foreign Shares Markets. (2007). Li, Wei ; Wang, Steven Shuye.
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    RePEc:wsi:rpbfmp:v:10:y:2007:i:04:n:s0219091507001215.

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22. Integrating A- and B-Share Markets in China: The Effects of Regulatory Policy Changes on Market Efficiency. (2007). Wang, Kemin ; Chong, James ; Chen, Haiwei ; Lu, Changjiang.
    In: Review of Pacific Basin Financial Markets and Policies (RPBFMP).
    RePEc:wsi:rpbfmp:v:10:y:2007:i:03:n:s0219091507001082.

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23. The trading behavior of institutions and individuals in Chinese equity markets. (2007). wu, fei ; Ng, Lilian.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:9:p:2695-2710.

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24. Price differences between equity classes. Corporate control, foreign ownership or liquidity?. (2007). Ødegaard, Bernt ; Odegaard, Bernt Arne.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:31:y:2007:i:12:p:3621-3645.

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25. The Nontradable Share Reform in the Chinese Stock Market. (2006). Bortolotti, Bernardo ; Beltratti, Andrea.
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    RePEc:fem:femwpa:2006.131.

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26. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Scheinkman, Jose ; Hong, Harrison.
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    RePEc:nbr:nberwo:11367.

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27. Asset Float and Speculative Bubbles. (2005). Xiong, Wei ; Hong, Harrison.
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    RePEc:cla:levrem:122247000000000861.

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28. Overconfidence, Short-Sale Constraints and Bubbles. (2002). Xiong, Wei ; Scheinkman, Jose.
    In: Princeton Economic Theory Working Papers.
    RePEc:cla:princt:98734966f1c1a57373801367fbdf0a4b.

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1. Liquidity effects and FFA returns in the international shipping derivatives market. (2015). Tsouknidis, Dimitris ; Kappou, Konstantina ; Visvikis, Ilias ; Alizadeh, Amir H..
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2. Does stock market liquidity explain real economic activity? New evidence from two large European stock markets. (2015). Kyriazis, Dimitris ; ARTIKIS, PANAGIOTIS ; Apergis, Nicholas.
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3. Market liquidity and stock size premia in emerging financial markets: The implications for foreign investment. (2010). Strange, Roger ; Piesse, Jenifer ; Hearn, Bruce.
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4. Dynamic Sources of Sovereign Bond Market Liquidity. (2009). .
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5. IPO underpricing and after-market liquidity. (2006). Pagano, Marco ; Ellul, Andrew.
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6. Explaining the Magnitude of Liquidity Premia: The Roles of Return Predictability, Wealth Shocks and State-Dependent Transaction Costs. (2004). Tan, Sinan ; Lynch, Anthony W..
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7. Do Stock Prices Really Reflect Fundamental Values? The Case of REITs. (2004). Mayer, Christopher ; Gentry, William ; Jones, Charles M..
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8. Over-the-Counter Markets. (2004). Pedersen, Lasse ; Duffie, Darrell ; Garleanu, Nicolae.
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9. Asset Pricing with Liquidity Risk. (2004). Pedersen, Lasse ; Acharya, Viral.
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10. Financial Claustrophobia: Asset Pricing in Illiquid Markets. (2004). Longstaff, Francis.
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11. Flight to Quality, Flight to Liquidity, and the Pricing of Risk. (2004). Vayanos, Dimitri.
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12. Look at me now: the role of cross-listing in attracting U.S. investors. (2004). Warnock, Francis ; Holland, Sara B. ; Ammer, John ; Smith, David C..
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13. Market based compensation, trading and liquidity. (2004). Heider, Florian ; Calcagno, Riccardo.
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14. Migration, spillovers, and trade diversion : the impact of internationalization on stock market liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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15. Market illiquidity and bounds on European option prices. (2003). Amaro de Matos, João ; Paula Antão, .
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16. Migration, Spillovers,and Trade Diversion: The Impact of Internationalization on Stock Market Liquidity. (2003). Schmukler, Sergio ; Levine, Ross.
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17. Stock splits: motivations and valuation effects in the Spanish market. (2003). Gómez Ansón, Silvia ; Menendez, Susana.
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18. An empirical analysis of stock and bond market liquidity. (2003). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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19. On Portfolio Choice, Liquidity, and Short Selling: A Nonparametric Investigation. (2003). Ghysels, Eric ; Pereira, Joo.
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20. Commonality in Liquidity: Transmission of Liquidity Shocks across Investors and Securities. (2002). Fernando, Chitru S..
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21. Estimating the price elasticity of demand in the London stock market. (2002). Wright, Robert ; Levin, Eric J..
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22. Market Liquidity as a Sentiment Indicator. (2002). Stein, Jeremy ; Baker, Malcolm.
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23. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Miguel Angel A. Martinez, ; Rubio, Gonzalo ; Nieto, Belen.
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24. Asset pricing and systematic liquidity risk: an empirical investigation of the Spanish stock market. (2002). Martinez Sedano, Miguel ; Tapia, Mikel ; Rubio, Gonzalo ; Nieto, Belen.
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25. The Microstructure of Multiple-Dealer Equity and Government Securities Markets: How They Differ. (2002). Gravelle, Toni.
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26. Liquidity Shocks, Systemic Risk, and Market Collapse: Theory and Application to the Market for Perps. (2001). Herring, Richard J. ; Fernando, Chitru S..
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27. Market Structure and Stock Splits. (2001). Michayluk, David ; Kofman, Paul.
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28. Liquidity Risk and Expected Stock Returns. (2001). Stambaugh, Robert ; Pastor, Lubos.
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29. Common determinants of bond and stock market liquidity: the impact of financial crises, monetary policy, and mutual fund flows. (2001). Subrahmanyam, Avanidhar ; Sarkar, Asani ; Chordia, Tarun.
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30. Mexican treasury securities primary auctions. (2001). Castellanos, Sara.
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31. A New Empirical Study of the Mexican Treasury Securities Primary Auctions: Is there more underpricing?. (2001). Castellanos, Sara.
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32. The Emerging Landscape for Retail E-Commerce. (2001). Bakos, Yannis.
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33. What Makes Stock Exchanges Succeed? Evidence from Cross-Listing Decisions. (2000). Zechner, Josef ; Pagano, Marco ; Randl, Otto ; Roell, Ailsa A..
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34. The IPO Lock-Up Period: Implications for Market Efficiency And Downward Sloping Demand Curves. (2000). Richardson, Matthew ; Ofek, Eli.
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35. Credit scoring and mortgage securitization: do they lower mortgage rates?. (2000). Passmore, Wayne ; Sparks, Roger ; Heuson, Andrea.
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36. The role of financial reporting in reducing financial risks in the market. (2000). KOTHARI, S. P..
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37. Transaction-cost Expenditures and the Relative Performance of Mutual Funds. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
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38. Globalization of Equity Markets and the Cost of Capital. (1999). Stulz, René.
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39. Mutual fund trading costs. (1999). Edelen, Roger M. ; John M. R. Chalmers, ; Kadlec, Gregory B..
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40. Enhancing the Liquidity of U.S. Treasury Securities in an Era of Surpluses. (1999). Garbade, Kenneth ; Bennett, Paul ; Kambhu, John.
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