Xing Han

University of Auckland Business School

12 Grafton Rd

Private Bag 92019

Auckland, 1010

New Zealand

Ghent University - Department of Financial Economics

Sint-Pietersplein 5

Ghent, 9000

Belgium

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 48,433

SSRN RANKINGS

Top 48,433

in Total Papers Downloads

1,155

SSRN CITATIONS
Rank 44,370

SSRN RANKINGS

Top 44,370

in Total Papers Citations

14

CROSSREF CITATIONS

2

Scholarly Papers (8)

1.

Low Liquidity Beta Anomaly in China

Number of pages: 40 Posted: 11 Dec 2014 Last Revised: 14 Jun 2021
Ghent University - Department of Financial Economics, University of Auckland Business School, Hull University Business School and Trinity College (Dublin) - Trinity Business School
Downloads 246 (155,375)
Citation 1

Abstract:

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Liquidity, Liquidity Beta, Investor Sentiment, Asset Pricing, China

2.

Can Investor Sentiment Be a Momentum Time-Series Predictor? Evidence from China

Number of pages: 62 Posted: 23 Mar 2017
Xing Han and Youwei Li
University of Auckland Business School and Hull University Business School
Downloads 212 (179,093)
Citation 8

Abstract:

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Investor Sentiment, Return Predictability, Bias Correction, China

3.

Investor Overconfidence and the Security Market Line: New Evidence from China

Macquarie University Faculty of Business & Economics Research Paper
Number of pages: 62 Posted: 27 Nov 2018 Last Revised: 18 Jun 2020
Xing Han, Kai Li and Youwei Li
University of Auckland Business School, Macquarie Business School, Macquarie University and Hull University Business School
Downloads 206 (183,914)
Citation 3

Abstract:

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Beta Anomaly, Betting Against Beta, Overconfidence, Trading Volume, Mutual Fund

4.

Understanding the Performance of Components in Betting Against Beta

Forthcoming, Critical Finance Review
Number of pages: 50 Posted: 27 Nov 2018 Last Revised: 25 Sep 2019
Xing Han
University of Auckland Business School
Downloads 155 (235,840)
Citation 1

Abstract:

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Beta Anomaly, Return Decomposition, Betting Against Correlation, Asset Pricing

5.

Investor Heterogeneity and Momentum-based Trading Strategies in China

Number of pages: 46 Posted: 11 Sep 2020 Last Revised: 10 Dec 2020
Ya Gao, Xing Han, Youwei Li and Xiong Xiong
Tianjin University - College of Management and Economics, University of Auckland Business School, Hull University Business School and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 112 (302,001)
Citation 2

Abstract:

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Investor Heterogeneity, Intraday Return, Overnight Return, Momentum

6.

Overnight Momentum, Informational Shocks, and Late-Informed Trading in China

Number of pages: 43 Posted: 05 Nov 2019
Ya Gao, Xing Han, Youwei Li and Xiong Xiong
Tianjin University - College of Management and Economics, University of Auckland Business School, Hull University Business School and College of Management and Economics and China Center for Social Computing and Analytics
Downloads 110 (305,857)

Abstract:

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intraday momentum, overnight return, price jump, late-informed trading

7.

Modeling the Daily Electricity Price Volatility with Realized Measures

Number of pages: 22 Posted: 17 Sep 2013
Ghent University - Department of Financial Economics, University of Auckland Business School and Czech Technical University in Prague - Faculty of Electrical Engineering
Downloads 92 (343,996)
Citation 1

Abstract:

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volatility forecasting, intra-day range, Realized GARCH, electricity

8.

Correlation and the Omitted Variable: A Tale of Two Prices

Financial Management Accepted
Number of pages: 50 Posted: 15 Jan 2019 Last Revised: 25 Aug 2020
Xing Han and Zheyao Pan
University of Auckland Business School and Macquarie University
Downloads 22 (622,538)

Abstract:

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Correlation, Beta Anomaly, Omitted Variable Bias