Details about Lv Dayong, Sr.

Access statistics for papers by Lv Dayong, Sr..

Last updated 2023-02-15. Update your information in the RePEc Author Service.

Short-id: pda638

Journal Articles

2022

1. Market stabilization fund and stock price crash risk: Evidence from the post-crash period
   Journal of Economic Dynamics and Control, 2022, 139, (C) View citations (2)
2. Transportation infrastructure and bond issuance credit spread: Evidence from the Chinese high-speed rail construction
   International Review of Economics & Finance, 2022, 82, (C), 30-47 View citations (6)
3. Why do bank‐affiliated mutual funds perform better in China?
   Accounting and Finance, 2022, 62, (5), 4755-4782

2021

4. Effect of introducing Bitcoin futures on the underlying Bitcoin market efficiency: A multifractal analysis
   Chaos, Solitons & Fractals, 2021, 153, (P1) View citations (6)
5. Hedging effectiveness of Chinese Treasury bond futures: New evidence based on nonlinear analysis
   Physica A: Statistical Mechanics and its Applications, 2021, 565, (C) View citations (2)
6. Stock price manipulation, short-sale constraints, and breadth-return relationship
   Pacific-Basin Finance Journal, 2021, 67, (C) View citations (5)

2020

7. A new investor sentiment indicator (ISI) based on artificial intelligence: A powerful return predictor in China
   Economic Modelling, 2020, 88, (C), 47-58 View citations (14)
8. Margin trading and price efficiency: information content or price‐adjustment speed?
   Accounting and Finance, 2020, 60, (3), 2889-2918 View citations (3)

2019

9. Are margin traders informed?
   Accounting and Finance, 2019, 59, (5), 3105-3131 View citations (2)
10. Margin-trading volatility and stock price crash risk
    Pacific-Basin Finance Journal, 2019, 56, (C), 179-196 View citations (7)
11. The informativeness of options-trading activities: Non-linear analysis based on MF-DCCA and Granger test
    Physica A: Statistical Mechanics and its Applications, 2019, 534, (C)

2018

12. Asymmetric effect of margin-trading activities on price crashes: evidence from Chinese stock market
    Applied Economics Letters, 2018, 25, (13), 900-904 View citations (1)
13. Cross-correlations between individual investor sentiment and Chinese stock market return: New perspective based on MF-DCCA
    Physica A: Statistical Mechanics and its Applications, 2018, 503, (C), 243-256 View citations (13)
14. SAD and stock returns revisited: Nonlinear analysis based on MF-DCCA and Granger test
    Physica A: Statistical Mechanics and its Applications, 2018, 509, (C), 1009-1022 View citations (9)