Details about Yafeng Qin

Access statistics for papers by Yafeng Qin.

Last updated 2021-05-02. Update your information in the RePEc Author Service.

Short-id: pqi98

Journal Articles

2021

1. Stock price crashes in emerging markets
   International Review of Economics & Finance, 2021, 72, (C), 466-482 View citations (3)
2. Use of Derivative and Firm Performance: Evidence from the Chinese Shenzhen Stock Exchange
   JRFM, 2021, 14, (2), 1-22

2020

3. Improving market timing of time series momentum in the Chinese stock market
   Applied Economics, 2020, 52, (43), 4711-4725 View citations (1)

2017

4. Shortability and asset pricing model: Evidence from the Hong Kong stock market
   Journal of Banking & Finance, 2017, 85, (C), 15-29 View citations (4)

2016

5. Short-selling constraints and stock-valuation pattern: a regime–event analysis
   Applied Economics, 2016, 48, (56), 5462-5484

2015

6. Commonality in liquidity in emerging markets: Another supply-side explanation
   International Review of Economics & Finance, 2015, 39, (C), 90-106 View citations (11)
7. Short sales constraints and price adjustments to earnings announcements: Evidence from the Hong Kong market
   International Review of Financial Analysis, 2015, 42, (C), 304-315 View citations (9)

2014

8. Foreign Ownership Restriction and Momentum – Evidence from Emerging Markets
   International Review of Finance, 2014, 14, (2), 237-261 View citations (7)
9. Predictability of the simple technical trading rules: An out-of-sample test
   Review of Financial Economics, 2014, 23, (1), 30-45 View citations (12)
   Also in Review of Financial Economics, 2014, 23, (1), 30-45 (2014) View citations (3)
10. Short-sales constraints and liquidity change: Cross-sectional evidence from the Hong Kong Market
    Pacific-Basin Finance Journal, 2014, 26, (C), 98-122 View citations (13)
11. Technical market indicators: An overview
    Journal of Behavioral and Experimental Finance, 2014, 4, (C), 25-56 View citations (4)