Gao, Lei

Behavioral Finance and Chinese Stock Market

This book addresses eight issues on behavioral finance and Chinese stockmarket: the theory of economic agent's self value, Chinese stock market'srapid development and linebreak peculiarities, the momentum and contrarian strategiesin Chinese stock market, the highly volatile beta in China's stock market,Chinese stock market's small firm effect and calendar effects, the behaviorof Chinese private stock investors, and the relation between the turnoverratio and the market return in Chinese stock market. All these eight issueslie at the current research frontier although some are oriented towardstheory and the others towards empirical analysis.