The Influence of Asymmetry of Positive Feedback Trade on Expected return: An Empirical Study of China Securities 800

Yu, Qinyi (2023) The Influence of Asymmetry of Positive Feedback Trade on Expected return: An Empirical Study of China Securities 800. In: Proceedings of the 2nd International Conference on Big Data Economy and Digital Management, BDEDM 2023, January 6-8, 2023, Changsha, China.

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Abstract

Using the measurement and empirical research on the asymmetry of the stock market, this paper confirms risk premium of positive feedback trading asymmetry and its impact on expected returns in China. Through correlation analysis, it is confirmed that the asymmetry factor can represent the trading in

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 16:17
Last Modified: 17 Apr 2026 03:10
URI: http://eprints.eai.eu/id/eprint/43119

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