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Costly Arbitrage and Skewness Pricing: Evidence from a First-day Price Limit Reform in China

https://doi.org/10.2139/ssrn.3670536
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Short-selling, margin-trading, and price efficiency: Evidence from the Chinese market
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Death and jackpot: Why do individual investors hold overpriced stocks?
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Do investors overpay for stocks with lottery-like payoffs? An examination of the returns of OTC stocks
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Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices
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Synchronization risk and delayed arbitrage
inferredcites →https://doi.org/10.1017/s0022109020000551openalex-extracted
Risk-Neutral Skewness, Informed Trading, and the Cross Section of Stock Returns
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Bubbles and Crashes
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Volume, Opinion Divergence, and Returns: A Study of Post-Earnings Announcement Drift
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Positive Feedback Investment Strategies and Destabilizing Rational Speculation
inferredcites →https://doi.org/10.1111/j.1540-6261.2005.00736.xopenalex-extracted
IPO Pricing in “Hot” Market Conditions: Who Leaves Money on the Table?
inferredcites →https://doi.org/10.1111/j.1540-6261.2007.01270.xopenalex-extracted
Short‐Sales Constraints and Price Discovery: Evidence from the Hong Kong Market
inferredcites →https://doi.org/10.1111/jofi.12420openalex-extracted
Why Invest in Emerging Markets? The Role of Conditional Return Asymmetry
inferredcites →https://doi.org/10.1111/jofi.12851openalex-extracted
The Impact of Salience on Investor Behavior: Evidence from a Natural Experiment
inferredcites →https://doi.org/10.1111/jofi.12947openalex-extracted
The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies
inferredcites →https://doi.org/10.1146/annurev-financial-110716-032333openalex-extracted
The Development of China's Stock Market and Stakes for the Global Economy
inferredcites →https://doi.org/10.1287/mnsc.1110.1431openalex-extracted
Initial Public Offerings as Lotteries: Skewness Preference and First-Day Returns
inferredcites →https://doi.org/10.2139/ssrn.1733225openalex-extracted
Do Investors Overpay for Stocks with Lottery-Like Payoffs? An Examination of the Returns on OTC Stocks
inferredcites →https://doi.org/10.2139/ssrn.194948openalex-extracted
Forecasting Crashes: Trading Volume, Past Returns and Conditional Skewness in Stock Prices
inferredcites →https://doi.org/10.2139/ssrn.2696672openalex-extracted
The Causal Effect of Limits to Arbitrage on Asset Pricing Anomalies
inferredcites →https://doi.org/10.2139/ssrn.280913openalex-extracted
inferredcites →https://doi.org/10.2307/1884166openalex-extracted
Speculative Investor Behavior in a Stock Market with Heterogeneous Expectations
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Abstract/Abstracted: 'This is not a tree'
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DIN EN 3456:2012-10, Luft- und Raumfahrt_- Titanlegierung TI-P64001 (Ti-6Al-4V)_- Geglüht_- Bleche und Bänder, warmgewalzt_- a ≤ 6_mm; Deutsche und Englische Fassung EN_3456:2012
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