A5092222044- Financial Markets and Investment Strategies
- Auditing, Earnings Management, Governance
- Insect and Pesticide Research
- Insect Resistance and Genetics
- Bacillus and Francisella bacterial research
- Corporate Finance and Governance
- Stock Market Forecasting Methods
Peking University
2023
We replicate 469 anomaly variables similar to those studied by Hou et al. (2020) using Chinese A-share data and a reliable testing procedure with mainboard breakpoints value-weighted returns. find that 83.37% of the do not generate significant high-minus-low quintile raw return spreads. Further adjusting risk increases failure rate slightly 84.22% based on CAPM alphas 86.99% Fama–French three-factor alphas. show conventional all equal-weighted returns for test is indeed problematic as it...
Abstract We examine whether increasing investor attention affects stock price efficiency. To identify the causal effect, we employ daily repeated quasi‐natural experiments in China where difference is purely driven by rounding effect without information regarding fundamentals. Stocks tend to draw significant more and show higher efficiency after being exposed Winner List. also find supporting evidence for two nonexclusive channels through which enhance efficiency: liquidity stronger net...
Microbially derived, protein-based biopesticides are an important approach for sustainable pest management. The secreted insecticidal proteins (Sips) produced by the bacterium Bacillus thuringiensis exhibit potent activity against coleopteran pests and are, therefore, attractive as candidate biopesticides. However, modes-of-action of Sips unclear comprehensive structural information these is lacking.Using X-ray crystallography, we elucidated structure monomeric Sip1Ab at 2.28 Å resolution....