万孝园

期刊论文

1. Xiaoyuan Wan, Jiachen Zhang (2026). (When) is beta priced in China? International Review of Financial Analysis.DOI
2. Xiaoyuan Wan, Sichao Shen, Jiachen Zhang (2024). Do stock prices follow random walk over day and night? -- evidence from Chinese stock market. Applied Economics, Vol. 560, No. 60.DOI
3. Xiaoyuan Wan (2024). Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China? Journal Of Empirical Finance, Vol. 76.DOI
4. Xiaoyuan Wan, Jiachen Zhang (2024). Systematic COVID risk, idiosyncratic COVID risk and stock returns. North American Journal Of Economics And Finance, Vol. 69.DOI
5. Ming-Mao Deng, Zhiyuan Wang, Xiaoyuan Wan (2024). Left-tail momentum and right-tail reversal: does trading attenuate or exacerbate the anomaly? Applied Economics Letters.DOI
6. Xiaoyuan Wan, Jiachen Zhang (2022). The effect of relaxing daily price limit: Evidence from the ChiNext market of China. Economics Letters, Vol. 215.DOI
7. Xiaoyuan Wan (2020). The impact of short-selling and margin-buying on liquidity: Evidence from the Chinese stock market. Journal Of Empirical Finance, Vol. 55.DOI
8. Xiaoyuan Wan (2018). Is the idiosyncratic volatility anomaly driven by the MAX or MIN effect? Evidence from the Chinese stock market. International Review Of Economics & Finance, Vol. 53.DOI
9. 马征程，杨朝军，万孝园，周仕盈（2018）. 财富水平和风险偏好——基于我国居民家庭的实证研究. 《投资研究》.
10. 程昕，杨朝军，万孝园（2018）. 机构投资者、信息透明度与股价波动. 《投资研究》.
11. 万孝园，杨朝军（2018）. 流动性黑洞研究述评. 《系统管理学报》, Vol. 27, No. 4.下载原文
12. 万孝园，杨朝军，吕大永（2018）. 低频流动性指标优劣评估——基于中国股票市场的实证分析. 《工程管理科技前沿》.
13. 万孝园（2018）. 融资融券交易对流动性及流动性黑洞的影响——理论分析及中国股票市场实证研究. 《上海交通大学》.
14. 万孝园，杨朝军（2017）. 流动性风险定价研究综述. 《投资研究》.
15. 吕大永，万孝园（2017）. 沪港通提高了沪市标的的“股价信息含量”了吗? 《投资研究》.
16. 吕大者，阮青松，万孝园（2017）. 沪港通对沪市标的股票价格发现速度影响的实证研究. 《商业研究》, No. 7.下载原文
17. 万孝园，陈欣（2016）. 雾霾对中国股市收益的影响. 《投资研究》.