The role of hedge funds in the asset pricing: evidence from China

Zhang, Jing; Zhang, Wei; Li, Youwei; Xu, Feng

doi:10.1080/1351847x.2021.1929373

Cited by 4 publications

(2 citation statements)

References 68 publications

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“…L. investigate the impact of social networks on the return comovement of stock hedge funds. Zhang et al (2022) find that hedge funds nurture mispricing in Chinese financial markets.…”

Section: Hedge Fundsmentioning

confidence: 95%

A Review of China's Financial Markets

Wang

2022

Annu. Rev. Financ. Econ.

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The fast growth of China's economy has brought it not only to the center of the global economy but also to a transition point in its growth model, a transition from scale to efficiency, speed to sustainability, input driven to innovation led. How its financial markets can drive this new growth model and facilitate the transition are pressing challenges, for China and for the world. We provide a comprehensive review of China's financial markets, including government bonds, corporate/credit bonds, stocks, asset-backed securities, financial derivatives, investment management, and currency, focusing on their growth paths, distinct characteristics, and unique opportunities. Despite fast expansion at times, their development is often lagging behind market needs, uneven over time, and unbalanced across markets. This developmental pattern is driven mostly by the government's immediate policy objectives rather than by the markets' ultimate efficiency in serving their key functions, including liquidity provision, price discovery, and risk allocation. Expected final online publication date for the Annual Review of Financial Economics, Volume 13 is November 2022. Please see http://www.annualreviews.org/page/journal/pubdates for revised estimates.

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“…L. investigate the impact of social networks on the return comovement of stock hedge funds. Zhang et al (2022) find that hedge funds nurture mispricing in Chinese financial markets.…”

Section: Hedge Fundsmentioning

confidence: 95%

A Review of China's Financial Markets

Wang

2022

Annu. Rev. Financ. Econ.

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“…This system not only provides pricing recommendations for partners but can also automatically adjust prices based on booking situations. According to data released by Ctrip, after adopting this system, partner hotels saw an average revenue increase of 15%, while customer satisfaction also improved by 10% [16]. Fliggy (Alibaba's online travel platform) leverages Alibaba's powerful AI and big data capabilities to develop a complex "Intelligent Revenue Management System".…”

Section: B Artificial Intelligence and Machine Learningmentioning

confidence: 99%

Leveraging Emerging Technologies in Pricing Strategies and Consumer Behavior: Case Studies from China's Innovative Markets

Wang,

Aldave

2024

ijetaa

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This study explores the impact of emerging technologies on pricing strategies and consumer behavior in China’s innovative markets. Through case studies of companies such as Alibaba, JD.com, Ctrip, Fliggy, Meituan, Hema, Douyin, and Kuaishou, we reveal how dynamic pricing, artificial intelligence, machine learning, and big data analytics are reshaping corporate pricing strategies and consumer behavior. The research finds that companies adopting dynamic pricing increased sales by an average of 15-20%; AI-driven personalized pricing improved con version rates by 25%; and big data analytics helped companies increase inventory turnover by 30%. In terms of consumer behavior, emerging technologies enabled companies to more accurately predict consumer demand, increasing user retention rates by an average of 18%. Social e-commerce platforms extended average user stay time by 40% and improved purchase conversion rates by 22% through technological innovation. This study provides valuable insights and practical guidance for companies formulating pricing strategies and understanding consumer behavior in technology-driven market environments.

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The tail risk safe haven property of China's energy futures against US market implied volatility

Dai,

Wang

et al. 2024

Journal of Management Science and Engineering

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The role of hedge funds in the asset pricing: evidence from China

Cited by 4 publications

References 68 publications

A Review of China's Financial Markets

A Review of China's Financial Markets

Leveraging Emerging Technologies in Pricing Strategies and Consumer Behavior: Case Studies from China's Innovative Markets

The tail risk safe haven property of China's energy futures against US market implied volatility

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