dc.contributor | 財管系 | |
dc.creator (作者) | 周冠男 | |
dc.creator (作者) | Chou, Robin K.;Wu, Qinqin;Lu, Jing | |
dc.date (日期) | 2023-08 | |
dc.date.accessioned | 2024-04-11 | - |
dc.date.available | 2024-04-11 | - |
dc.date.issued (上傳時間) | 2024-04-11 | - |
dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/150732 | - |
dc.description.abstract (摘要) | We explore the relationship between the Chinese Football Association Super League (CSL) game outcomes and the returns differentials of Chinese cross-listed A- and H-shares. We find that a team’s win leads to a significant rise in the next-day return differentials for locally headquartered firms. Furthermore, the win effects are more pronounced for critical games, games with high attention, and firms with low institutional investor shareholding. In contrast, the loss effects are more significant if a CSL team loses by a margin of more than 2.5 points. Additionally, sports sentiment mainly affects high-liquidity sectors because their silent characteristic tends to be compatible with sports sentiment. | |
dc.format.extent | 154 bytes | - |
dc.format.mimetype | text/html | - |
dc.relation (關聯) | International Journal of Sport Finance, Vol.18, No.3, pp.121-132 | |
dc.subject (關鍵詞) | cross-listed shares; sports sentiment; return differentials | |
dc.title (題名) | Sports Sentiment and Return Differentials of Cross-listed Firms: Evidence from Chinese A- and H-shares | |
dc.type (資料類型) | article | |
dc.identifier.doi (DOI) | 10.32731/IJSF/183.082023.02 | |
dc.doi.uri (DOI) | https://doi.org/10.32731/IJSF/183.082023.02 | |