Rongda Chen
Zhejiang University of Finance and Economics
3 Papers
Rongda Chen is an academic researcher from Zhejiang University of Finance and Economics. The author has contributed to research in topics: Futures contract & The Internet. The author has an hindex of 2, co-authored 3 publications.
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Papers
Internet finance investor sentiment and return comovement
TL;DR: In this article, Wang et al. examined whether the systematic trading among investors would lead to stock return comovements beyond the usual risk factors, and found that the role of Internet finance investor sentiment index (IFIS) on return coovements was further examined using size portfolios.
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Characteristics and mechanisms of not-fully marketized interest rates: Evidence from Chinese online lending
TL;DR: Wang et al. as discussed by the authors showed that the average duration of loans, pending balance, newly added investors, and relative repayment amount are all significant factors for online lending rates, and when considering the credit rating of each individual platform, the explanatory power of these factors is gradually weakened as the platform rating declines.
5
Investor sentiment and predictability for volatility on energy futures Markets: Evidence from China
TL;DR: Wang et al. as mentioned in this paper proposed a novel investor sentiment index that captures the feature of instant sentiment conversion and the internet attention for energy futures markets, which can be used for monitoring and predicting volatility shocks for emerging markets with lots of noise traders.