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- Publisher
- Wiley
- Copyright
- Accounting and Finance © 2020 AFAANZ
- ISSN
- 0810-5391
- eISSN
- 1467-629X
- DOI
- 10.1111/acfi.12482
- Publisher site
- See Article on Publisher Site
Abstract
We determine the industry‐level supply‐chain predictability in the Chinese stock market. Evidence is provided that a limited information model is gradually adaptive to the Chinese stock market in recent years, while several traditional measures of informed trading perform differently in the previous period. An innovative indicator of the mobile ratio volatility is also proposed here, which relates the increasing mobile trading behavior to this cross‐sectional predictability. Furthermore, we explain the asymmetry of customer and supplier momentum in this market.
Journal
Accounting & Finance – Wiley
Published: Jun 1, 2020
Keywords: ; ; ;