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Zijian Zeng

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Open access Jul 2026

Optimal Stopping and Bubble Riding under Limited Arbitrage Constraints: An Empirical Study based on A-Share Market Microstructure

The Chinese A-share market, characterized by its unique retail-dominated structure and institutional constraints, exhibits pricing features distinct from mature markets. This study constructs a portfolio management framework adapted to the microstructure of the A-share market and examines how institutional investors ca...

Wensheng Yi, Zijian Zeng, Gao Ke et al. · 0 citations

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