教師資料查詢 | 類別: 期刊論文 | 教師: 倪衍森 NI, YEN-SEN (瀏覽個人網頁)

標題:Investing strategies as continuous rising (falling) share prices released
學年105
學期2
出版(發表)日期2017/07/19
作品名稱Investing strategies as continuous rising (falling) share prices released
作品名稱(其他語言)
著者Manhwa Wu; Paoyu Huang; Yensen Ni
單位
出版者
著錄名稱、卷期、頁數Journal of Economics and Finance, p.1-11
摘要We argue that continuous rising (falling) share prices might cause herding behaviors due to investors’ sentiments aroused. To my best of our understanding, we argue that this study pioneers to explore the trading performance after continuous rising (falling) prices, which might contribute to the existing literature in finance. By employing the constituent stocks of DJ 30, FTSE 100, and SSE 50 as our samples, we reveal that contrarian strategies are proper for continuous falling prices instead of continuous rising prices. We argue that the results reveled might benefit for investors to trade these constituents’ stocks.
關鍵字Continuous rising (falling) prices;Momentum strategies;Herding behaviors;Contrarian strategies;Investors’ sentiments
語言英文(美國)
ISSN1055-0925;1938-9744
期刊性質國外
收錄於
產學合作
通訊作者Paoyu Huang
審稿制度
國別美國
公開徵稿
出版型式,電子版
相關連結
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