教師資料查詢 | 類別: 期刊論文 | 教師: 廖怡晴 LIAO, YI-CHING (瀏覽個人網頁)

標題:Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators
學年103
學期2
出版(發表)日期2015/03/31
作品名稱Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators
作品名稱(其他語言)
著者Yensen Ni; Yi-Ching Liao; Paoyu Huang
單位
出版者
著錄名稱、卷期、頁數Emerging Markets Finance and Trade 51(1), p.99-110
摘要We explore whether investors earn profits through the use of stochastic oscillator indicators (SOI) for trading stocks. The results reveal that investors might use momentum strategies when trading constituent stocks of SSE 50 as the overbought trading signals emitted by SOI. We infer that the results might be caused by herding behaviors of Chinese investors since overoptimistic moods are likely to exist as evidenced by the 80 percent trading volume traded by individual investors in the Chinese stock market.
關鍵字contrarian strategy;momentum strategy;overreaction hypothesis;stochastic oscillator indicators
語言英文
ISSN1540-496X/1558-0938
期刊性質國外
收錄於SSCI;
產學合作
通訊作者
審稿制度
國別英國
公開徵稿
出版型式,電子版,紙本
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