關鍵字查詢 | 類別:期刊論文 | | 關鍵字:and stock market overreaction

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序號 學年期 教師動態
1 104/1 管科系 廖怡晴 助理教授 期刊論文 發佈 MA trading rules, herding behaviors, and stock market overreaction , [104-1] :MA trading rules, herding behaviors, and stock market overreaction期刊論文MA trading rules, herding behaviors, and stock market overreactionYensen Ni; Yi-Ching Liao; Paoyu HuangMoving average;Herding behavior;OverreactionInternational Review of Economics and Finance 39, p.253-265We determine whether investors profit from employing moving average trading rules that consider either “wide” or “in-depth” concerns. Our remarkable findings are as follows: First, investors benefit from purchasing the constituent stocks of SSE50 as dead crosses emerge. These stocks may be the result of the herding behaviors of individual investors who account for over 80% of investors in China's stock markets. Second, negative weekly returns increase in trading the constituent stocks of DJ30 and FTSE100 because returns increase considerably on golden-cross days as a result of stock price overreaction. These results remain robust by concerning investors' risk aversion, and even high risk aversion as investors suffe
2 104/1 管科系 倪衍森 教授 期刊論文 發佈 MA trading rules, herding behaviors, and stock market overreaction , [104-1] :MA trading rules, herding behaviors, and stock market overreaction期刊論文MA trading rules, herding behaviors, and stock market overreactionYen-sen Ni; Yi-ching Liao; Pao-yu HuangMoving average;Herding behavior;OverreactionInternational Review of Economics and Finance 39, p.253-265We determine whether investors profit from employing moving average trading rules that consider either “wide” or “in-depth” concerns. Our remarkable findings are as follows: First, investors benefit from purchasing the constituent stocks of SSE50 as dead crosses emerge. These stocks may be the result of the herding behaviors of individual investors who account for over 80% of investors in China's stock markets. Second, negative weekly returns increase in trading the constituent stocks of DJ30 and FTSE100 because returns increase considerably on golden-cross days as a result of stock price overreaction. These results remain robust by concerning investors' risk aversion, and even high risk aversion as investors suf
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