期刊論文
| 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 | en_US |
| ISSN | 1540-496X; 1558-0938 |
| 期刊性質 | 國外 |
| 收錄於 | SSCI |
| 產學合作 | |
| 通訊作者 | Pao-yu Huang |
| 審稿制度 | 是 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,電子版,紙本 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/106994 ) |