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Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators
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Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators (2015)Momentum in the Chinese Stock Market: Evi…An empirical analysis of herd behavior in global stock markets (2010)An empirical analysis of herd…Herding behavior in Chinese stock markets: An examination of A and B shares (2007)Herding behavior in Chinese s…The 52‐Week High and Momentum Investing (2004)The 52‐Week High and Momentum…A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)A Unified Theory of Underreac…Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…The profitability of technical trading rules in the Asian stock markets (1995)The profitability of technica…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Measuring abnormal performance (1992)Measuring abnormal performancePositive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)Positive Feedback Investment …Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1989)Positive Feedback Investment …Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …The Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Does board structure affect stock price overshooting informativeness measured by stochastic oscillator indicators? (2020)Does board structure affect s…DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)A test for independence based on the correlation dimension (1996)Are Investors Reluctant to Realize Their Losses? (1998)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Efficient Capital Markets: II (1991)Multifactor Explanations of Asset Pricing Anomalies (1996)Continuous Auctions and Insider Trading (1985)Illusion and well-being: A social psychological perspective on mental health. (1988)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A model of investor sentiment / (1997)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Users of the world, unite! The challenges and opportunities of Social Media (2009)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 (1998)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Capital markets research in accounting (2001)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Investor Psychology and Asset Pricing (2001)Profitability of Momentum Strategies: An Evaluation of Alternative Explanations (2001)From Efficient Markets Theory to Behavioral Finance (2003)
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References

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653 cited
  • 1995The profitability of technical trading rules in the Asian stock markets328 cited
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    • 2020Does board structure affect stock price overshooting informativeness measured by stochastic oscillator indicators?12 cited