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Market dynamics and momentum in the Taiwan stock market · Study

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ArticleMarket dynamics and momentum in the Taiwan stock market

Chaonan Lin2016

Article2016

Market dynamics and momentum in the Taiwan stock market

Chaonan Lin · Kuan‐Cheng Ko · Nien‐Tzu Yang

25 citations·0/0 files stored·Pacific-Basin Finance Journal

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Financial Markets and Investment Strategies Financial Analysis and Corporate Governance Stock Market Forecasting Methods

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 2002Illiquidity and stock returns: cross-section and time-series effects 1998Investor Psychology and Security Market Under‐ and Overreactions 2006The Cross‐Section of Volatility and Expected Returns n.d.A model of investor sentiment /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1 1990Evidence of Predictable Behavior of Security Returns

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Details

Year2016

Typearticle

Published2016-03-30

VenuePacific-Basin Finance Journal

ISSN-L0927-538X

Languageen

Citations25

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.pacfin.2016.03.009

openalex_workW2317044710

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