SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Momentum trading, mean reversal and overreaction in Chinese stock market · Study

ArticleShelves

ArticleMomentum trading, mean reversal and overreaction in Chinese stock market

Yangru Wu2010

OA

Articlegreen2010

Momentum trading, mean reversal and overreaction in Chinese stock market

84 citations·0/0 files stored·Review of Quantitative Finance and Accounting

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 84 citations exist upstream.

References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1985Does the Stock Market Overreact?1998Investor Psychology and Security Market Under‐ and Overreactions n.d.A model of investor sentiment /1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1988Permanent and Temporary Components of Stock Prices 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

Cited by

2015Cross-sectional stock return predictability in China 2021Anomalies in the China A-share market 2017Anomalies in Chinese A-Shares 2017Momentum returns, market states, and market dynamics: Is China different?2014

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2005Momentum and mean reversion across national equity marketsarticle · 33 shared references 2002Momentum in the UK stock marketarticle · 23 shared references 2007Sources of contrarian profits in the Japanese stock marketarticle · 21 shared references 2007The 52-week high and momentum investing in international stock indexesarticle · 20 shared references 2005Momentum and contrarian strategies in international stock markets: Further evidencearticle · 20 shared references 2004Predictability of short-horizon returns in international equity marketsarticle · 19 shared references

Details

Year2010

Typearticle

Published2010-09-24

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations84

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

Identifiers

doi10.1007/s11156-010-0206-z

openalex_workW3125819811

Links

Imported from OpenAlex (CC0) — nothing here is generated.

Momentum returns and information uncertainty: Evidence from China

2014Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period

2020The contrarian strategy of institutional investors in Chinese stock market

2015Has momentum lost its momentum?