Continuing overreaction and stock return predictability
Year of publication: |
December 2016
|
---|---|
Authors: | Byun, Suk Joon ; Lim, Sonya Seongyeon ; Yun, Sang Hyun |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 51.2016, 6, p. 2015-2046
|
Subject: | Kapitalmarktrendite | Capital market returns | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Handelsvolumen der Börse | Trading volume | USA | United States | 1965-2009 |
-
Stock return predictability : evidence from moving averages of trading volume
Ma, Yao, (2021)
-
Tracking investor gambling intensity
Zhu, Hongbing, (2023)
-
Investor sentiment and return predictability of the option to stock volume ratio
Kim, Jun Sik, (2017)
- More ...
-
Revealing the Family Name : Valuation Effects of Name Changes for Chaebol-Affiliated Firms
Byun, Suk-Joon, (2012)
-
Continuing Overreaction and Stock Return Predictability
Byun, Suk-Joon, (2016)
-
Real options and real value : the role of employee incentives to make specific knowledge investments
Wang, Heli, (2008)
- More ...