Cross-sectional reversal of intraday returns and investor heterogeneity in an emerging market
Year of publication: |
2023
|
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Authors: | Chu, Xiaojun ; Song, Shuang |
Published in: |
Borsa Istanbul Review. - Amsterdam [u.a.] : Elsevier, ISSN 2214-8450, ZDB-ID 2745445-9. - Vol. 23.2023, 3, p. 614-627
|
Subject: | Cross-sectional reversal | Intraday returns | Investor heterogeneity | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | CAPM | Schwellenländer | Emerging economies | Anlageverhalten | Behavioural finance |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.1016/j.bir.2023.01.002 [DOI] |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies ; G15 - International Financial Markets ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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