Do stock prices underreact to information conveyed by investors' trades? : evidence from China
Year of publication: |
2013
|
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Authors: | Wu, Fei |
Published in: |
Asia-Pacific journal of financial studies. - Richmond : Wiley-Blackwell, ISSN 2041-9945, ZDB-ID 2616683-5. - Vol. 42.2013, 3, p. 442-466
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Subject: | Under-reaction | Information | Price impact | Trading process | Return predictability | Schätzung | Estimation | Börsenkurs | Share price | China | Kapitaleinkommen | Capital income | Wertpapierhandel | Securities trading | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect | Prognoseverfahren | Forecasting model |
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