State-dependent psychological anchors and momentum
Year of publication: |
2022
|
---|---|
Authors: | Ran, Rong ; Li, Cheng ; Ko, Kuan-Cheng ; Yang, Nien-Tzu |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 2, p. 1-9
|
Subject: | 52-week-high | Anchoring biases | Historical high | Momentum | Anlageverhalten | Behavioural finance | Systematischer Fehler | Bias | Kapitaleinkommen | Capital income | Volatilität | Volatility | Momentenmethode | Method of moments |
-
The role of analyst forecasts in the momentum effect
Low, Rand Kwong Yew, (2016)
-
How do disposition effect and anchoring bias interact to impact momentum in stock returns?
Hur, Jungshik, (2019)
-
Momentum and market volatility : a Bayesian regime-switching model
Cao, Jia, (2023)
- More ...
-
Asset Pricing When Social Preference Meets Lottery Preference : Evidence from China
Lin, Chaonan, (2021)
-
Corporate social responsibility, social identity, and innovation performance in China
Ko, Kuan-Cheng, (2020)
-
Multi-market trading, price delay, and return predictability
Xia, Chuanxin, (2021)
- More ...