Stock return predictability : evidence from moving averages of trading volume
Yao Ma, Baochen Yang, Yunpeng Su
| Year of publication: |
2021
|
|---|---|
| Authors: | Ma, Yao ; Yang, Baochen ; Su, Yunpeng |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 65.2021, p. 1-23
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| Subject: | Mispricing | Moving averages | Return predictability | Technical analysis | Trading volume | Schätzung | Estimation | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Finanzanalyse | Financial analysis | Aktienmarkt | Stock market | Handelsvolumen der Börse | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2021.101494 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013252827