The business cycle and profitability of trading strategies
Year of publication: |
December 2016
|
---|---|
Authors: | Yan, Yuxing ; Zhang, Shaojun |
Published in: |
Frontiers of business research in China : selected publications from Chinese universities. - Beijing : Higher Education Press, ISSN 1673-7326, ZDB-ID 2388653-5. - Vol. 10.2016, 4, p. 525-547
|
Subject: | business cycle | investor preference | January effect | lottery-type stock | trading strategy | Konjunktur | Business cycle | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Saisonale Schwankungen | Seasonal variations |
-
Investor SAD sentiment and stock returns in Taiwan
Wang, Ching-ping, (2012)
-
Lu, Jing, (2012)
-
Quarterly seasonality and momentum strategy implementation
Folkinshteyn, Daniel, (2023)
- More ...
-
An improved estimation method and empirical properties of the probability of informed trading
Yan, Yuxing, (2012)
-
Quality of PIN estimates and the PIN-return relationship
Yan, Yuxing, (2014)
-
An improved estimation method and empirical properties of the probability of informed trading
Yan, Yuxing, (2012)
- More ...