Xu, Xiaoming; Ramiah, Vikash; Moosa, Imad; Davidson, … - In: International Journal of Managerial Finance 12 (2016) 1, pp. 71-91
China; second, quantify noise trader risk, overreaction, underreaction and information pricing errors in that market; and … arrival. Our study uses a superior and alternative model to detect noise trader risk, overreaction and underreaction in China. …