Search Results - subject:"52-Week high"

The effect of the movement in 52-week high on momentum profit: The evidence from Taiwan

Liao, Li-Chuan; Chang, Tzu-Pu; Wang, Ping-Huang - In: International Journal of Business and Economic Sciences … 16 (2023) 1, pp. 71-86

Purpose: This paper aims to examine the impact of price movements in 52-week highs on a 52-week high momentum strategy … influences the profitability of the original 52-week high momentum strategy. Design/methodology/approach: This paper decomposes … the ratio of stock price to 52-week high into denoted two components: price change and updating components. We construct …

Persistent link: https://www.econbiz.de/10014434585

The effect of the movement in 52-week high on momentum profit : the evidence from Taiwan

Liao, Li-Chuan; Chang, Tzu-pu; Wang, Ping-Huang - In: International journal of business and economic sciences … 16 (2023) 1, pp. 71-86

Persistent link: https://www.econbiz.de/10014419592

Investor heterogeneity and anchoring-induced momentum

Oniščenko, Olena; Zhao, Jing; Kongahawatte, Sampath; … - In: Journal of behavioral and experimental finance 42 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10014547946

Anchoring effect, prospect value and stock return

Chen, Chun; He, Fangyi; Lin, Lei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1539-1556

Persistent link: https://www.econbiz.de/10014446638

Limited attention, salient anchor, and the modified MAX effect : evidence from Taiwan's stock market

Wang, Zi-Mei; Lien, Da-hsiang Donald - In: The North American journal of economics and finance : a … 67 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014483992

Do individuals and institutions make different short selling strategies around the 52-week highs?

Lin, Mei-Chen; Chou, Meng Ping - In: International review of economics & finance : IREF 88 (2023), pp. 386-407

Persistent link: https://www.econbiz.de/10014474541

Time-varying MAX preference : evidence from revenue announcements

Lin, Mei-Chen - In: Pacific-Basin finance journal 80 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014463334

February, share turnover, and momentum in China

George, Thomas J.; Hwang, Chuan-Yang; Li, Yuan - In: Pacific-Basin finance journal 82 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014463356

Expected profitability, the 52-week high and the idiosyncratic volatility puzzle

Khasawneh, Maher; McMillan, David G.; Kambouroudis, Dimos - In: The European journal of finance 29 (2023) 14, pp. 1621-1648

Persistent link: https://www.econbiz.de/10014387954

Fundamental strength and the 52-week high anchoring effect

Zhu, Zhaobo; Sun, Licheng; Chen, Min - In: Review of quantitative finance and accounting 60 (2023) 4, pp. 1515-1542

Persistent link: https://www.econbiz.de/10014291867