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The stock market behaviour prior and subsequent to new highs

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A study of the predictve performance of the moving average trading rule as applied to NYSE, the Athens Stock Exchange and the Vienna Stock Exchange : sensitivity analysis and impli...

Milionis, Alexandros E.; Papanagiotou, Evangelia - In: Applied financial economics 19 (2009) 13/15, pp. 1171-1186

This work examines the variation of the simple Moving Average (MA) trading rule performance as a function of the MA length in New York Stock Exchange (NYSE), Athens Stock Exchange (ASE) and Vienna Stock Exchange (VSE) using daily data from May 1993 to April 2005. Results show that changes of the...

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Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange

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Momentum trading, mean reversal and overreaction in Chinese stock market

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Effect of information disclosure and transparency ranking system on mispricing of accruals of Taiwanese firms

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Investor sentiment and stock prices in the subprime mortgage crisis

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Demand for investment advice over time : the disposition effect revisited

Croonenbroeck, Carsten; Matkovskyy, Roman - In: Applied financial economics 24 (2014) 4/6, pp. 235-240

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