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Opinion polls and the stock market : evidence from the 2008 US presidential election
Diro Ejara, Demissew; Nag, Raja; Upadhyaya, Kamal Prasad - In: Applied financial economics 22 (2012) 4/6, pp. 437-443
Persistent link: https://www.econbiz.de/10009581304
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The co-movement of stock prices, herd behaviour and high-tech mania
Guo, Wen-Chung; Shih, Hsiu-Ting - In: Applied financial economics 18 (2008) 16/18, pp. 1343-1350
Persistent link: https://www.econbiz.de/10003779491
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Can retail investors exploit stock market anomalies?
Siganos, Antonios - In: Applied financial economics 22 (2012) 7/9, pp. 537-547
Persistent link: https://www.econbiz.de/10009624365
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Cross-border sentiment : an empirical analysis on EU stock markets
Bai, Ye - In: Applied financial economics 24 (2014) 4/6, pp. 259-290
Persistent link: https://www.econbiz.de/10010399454
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The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao - In: Applied financial economics 24 (2014) 22/24, pp. 1491-1513
Persistent link: https://www.econbiz.de/10010460087
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The efficiency of stock and options markets : tests based on 1992 UK election opinion polls
Ap Gwilym, Owain - In: Applied financial economics 4 (1994) 5, pp. 345-354
Persistent link: https://www.econbiz.de/10001173615
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Short-sales constraints and stock return asymmetry : evidence from the Chinese stock markets
Hueng, C. James - In: Applied financial economics 16 (2006) 10, pp. 707-716
Persistent link: https://www.econbiz.de/10003334984
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A test of US equity market reaction to surprises in an era of high trading volume
Ajayi, Richard A.; Mehdian, Seyed M.; Perry, Mark J. - In: Applied financial economics 16 (2006) 6, pp. 461-469
Persistent link: https://www.econbiz.de/10003335013
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Is technical analysis profitable on US stocks with certain size, liquidity or industry characteristics?
Marshall, Ben R.; Qian, Sun; Young, Martin R. - In: Applied financial economics 19 (2009) 13/15, pp. 1213-1221
We consider whether popular moving average and trading range breakout technical trading rules are profitable on a subset of the US stocks with certain size, liquidity and industry characteristics. We find these rules are rarely profitable during the period 1990 to 2004, however there is some...
Persistent link: https://www.econbiz.de/10003886029
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Short-term overreaction, underreaction and efficient reaction : evidence from the London Stock Exchange
Spyrou, Spyros I.; Kassimatis, Konstantinos; … - In: Applied financial economics 17 (2007) 1/3, pp. 221-235
Persistent link: https://www.econbiz.de/10003427064