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Stock price synchronicity, cognitive biases, and momentum

Chen, Chen; Doukas, John A. - In: European financial management : the journal of the … 28 (2022) 1, pp. 59-112

Persistent link: https://www.econbiz.de/10012795703

Revisiting disposition effect and momentum : a quantile regression perspective

Ahmed, Mohamed Shaker; Doukas, John A. - In: Review of quantitative finance and accounting 56 (2021) 3, pp. 1087-1128

Persistent link: https://www.econbiz.de/10012498621

Sentiment and Momentum

Doukas, John A. - 2019

This paper sheds empirical light on whether sentiment affects the profitability of price momentum strategies. We hypothesize that news that contradicts investors' sentiment causes cognitive dissonance, which slows the diffusion of signals that oppose the direction of sentiment. This phenomenon...

Persistent link: https://www.econbiz.de/10012906186

Does the bonding effect matter in a more integrated capital market world?

Doukas, John A.; Wang, Liu - In: Journal of international money and finance 47 (2014), pp. 162-184

Persistent link: https://www.econbiz.de/10010464026

Why firms favour the AIM when they can list on main market?

Doukas, John A.; Hoque, Hafiz - In: Journal of international money and finance 60 (2016), pp. 378-404

Persistent link: https://www.econbiz.de/10011660893

Common volatility in S&P 500 stock index and S&P 500 index futures prices during October 1987

Arshanapalli, Bala Gangadhar - In: The journal of futures markets 14 (1994) 8, pp. 915-925

Persistent link: https://www.econbiz.de/10001173367

Pre and post-October 1987 stock market linkages between US and Asian markets

Arshanapalli, Bala Gangadhar - In: Pacific-Basin finance journal 3 (1995) 1, pp. 57-73

Persistent link: https://www.econbiz.de/10001184051

Asian equity markets and the role of Japan

Arshanapalli, Bala Gangadhar - In: The journal of international securities markets 7 (1993), pp. 165-172

Persistent link: https://www.econbiz.de/10001156472

Common volatility in the industrial structure of global capital markets

Arshanapalli, Bala Gangadhar - In: Journal of international money and finance 16 (1997) 2, pp. 189-209

Persistent link: https://www.econbiz.de/10001225599

International stock market linkages : evidence from the pre- and post-October 1987 period

Arshanapalli, Bala Gangadhar - In: Journal of banking & finance 17 (1993) 1, pp. 193-208

Persistent link: https://www.econbiz.de/10001140669