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Liquidity risk and mutual fund performance

Xi, Dong; Feng, Shu; Sadka, Ronnie - In: Management science : journal of the Institute for … 65 (2019) 3, pp. 1020-1041

Persistent link: https://www.econbiz.de/10012013495

Sentiment and the performance of technical indicators

Feng, Shu; Wang, Na; Zychowicz, Edward J. - In: The journal of portfolio management : a publication of … 43 (2017) 3, pp. 112-125

Persistent link: https://www.econbiz.de/10011687140

An empirical analysis of investor confidence incorporated in market prices

Murphy, Austin; Fu, Liang - In: The journal of behavioral finance : a publication of … 20 (2019) 3, pp. 267-293

Persistent link: https://www.econbiz.de/10012180508

The effect of confidence in valuation estimates on arbitrager behavior and market prices

Murphy, Austin; Fu, Liang - In: The journal of behavioral finance : a publication of … 19 (2018) 3, pp. 359-363

Persistent link: https://www.econbiz.de/10012009722

Sentiment and the Performance of Technical Indicators

Feng, Shu - 2019

This paper studies the effectiveness of technical trading approaches in market environments of varying sentiment. Due to short-sale constraints, overpricing with high sentiment (i.e. relatively optimistic sentiment) is more prevalent compared to underpricing with low sentiment (i.e. relatively...

Persistent link: https://www.econbiz.de/10012905538