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The Long-Term Performance of Index Additions and Deletions : Evidence from the Hang Seng Index

Kot, Hung Wan - 2016

We investigate the long-term performance of firms added to or deleted from the Hang Seng Index from 1986 to 2008. The stocks newly deleted from the Hang Seng Index have abnormal returns over a 5-year holding period and the newly added stocks do not. The deleted stocks outperform the added...

Persistent link: https://www.econbiz.de/10013002992

Loss sensitive investors and positively biased analysts in Hong Kong stock market

Choudhry, Taufiq; Dissanaike, Gishan; Jayasekera, Ranadeva - In: Review of quantitative finance and accounting 57 (2021) 4, pp. 1345-1371

Persistent link: https://www.econbiz.de/10012660702

Applying technical trading rules to beat long-term investing : evidence from Asian markets

Coe, Thomas S.; Laosethakul, Kittipong - In: Asia Pacific financial markets 28 (2021) 4, pp. 587-611

Persistent link: https://www.econbiz.de/10012697525

The long-term performance of index additions and deletions : evidence from the Hang Seng Index

Kot, Hung Wan; Leung, Harry K. M.; Tang, Gordon Y. N. - In: International review of financial analysis 42 (2015), pp. 407-420

Persistent link: https://www.econbiz.de/10011573583

Market segmentation and differential reactions of local and foreign investors to analyst recommendations

Jia, Chunxin; Wang, Yaping; Xiong, Wei - In: The review of financial studies 30 (2017) 9, pp. 2972-3008

Persistent link: https://www.econbiz.de/10011755651

On the validity of the augmented Fama and French’s (1993) model : evidence from the Hong Kong stock market

Lam, Keith S. K.; Li, Frank K.; So, Simon M. S. - In: Review of quantitative finance and accounting 35 (2010) 1, pp. 89-111

Persistent link: https://www.econbiz.de/10008797142

Trading rules and stock returns : some further short run evidence from the Hang Seng 1997 - 2008

Coutts, J. Andrew - In: Applied financial economics 20 (2010) 19/21, pp. 1667-1672

Persistent link: https://www.econbiz.de/10009011548

The relationship between size, book-to-market equity ratio, earnings-price ratio, and return for the Hong Kong stock market

Lam, Keith S. K. - In: Global finance journal 13 (2002) 2, pp. 163-179

Persistent link: https://www.econbiz.de/10001745909

Stock market openness and analyst forecast bias

Chen, Shenglan; Lin, Bingxuan; Lu, Rui; Ma, Hui - In: Journal of accounting and public policy 40 (2021) 6, pp. 1-20

Persistent link: https://www.econbiz.de/10013204805

The profitability of technical trading rules : empirical application on Asian stock markets

Anghel, Andrei; Kampe, Cristina - In: Information efficiency and anomalies in Asian equity …, (pp. 158-169). 2017

Persistent link: https://www.econbiz.de/10011928448

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