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Evolution of price effects after one-day abnormal returns in the US stock market
Plastun, Alex; Sibande, Xolani; Gupta, Rangan; Wohar, … - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-11
Persistent link: https://www.econbiz.de/10012822169
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann–Whitney U test) tests confirm the presence of price patterns...
Persistent link: https://www.econbiz.de/10011789179
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann-Whitney U test) tests confirm the presence of price patterns after...
Persistent link: https://www.econbiz.de/10011789323
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Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
Persistent link: https://www.econbiz.de/10011995547
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New empirical evidence on the investment success of momentum strategies based on relative stock prices
Yu, Susana - In: Review of quantitative finance and accounting 39 (2012) 1, pp. 105-121
Persistent link: https://www.econbiz.de/10009629107
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Are intraday reversal and momentum trading strategies feasible? : an analysis for German blue chip stocks
Herberger, Tim; Horn, Matthias; Oehler, Andreas - In: Financial markets and portfolio management 34 (2020) 2, pp. 179-197
Persistent link: https://www.econbiz.de/10012289620
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Extreme absolute strength of stocks and performance of momentum strategies
Yang, Xuebing; Zhang, Huilan - In: Journal of financial markets 44 (2019), pp. 71-90
Persistent link: https://www.econbiz.de/10012317420
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Momentum trading, mean reversal and overreaction in Chinese stock market
Wu, Yangru - In: Review of quantitative finance and accounting 37 (2011) 3, pp. 301-323
Persistent link: https://www.econbiz.de/10009301286
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The state of the market and the contrarian strategy : evidence from China's stock market
Chen, Qiwei; Jiang, Ying; Li, Yuan - In: Journal of Chinese economic and business studies 10 (2012) 1, pp. 89-108
Persistent link: https://www.econbiz.de/10009510018
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Stock selection strategies in emerging markets
Hart, Jaap van; Slagter, Erica; Dijk, Dick van - 2001
Recent empirical evidence suggests that value and momentum strategies generate significantexcess returns in emerging markets. We confirm these results and extend them in severaldirections. First, we examine a broader range of stock selection strategies, including strategiesbased on analysts'...
Persistent link: https://www.econbiz.de/10011313928