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Review on efficiency and anomalies in stock markets

Woo, Kai-yin; Mai, Chulin; McAleer, Michael; Wong, Wing … - In: Economies : open access journal 8 (2020) 1/20, pp. 1-51

reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and …. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and …

Persistent link: https://www.econbiz.de/10012237439

The impact of elasticity on disposition effect driven momentum, substitutability, size, and January seasonality

Egginton, Jared; Hur, Jungshik; Vivek Singh - In: Review of quantitative finance and accounting 52 (2019) 3, pp. 759-780

Persistent link: https://www.econbiz.de/10012171725

Initiation of trades on the Chinese stock market

Zheng, Xinwei - In: Review of Pacific Basin financial markets and policies 18 (2015) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10011300932

Return anomalies “Disposition effect and momentum” : evidence from the Egyptian stock market

Sakr, Ahmed M.; Ragheb, Mohamed A.; Ragab, Aiman A.; … - In: International journal of economics and finance 6 (2014) 2, pp. 181-196

Persistent link: https://www.econbiz.de/10010257640

Stock market behavior after large price changes and winner-loser effect : empirical evidence from Pakistan

Rasheed, Muhammad Sahid; Sheikh, Muhammad Fayyaz; … - In: Journal of Asian finance, economics and business : JAFEB 8 (2021) 10, pp. 219-228

Persistent link: https://www.econbiz.de/10012671114

Revisiting disposition effect and momentum : a quantile regression perspective

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

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

Institutional investors and equity prices : information, behavioral bias and arbitrage

Han, Bing; Kong, Dongmin - 2017

This paper investigates how institutional investors matter for asset pricing by using daily institutional trading data and a natural experiment, the split–share structure reform in China. This reform required all listed companies to convert their non-tradable shares to tradable shares after...

Persistent link: https://www.econbiz.de/10011646414

Disposition effect and diminishing aensitivity : an analysis based on a simulated experimental stock market

Kohsaka, Youki; Mardyla, Grzegorz; Takenaka, Shinji; … - In: The journal of behavioral finance : a publication of … 18 (2017) 2, pp. 189-201

Persistent link: https://www.econbiz.de/10012008694

The systematic biases in decision-making in the mutual-fund markets : market states and disposition effect

Wu, Shih-Wei; Dutta, Juli; Huang, Chin-Yu - In: Cogent economics & finance 6 (2018) 1, pp. 1-14

We have investigated the influence of investors' expectation of future market trends on their trading and investment decisions in various market states. The efficiency of mutual-fund markets can be threatened by systematic biases in different decision-makings. Mutual-fund investors exhibit the...

Persistent link: https://www.econbiz.de/10012023247

An examination of the relationship between the disposition effect and stock return, volatility, and trading volume : the evidence in US stock markets

Afi, Hatem - In: International journal of managerial and financial accounting 9 (2017) 3, pp. 242-262

Persistent link: https://www.econbiz.de/10011847010

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