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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

. This review is useful to academics for developing cutting-edge treatments of financial theory that EMH, anomalies, and … reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and … that suit their risk preferences and behavioral traits predicted from behavioral models. Finally, when EMH, anomalies and …

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

Does investor sentiment create value for asset pricing? : an empirical investigation of the KOSPI-listed firms

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3487-3509

Persistent link: https://www.econbiz.de/10014635407

Dynamic attention behavior under return predictability

Andrei, Daniel; Hasler, Michael - In: Management science : journal of the Institute for … 66 (2020) 7, pp. 2906-2928

Persistent link: https://www.econbiz.de/10012268553

Style investing, momentum, and co-movement

Wu, Chunchi; Tao, Xinyuan - 2024

Persistent link: https://www.econbiz.de/10015046864

Predictive ability of investor sentiment for the stock market

Kim, Karam; Ryu, Doojin - In: Romanian journal of economic forecasting 23 (2020) 4, pp. 33-46

Persistent link: https://www.econbiz.de/10012425220

Predicted vs. real stock prices : can the difference be explained by key macroeconomic factors?

Spilioti, Stella - In: Investment management and financial innovations 11 (2014) 4, pp. 107-116

Persistent link: https://www.econbiz.de/10010514720

Distillation of news flow into analysis of stock reactions

Zhang, Junni L.; Härdle, Wolfgang; Chen, Cathy Y.; … - 2015

produce stock reaction indicators, including volatility, detrended log trading volume and return? (ii) To which degree is …

Persistent link: https://www.econbiz.de/10010471736

Does mixed-frequency investor sentiment impact stock returns? : based on the empirical study of MIDAS regression model

Yang, Chunpeng; Zhang, Rengui - In: Applied economics 46 (2014) 7/9, pp. 966-972

Persistent link: https://www.econbiz.de/10010399534

The impact of sentiment and attention measures on stock market volatility

Audrino, Francesco; Sigrist, Fabio Roman Albert; … - In: International journal of forecasting 36 (2020) 2, pp. 334-357

Persistent link: https://www.econbiz.de/10012414802

Investor sentiment and the cross-section of stock returns : new theory and evidence

Ding, Wenjie; Mazouz, Khelifa; Wang, Qingwei - In: Review of quantitative finance and accounting 53 (2019) 2, pp. 493-525

Persistent link: https://www.econbiz.de/10012225936

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