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Industry herding and momentum strategies
Demirer, Rıza; Lien, Da-hsiang Donald; Zhang, Huacheng - In: Pacific-Basin finance journal 32 (2015), pp. 95-110
Persistent link: https://www.econbiz.de/10011471555
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Do firm characteristics matter in explaining the herding effect on returns?
Demirer, Rıza; Zhang, Huacheng - In: Review of Financial Economics 37 (2018) 2, pp. 256-271
Persistent link: https://www.econbiz.de/10012084585
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Do ADR investors herd? : evidence from advanced and emerging markets
Demirer, Rıza; Kutan, Ali Mustafa; Zhang, Huacheng - In: International review of economics & finance : IREF 30 (2014), pp. 138-148
Persistent link: https://www.econbiz.de/10010490487
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On the short-term predictability of stock returns : a quantile boosting approach
Demirer, Rıza; Pierdzioch, Christian; Zhang, Huacheng - In: Finance research letters 22 (2017), pp. 35-41
Persistent link: https://www.econbiz.de/10011807952
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Industry herding and the profitability of momentum strategies during market crises
Demirer, Rıza; Zhang, Huacheng - In: The journal of behavioral finance : a publication of … 20 (2019) 2, pp. 195-212
Persistent link: https://www.econbiz.de/10012180503
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Do ADR investors herd?: Evidence from advanced and emerging markets
Demirer, Rıza; Kutan, Ali M.; Zhang, Huacheng - In: International Review of Economics & Finance 30 (2014) C, pp. 138-148
This paper extends the research on investor herds to American Depository Receipts (ADRs). Using daily price data on 305 ADRs traded in US exchanges issued by corporations from 19 countries, we examine herding behavior in the market for ADRs within country and sector-based portfolios. There is...
Persistent link: https://www.econbiz.de/10011048237
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Comparisons of short and long hedge performance : the case of Taiwan
Demirer, Rıza; Lien, Da-hsiang Donald; Shaffer, David Reed - In: Journal of multinational financial management 15 (2005) 1, pp. 51-66
Persistent link: https://www.econbiz.de/10002533658
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Correlation and return dispersion dynamics in Chinese markets
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of financial analysis 14 (2005) 4, pp. 477-491
Persistent link: https://www.econbiz.de/10003117573
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Firm-level return dispersion and correlation asymmetry : challenges for portfolio diversification
Demirer, Rıza; Lien, Da-hsiang Donald - In: Applied financial economics 14 (2004) 6, pp. 447-456
Persistent link: https://www.econbiz.de/10001971231
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Downside risk for short long hedgers
Demirer, Rıza; Lien, Da-hsiang Donald - In: International review of economics & finance : IREF 12 (2003) 1, pp. 25-44
Persistent link: https://www.econbiz.de/10001770018