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US economic uncertainty and the Korean stock market reaction

Yun, Jaesun; Kang, Jangkoo; Kwon, Kyungyoon - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 10, pp. 2946-2976

Persistent link: https://www.econbiz.de/10012607442

Investor sentiment and limits of arbitrage : evidence from Chinese stock market

Tan, Xiaoyu; Zhang, Zili; Zhao, Xuejun; Wang, Chengxiang - In: International review of economics & finance : IREF 75 (2021), pp. 577-595

Persistent link: https://www.econbiz.de/10012692801

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

Testing international momentum strategies between Chinese and Australian financial markets

Abraham, Santosh Mon - In: International journal of financial research 5 (2014) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10010441944

Tug of war with noise traders? : evidence from the G7 stock markets

Hajiyev, Aghamehman; Keiber, Karl Ludwig; Luczak, Adalbert - In: The quarterly review of economics and finance 95 (2024), pp. 234-243

Persistent link: https://www.econbiz.de/10014631507

Interaction between Investor Sentiment, Limits to Arbitrage and the Returns of Stock Market Anomalies : Evidence from the UK Stock Market

Alburaythin, Yazeed; Fifield, Suzanne G.M; Paramati, … - 2022

This study investigates the role of two prominent concepts in finance: the role of limits to arbitrage and investor … sentiment on stock prices. The study examines how changes in market-wide investor sentiment and limits to arbitrage affect the … performance of nine UK stock market anomalies. The existing literature relating to investor sentiment focuses mainly on the US …

Persistent link: https://www.econbiz.de/10014236408