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81
Intraday systematic patterns, lead-lag relationships, and pricing efficieny : evidence from the Kuala Lumpur composite index futures
Fauzias Mat Nor
;
Choo, Tea Lee
- In:
Regional financial markets : issues and policies
,
(pp. 182-221)
.
2004
Persistent link: https://www.econbiz.de/10002793296
Saved in:
82
Do investors choose trade-size according to liquidity, empirical evidence from the S&P 500 index future market
Wu, Liang
;
Yan, Xin
;
Fu, Zhiming
;
Zhang, Rui
- In:
Finance research letters
28
(
2019
),
pp. 275-280
Persistent link: https://www.econbiz.de/10012388324
Saved in:
83
When do they trade? : heterogeneous investors in
China
Qiu, Jiayan
;
Huang, Wei
;
Jiang, Ying
- In:
Finance research letters
54
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472693
Saved in:
84
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
Saved in:
85
The asymmetric effects of investor sentiment and monetary policy on stock prices
Li, Jinfang
- In:
Applied economics
47
(
2015
)
22/24
,
pp. 2514-2522
Persistent link: https://www.econbiz.de/10010516560
Saved in:
86
The impact of investor sentiment on stock returns in emerging markets : the case of Central European markets
Corredor, Pilar
;
Ferrer, E.
;
Santamaría Aquilué, Rafael
- In:
Eastern European economics
53
(
2015
)
4
,
pp. 328-355
Persistent link: https://www.econbiz.de/10011430661
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87
Investor sentiment and short-term returns for size-adjusted value and growth portfolios
Waggle, Doug
;
Agrrawal, Pankaj
- In:
The journal of behavioral finance : a publication of …
16
(
2015
)
1
,
pp. 81-93
Persistent link: https://www.econbiz.de/10011333706
Saved in:
88
Market sentiment and paradigm shifts
Chu, Liya
;
He, Xue-zhong
;
Li, Kai
;
Tu, Jun
-
2015
Persistent link: https://www.econbiz.de/10011344305
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89
Investor sentiment, disagreement, and the breadth–return relationship
Cen, Ling
;
Lu, Hai
;
Yang, Liyan
- In:
Management science : journal of the Institute for …
59
(
2013
)
5
,
pp. 1076-1091
Persistent link: https://www.econbiz.de/10009751210
Saved in:
90
The second moment matters! : cross-sectional dispersion of firm valuations and expected returns
Jiang, Danling
- In:
Journal of banking & finance
37
(
2013
)
10
,
pp. 3974-3992
Persistent link: https://www.econbiz.de/10010127414
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