Overreaction in Trading
نویسندگان
چکیده
منابع مشابه
Momentum Trading, Mean Reversal and Overreaction in Chinese Stock Market
While the vast majority of the literature reports momentum profitability to be overwhelming in the U.S. market and widespread in other countries, this paper finds that the pure momentum strategy in general does not yield excess profitability in the Chinese stock markets. We find instead strong mean reversion. A pure contrarian investment strategy produces positive excess returns and in general ...
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ژورنال
عنوان ژورنال: International Journal of Finance & Banking Studies (2147-4486)
سال: 2019
ISSN: 2147-4486
DOI: 10.20525/ijfbs.v7i4.196