| Investing strategies as continuous rising (falling) share prices released | |
|---|---|
| 學年 | 105 |
| 學期 | 1 |
| 出版（發表）日期 | 2016-10-17 |
| 作品名稱 | Investing strategies as continuous rising (falling) share prices released |
| 作品名稱（其他語言） | |
| 著者 | Manhwa Wu; Paoyu Huang; Yensen Ni |
| 單位 | |
| 出版者 | |
| 著錄名稱、卷期、頁數 | Journal of Economics and Finance, 41 (4), 763-773. |
| 摘要 | We argue that continuous rising (falling) share prices might cause herding behaviors due to investors’ sentiments aroused. To my best of our understanding, we argue that this study pioneers to explore the trading performance after continuous rising (falling) prices, which might contribute to the existing literature in finance. By employing the constituent stocks of DJ 30, FTSE 100, and SSE 50 as our samples, we reveal that contrarian strategies are proper for continuous falling prices instead of continuous rising prices. We argue that the results reveled might benefit for investors to trade these constituents’ stocks. |
| 關鍵字 | Continuous rising (falling) prices;Momentum strategies;Herding behaviors;Contrarian strategies;Investors’ sentiments |
| 語言 | en_US |
| ISSN | 1055-0925;1938-9744 |
| 期刊性質 | 國外 |
| 收錄於 | ESCI |
| 產學合作 | |
| 通訊作者 | Paoyu Huang |
| 審稿制度 | 是 |
| 國別 | USA |
| 公開徵稿 | |
| 出版型式 | ,電子版 |
| 相關連結 |
機構典藏連結 ( http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/108442 ) |
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