Overreaction and momentum in the Vietnamese stock market
Year of publication: |
2023
|
---|---|
Authors: | Le Quy Duong ; Bertrand, Philippe |
Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 49.2023, 1, p. 13-28
|
Subject: | Momentum | Overconfident investors | Overreaction | Stock returns | Trading strategy | Anlageverhalten | Behavioural finance | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Vietnam | Viet Nam | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Handelsvolumen der Börse | Trading volume |
-
Co-existence of short-term reversals and momentum in the Australian equity market
Chai, Daniel, (2016)
-
How does Google search affect the stock market? : evidence from Indian companies
Aziz, Tariq, (2021)
-
How investor attention affects stock returns? : some international evidence
Akarsu, Sergen, (2022)
- More ...
-
The size effect and default risk : evidence from the Vietnamese stock market
Le Quy Duong, (2022)
-
The size effect and default risk : Evidence from the Vietnamese stock market
Quy Duong, Le, (2021)
-
Omega performance measure and portfolio insurance
Bertrand, Philippe, (2011)
- More ...