An application of the information-adjusted noise model to the Shenzhen stock market
Xiaoming Xu (Beijing Technology and Business University, Beijing, China), Vikash Ramiah (School of Commerce, University of South Australia, Adelaide, Australia) and Imad Moosa and Sinclair Davidson (School of Economics, Finance and Marketing, RMIT University, Melbourne, Australia)
| Year of publication: |
2016
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|---|---|
| Authors: | Xu, Xiaoming ; Ramiah, Vikash ; Moosa, Imad A. ; Davidson, Sinclair |
| Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 12.2016, 1, p. 71-91
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| Subject: | Overreaction | BAPM | IANM | IPE | Noise traders | Underreaction | Noise Trading | Noise trading | Börsenkurs | Share price | Theorie | Theory | Aktienmarkt | Stock market | Effizienzmarkthypothese | Efficient market hypothesis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJMF-01-2015-0010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011543108