An application of the information-adjusted noise model to the Shenzhen stock market
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
|
Subject: | Overreaction | BAPM | IANM | IPE | Noise traders | Underreaction | Noise Trading | Noise trading | Aktienmarkt | Stock market | Börsenkurs | Share price | Theorie | Theory | Kapitaleinkommen | Capital income | Effizienzmarkthypothese | Efficient market hypothesis |
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