Highs and Lows : A Behavioral and Technical Analysis

We find that turnover rises on n-day highs and lows and is an increasing function of n. We offer several explanations from the technical and behavioral finance literature for why traders might use these signals. Turnover is persistent following these events, and new lows provide abnormal returns for up to 6 trading days

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Year of publication:	[2008]
Authors:	Mizrach, Bruce Marshall
Other Persons:	Weerts, Susan Zhang (contributor)
Publisher:	[2008]: [S.l.] : SSRN

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Extent:	1 Online-Ressource (20 p)
Type of publication:	Book / Working Paper
Notes:	Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments November 27, 2007 erstellt
Other identifiers:	10.2139/ssrn.1118080 [DOI]
Classification:	G14 - Information and Market Efficiency; Event Studies ; G20 - Financial Institutions and Services. General
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012724643