Momentum investing and a tale of intraday and overnight returns : evidence from Taiwan
Hsiao-Wei Ho, Yu-Jen Hsiao, Wen-Chi Lo, Nien-Tzu Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Ho, Hsiao-Wei ; Hsiao, YuJen ; Lo, Wen-Chi ; Yang, Nien-Tzu |
| Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 82.2023, p. 1-20
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| Subject: | Intraday return | Investor underreaction | Momentum | Overnight return | Taiwan stock market | Taiwan | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.pacfin.2023.102151 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014463583