Stock return anomalies from ending-digit effects around the world
Year of publication: |
December 2017
|
---|---|
Authors: | Chen, Tao |
Published in: |
Global economic review. - Abingdon, Oxfordshire : Routledge, ISSN 1226-508X, ZDB-ID 1398828-1. - Vol. 46.2017, 4, p. 464-494
|
Subject: | Ending digits | return anomalies | momentum trading | behavioral finance | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Welt | World | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Börsenkurs | Share price |
-
Momentum effect in Indian stock market : a sectoral study
Garg, Ashish Kumar, (2015)
-
ESG, time horizons, risks and stock returns
Minh Thi Hong Dinh, (2023)
-
International sentiment spillovers in equity returns
Bathia, Deven, (2016)
- More ...
-
Chen, Tao, (2011)
-
The effectiveness of consumption tax on the reduction of car pollution in China
Arcila, Andres, (2018)
-
Does credit rating conservatism matter for corporate tax avoidance?
Chen, Tao, (2021)
- More ...