Stock return predictability : evidence from moving averages of trading volume
Year of publication: |
2021
|
---|---|
Authors: | Ma, Yao ; Yang, Baochen ; Su, Yunpeng |
Published in: |
Pacific-Basin finance journal. - Amsterdam [u.a.] : Elsevier, ISSN 0927-538X, ZDB-ID 1343420-2. - Vol. 65.2021, p. 1-23
|
Subject: | Mispricing | Moving averages | Return predictability | Technical analysis | Trading volume | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Finanzanalyse | Financial analysis | Handelsvolumen der Börse | Schätzung | Estimation | Aktienmarkt | Stock market | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading |
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