Hasan, Iftekhar; Shen, Jianfu; Ng, Chi Cheong Allen - In: China Accounting and Finance Review 28 (2025) 1, pp. 27-56
quarter. Market mispricing and expectation errors in value/glamour stocks can be identified by analysing firms' recent ….Consistent with the argument of expectation errors in value/glamour stocks (Piotroski and So, 2012), institutional investors buy value … trading on expectation errors could reduce the abnormal returns to mispriced stocks. Institutional trading patterns on …