Purpose: This paper aims to examine the impact of price movements in 52-week highs on a 52-week high momentum strategy. This study refers to the upward or downward movement in 52- week highs as an updating effect and determines how this effect influences the profitability of the original 52-week...

Purpose: This research examines how macroeconomic variables can precisely predict bull/bear stock markets in China and Taiwan. Design/methodology/approach: This paper adopts a two-state Markov switching model to characterize...

This research examines whether Google search volume index (GSVI), a proxy of investor attention, can predict the excess returns and abnormal trading volumes of TPEx 50 index constituents. It also explores the motive underlying GSVI based on positive or negative shocks to stock prices. The...