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Nonlinear interrelations between ADRs and their underlying stocks revisited : application of threshold VECM

Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 16/18, pp. 1867-1873

Persistent link: https://www.econbiz.de/10003932657

Value or volume strategy?

Li, Ming-yuan Leon - In: Finance research letters 6 (2009) 4, pp. 210-218

Persistent link: https://www.econbiz.de/10003934164

Multiple asymmetries in index stock returns from boom bust and stable volatile markets states : an empirical study of US and UK stock markets

Li, Ming-yuan Leon - In: Applied economics letters 16 (2009) 1/3, pp. 183-191

Persistent link: https://www.econbiz.de/10003822700

Analysts' forecast dispersion and stock returns : a quantile regression approach

Li, Ming-yuan Leon; Wu, Jyong-Sian - In: The journal of behavioral finance : a publication of … 15 (2014) 3, pp. 175-183

Persistent link: https://www.econbiz.de/10011303211

Price limits and the value premium in the Taiwan stock market

Lin, Chaonan; Ko, Kuan-Cheng; Lin, Lin; Yang, Nien-Tzu - In: Pacific-Basin finance journal 41 (2017), pp. 26-45

Persistent link: https://www.econbiz.de/10011800487

Impact of investor trust on public firms' stock price efficiency and cost of capital : insights from a firm-level measure for investor trust

Lin, Lin; Ngou Teng Pun; Sun, Ping-Wen - In: Economic modelling 138 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014549242

An empirical study of forecasting power of turnover and book-to-price for stock returns in Taiwan

Sheu, Her-jiun; Ku, Kuang-ping - In: Advances in Pacific Basin financial markets 5 (1999), pp. 325-336

Persistent link: https://www.econbiz.de/10001493562

Assessing risk contagion among the Brent crude oil market, London gold market and stock markets : Evidence based on a new wavelet decomposition approach

Lin, Ling; Kuang, Yuanpei; Jiang, Yong; Su, Xianfang - In: The North American journal of economics and finance : a … 50 (2019), pp. 1-26

Persistent link: https://www.econbiz.de/10012203817

Anchoring effect, prospect value and stock return

Chen, Chun; He, Fangyi; Lin, Lei - In: International review of economics & finance : IREF 89 (2024) 1, pp. 1539-1556

Persistent link: https://www.econbiz.de/10014446638

Anchoring Effect, Prospect Value and Stock Return

Chen, Chun; He, Fangyi; Lin, Lei - 2023

This paper studies the negative relation between prospect value and stock return under anchoring effect. We show that high (low) prospect value stocks are overpriced (underpriced) in the Chinese stock market. However, this negative relation only exists in stocks far from the 52-week high, where...

Persistent link: https://www.econbiz.de/10014256620