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Overreaction after controlling for size and book-to-market effects and its mimicking portfolio in Japan
Chiao, Chaoshin; Cheng, David C.; Hung, Welfeng - In: Review of quantitative finance and accounting 24 (2005) 1, pp. 65-91
Persistent link: https://www.econbiz.de/10002627129
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The informative content of the net-buy information of institutional investors in the Taiwan stock market : a revisit using conditional analysis
Chiao, Chaoshin; Cheng, David C.; Shao, Yunju - In: Review of Pacific Basin financial markets and policies 9 (2006) 4, pp. 661-697
Persistent link: https://www.econbiz.de/10003413748