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The timing of equity mean reversion in relation to the global economic cycle

Hsieh, Heng-hsing; Hodnett, Kathleen - In: The journal of applied business research 28 (2012) 3, pp. 291-301

Persistent link: https://www.econbiz.de/10010004521

The timing of equity mean reversion in relation to the global economic cycle

Hsieh, Heng-hsing; Hodnett, Kathleen - In: The journal of applied business research 28 (2012) 3, pp. 291-301

Persistent link: https://www.econbiz.de/10009576788

Tests of the overreaction hypothesis and the timing of mean reversals on the JSE Securities Exchange (JSE): The case of South Africa

Hsieh, Heng-hsing; Hodnett, Kathleen - In: Journal of Applied Finance & Banking 1 (2011) 1, pp. 107-130

This paper examines the overreaction hypothesis on the JSE Securities Exchange (JSE) documented by Page and Way [5] and Muller [4] over a longer and more recent period from 01 January 1993 to 31 March 2009. The mean reversals due to investor overreaction are found to be stronger for the past...

Persistent link: https://www.econbiz.de/10010277140

Nonlinearities in stock return prediction : a blended approach

Hodnett, Kathleen; Hsieh, Heng-hsing; Rensburg, Paul van - In: The journal of applied business research 29 (2013) 1, pp. 7-21

Persistent link: https://www.econbiz.de/10010096682

Nonlinearities in stock return prediction : evidence from South Africa

Hodnett, Kathleen; Hsieh, Heng-hsing; Van Rensburg, Paul - In: The journal of applied business research 28 (2012) 6, pp. 1253-1273

Persistent link: https://www.econbiz.de/10010076302

Do managers of global equity funds outperform their respective style benchmarks? : evidence from South Africa

Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 11 (2012) 3, pp. 269-282

Persistent link: https://www.econbiz.de/10010048408

Application of cascade-correlation neural networks in developing stock selection models for global equities

Hodnett, Kathleen; Hsieh, Heng-hsing - In: International business and economics research journal 11 (2012) 4, pp. 375-395

Persistent link: https://www.econbiz.de/10010048417

The influences of macroeconomic forces on the value-momentum spread of global equities

Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 11 (2012) 5, pp. 497-505

Persistent link: https://www.econbiz.de/10010048427

Application of resilient long-short strategies for Taiwanese hedge funds

Hsieh, Heng-hsing; Hodnett, Kathleen - In: International business and economics research journal 11 (2012) 6, pp. 621-630

Persistent link: https://www.econbiz.de/10010048435

Application of tactical style allocation for global equity portfolios

Hsieh, Heng-hsing; Hodnett, Kathleen; Rensburg, Paul van - In: International business and economics research journal 11 (2012) 7, pp. 745-752

Persistent link: https://www.econbiz.de/10010048447