Trading Volume and Short Horizon Price Pattern: A Cross-Country Test on Three Behavioral Models
We provide a cross-country test on three theoretical models that might explain the relation between trading volume and short-horizon price pattern that gives rise to contrarian/momentum profits. Based on weekly returns of seven Pacific-Basin countries, including Japan, Taiwan, Korea, Hong Kong, Mala...
Saved in:
Main Authors: | , , |
---|---|
Format: | text |
Language: | English |
Published: |
Institutional Knowledge at Singapore Management University
2005
|
Subjects: | |
Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/725 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Singapore Management University |
Language: | English |
Be the first to leave a comment!