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    Please use this identifier to cite or link to this item: http://tkuir.lib.tku.edu.tw:8080/dspace/handle/987654321/113716

    Title: Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators
    Authors: Yensen Ni;Yi-Ching Liao;Paoyu Huang
    Keywords: contrarian strategy;momentum strategy;overreaction hypothesis;stochastic oscillator indicators
    Date: 2015-03
    Issue Date: 2018-06-21 12:10:43 (UTC+8)
    Abstract: We explore whether investors earn profits through the use of stochastic oscillator indicators (SOI) for trading stocks. The results reveal that investors might use momentum strategies when trading constituent stocks of SSE 50 as the overbought trading signals emitted by SOI. We infer that the results might be caused by herding behaviors of Chinese investors since overoptimistic moods are likely to exist as evidenced by the 80 percent trading volume traded by individual investors in the Chinese stock market.
    Relation: Emerging Markets Finance and Trade 51(1), p.99-110
    DOI: 10.1080/1540496X.2014.998916
    Appears in Collections:[Department of Management Sciences] Journal Article

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