Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators

淡江大學機構典藏 > 商管學院 > 管理科學學系暨研究所 > 期刊論文 > Item 987654321/113716

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題名:	Momentum in the Chinese Stock Market: Evidence from Stochastic Oscillator Indicators
作者:	Yensen Ni;Yi-Ching Liao;Paoyu Huang
關鍵詞:	contrarian strategy;momentum strategy;overreaction hypothesis;stochastic oscillator indicators
日期:	2015-03-31
上傳時間:	2018-06-21 12:10:43 (UTC+8)
摘要:	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.
關聯:	Emerging Markets Finance and Trade 51(1), p.99-110
DOI:	10.1080/1540496X.2014.998916
顯示於類別:	[管理科學學系暨研究所] 期刊論文

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