IDEAS home Printed from https://ideas.repec.org/a/kap/rqfnac/v37y2011i3p301-323.html
   My bibliography  Save this article

Momentum trading, mean reversal and overreaction in Chinese stock market

Author

Listed:
  • Yangru Wu

    ()

Abstract

No abstract is available for this item.

Suggested Citation

  • Yangru Wu, 2011. "Momentum trading, mean reversal and overreaction in Chinese stock market," Review of Quantitative Finance and Accounting, Springer, vol. 37(3), pages 301-323, October.
  • Handle: RePEc:kap:rqfnac:v:37:y:2011:i:3:p:301-323
    DOI: 10.1007/s11156-010-0206-z
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1007/s11156-010-0206-z
    Download Restriction: Access to full text is restricted to subscribers.

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. He, Hongbo & Chen, Shou & Yao, Shujie & Ou, Jinghua, 2014. "Financial liberalisation and international market interdependence: Evidence from China’s stock market in the post-WTO accession period," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 33(C), pages 434-444.
    2. Chen Yang, 2015. "An Empirical Study of Liquidity and Return Autocorrelations in the Chinese Stock Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 22(3), pages 261-282, September.
    3. repec:eee:ecmode:v:69:y:2018:i:c:p:26-37 is not listed on IDEAS
    4. repec:kap:compec:v:51:y:2018:i:2:d:10.1007_s10614-017-9699-z is not listed on IDEAS
    5. repec:eee:finlet:v:22:y:2017:i:c:p:190-196 is not listed on IDEAS
    6. Debarati Bhattacharya & Wei-Hsien Li & Gokhan Sonaer, 2017. "Has momentum lost its momentum?," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 191-218, January.
    7. repec:eee:jbrese:v:83:y:2018:i:c:p:138-150 is not listed on IDEAS
    8. Kaihua Deng, 2016. "Price Momentum and Reversal: An Information Cascade Rationale," Annals of Economics and Finance, Society for AEF, vol. 17(2), pages 281-302, November.
    9. repec:wsi:rpbfmp:v:20:y:2017:i:02:n:s0219091517500114 is not listed on IDEAS
    10. repec:wsi:rpbfmp:v:18:y:2015:i:03:n:s0219091515500149 is not listed on IDEAS
    11. repec:eee:finana:v:52:y:2017:i:c:p:77-87 is not listed on IDEAS
    12. William Forbes & Aloysius Igboekwu, 2015. "The explanatory power of representative agent earnings momentum models," Review of Quantitative Finance and Accounting, Springer, vol. 44(3), pages 473-492, April.
    13. repec:eee:reveco:v:50:y:2017:i:c:p:85-97 is not listed on IDEAS
    14. Yuan Wu, 2016. "The Asymmetric Momentum Effect in the Chinese Class A Share Market Amid Market Swings," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 23(1), pages 107-136, March.
    15. Jungshik Hur & Vivek Singh, 2016. "Reexamining momentum profits: Underreaction or overreaction to firm-specific information?," Review of Quantitative Finance and Accounting, Springer, vol. 46(2), pages 261-289, February.
    16. Cheema, Muhammad A. & Nartea, Gilbert V., 2014. "Momentum returns and information uncertainty: Evidence from China," Pacific-Basin Finance Journal, Elsevier, vol. 30(C), pages 173-188.
    17. repec:eee:pacfin:v:46:y:2017:i:pa:p:109-123 is not listed on IDEAS

    More about this item

    Keywords

    Chinese stocks; Mean reversal; Momentum; Overreaction; G10; G11; G12;

    JEL classification:

    • G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
    • G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
    • G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:kap:rqfnac:v:37:y:2011:i:3:p:301-323. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Sonal Shukla) or (Rebekah McClure). General contact details of provider: http://springer.com .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.