Publication in refereed journal
香港中文大学研究人员 ( 现职)
| 庄太量教授 (经济学系) |
全文
| 数位物件识别号 (DOI) ○○@http://aims.cuhk.edu.hk/converis/portal/Publication/2$@○○ |
引用次数
Web of Sciencehttp://aims.cuhk.edu.hk/converis/portal/Publication/2WOS source URL
其它资讯
摘要In this article, we examine whether a day's surge or plummet in stock price serve as a market entry or exit signal. Returns of five trading rules based on 1-day and intraday momentum are estimated for major world stock indices. It is found that the trading rules perform well in the Asian indices but not in those of Europe and the United States.
着者Lam VWS, Chong TTL, Wong WK
期刊名称APPLIED ECONOMICS LETTERS
出版年份http://aims.cuhk.edu.hk/converis/portal/Publication/2007
月份1
日期1
卷号14
期次15
出版社ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
页次1103 - 1108
国际标準期刊号1350-4851
电子国际标準期刊号1466-4http://aims.cuhk.edu.hk/converis/portal/Publication/291
语言英式英语
Web of Science 学科类别Business & Economics; Economics; ECONOMICS
