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- W1966880909 abstract "This is a study of abnormal patterns of returns associated with several trend-chasing technical signals commonly found in newspapers, finance magazines and technical analysts' reports in the Hong Kong stock market. With event-study methodology, it finds significantly positive (or negative) nominal and excess returns in the period after the signals change to provide bullish (or bearish) signals. Furthermore, it shows that the price tends to be more volatile in the period before the signal changes. These results support the conjecture that trend-chasing signals constitute important information in the market and they have an impact on stock returns." @default.
- W1966880909 created "2016-06-24" @default.
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- W1966880909 date "1995-11-01" @default.
- W1966880909 modified "2023-09-25" @default.
- W1966880909 title "Market reactions to several popular trend-chasing technical signals" @default.
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- W1966880909 doi "https://doi.org/10.1080/135048595357041" @default.
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