Stock return reversal and continuance anomaly: new evidence from Hong Kong
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
http://www.tandfonline.com/doi/pdf/10.1080/00036846.2013.872767
Reference42 articles.
1. Illiquidity and stock returns: cross-section and time-series effects
2. Liquidity and Autocorrelations in Individual Stock Returns
3. The reversal of large stock price declines: The case of large firms
4. A TEST FOR THE WINNER-LOSER ANOMALY IN THE AUSTRALIAN EQUITY MARKET: 1958?87
5. SHORT-TERM ABNORMAL RETURNS OF THE CONTRARIAN STRATEGY IN THE JAPANESE STOCK MARKET
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