Investor heterogeneity and momentum-based trading strategies in China
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DOI: 10.1016/j.irfa.2020.101654
Abstract: Abstract The conventional momentum strategy performs poorly overall in China, because stock prices behave very differently when markets are open for trading versus when they are closed. Stocks that are past intraday (overnight) winners persistently… read more here.
Keywords: based trading; momentum based; intraday overnight; momentum ... See more keywords
Board independence and private information-based trading: evidence from Malaysia
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DOI: 10.1108/ijmf-09-2020-0469
Abstract: PurposeThis study investigates the effect of board independence on private information-based trading (PIBT) events. This study also examines the interaction effects of firm's disclosure quality and the statutory and demographic roles of independent directors and… read more here.
Keywords: based trading; board; board independence; information based ... See more keywords