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Overreaction in the Hong Kong stock market
Alexander Kwok Wah Fung
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Corresponding author for this work
Research output
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Journal article
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peer-review
24
Citations (Scopus)
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Keyphrases
Arbitrage Portfolios
25%
Brazil
25%
Buying
25%
Equity Markets
25%
Formation Period
25%
Hang Seng Index
50%
Hong Kong
25%
Hong Kong Stock Market
100%
Index Futures
25%
International Investments
25%
International Stock Markets
25%
Large Markets
25%
Loser Portfolio
50%
Market Capitalization
25%
Market Liquidity
25%
Minimum Cost
25%
Overreaction
100%
Spain
25%
Stock Futures
25%
Tick Rule
25%
United States
25%
Winner Portfolio
50%
Economics, Econometrics and Finance
Arbitrage
100%
Index Futures
100%
International Investment
100%