| dc.contributor | Lee, Yi-Tsung ; Fok, Robert C.W. ; Liu, Yu-Jane | - |
| dc.creator (作者) | 李翎竹;劉玉珍 | zh_TW |
| dc.date (日期) | 2002-01 | en_US |
| dc.date.accessioned | 5-Nov-2008 16:50:54 (UTC+8) | - |
| dc.date.available | 5-Nov-2008 16:50:54 (UTC+8) | - |
| dc.date.issued (上傳時間) | 5-Nov-2008 16:50:54 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/6081 | - |
| dc.description.abstract (摘要) | This study investigates long run overreaction and seasonal effects for Malaysian stocks quoted on the Kuala Lumpur Stock Exchange (KLSE), for the period 1986-1996. Stocks exhibiting extreme returns relative to the market over a three year period experience a reversal of fortunes during the following three years. There is also evidence that employing a contrarian trading strategy may yield excess returns. Of particular interest is the apparent existence of a Chinese New Year effect in both the level of market returns, and the overreaction profile for KLSE stocks. These seasonalities mirror the January-effect observed in US markets. | - |
| dc.format | application/ | en_US |
| dc.language | en | en_US |
| dc.language | en-US | en_US |
| dc.language.iso | en_US | - |
| dc.relation (關聯) | Journal of Business Finance & Accounting, 28(1), 199-230 | en_US |
| dc.title (題名) | Explaining Intraday Pattern of Trading Volume from the Order Flow Data | en_US |
| dc.type (資料類型) | article | en |
| dc.identifier.doi (DOI) | 10.1111/1468-5957.00371 | - |
| dc.doi.uri (DOI) | http://dx.doi.org/10.1111/1468-5957.00371 | - |
