The dynamics of individual and institutional trading on the Shanghai Stock Excha

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【作者(必填)】
BS Lee, W Li, SS Wang
【文题(必填)】The dynamics of individual and institutional trading on the Shanghai Stock Exchange
【年份(必填)】
2010
【全文链接或数据库名称(选填)】
The dynamics of individual and institutional trading on the Shanghai Stock ExchangeBS Lee, W Li, SS Wang - Pacific-Basin Finance Journal, 2010 - Elsevier
We investigate the daily dynamic relation between returns and institutional and individual
trades in the emerging Chinese stock market. Consistent with the hypotheses of trend-
chasing and attention-grabbing trading, we find that the response of individual trading to ...
被引用次数：19 相关文章引用保存