Investor's Anticipation and Future Market Movement: Evidence of Self-Fulfilling Prophecy Effect from Chinese Stock Market.

Yun Wan Xiaoguang Yang

Published in: HICSS (2018)

Keyphrases

chinese stock market
stock market
stock price
stock returns
stock exchange
short term
long term
non stationary
financial markets
financial data
financial time series
cross sectional
historical data
information technology