Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
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DOI: 10.1016/j.najef.2013.07.001
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- Jetter, Michael & Walker, Jay K., 2016. "Anchoring in Financial Decision-Making: Evidence from the Field," IZA Discussion Papers 10151, Institute of Labor Economics (IZA).
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- Hou, Yang & Meng, Jiayin, 2018. "The momentum effect in the Chinese market and its relationship with the simultaneous and the lagged investor sentiment," MPRA Paper 94838, University Library of Munich, Germany.
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More about this item
Keywords
Anchoring effect; Foreign institutional investors; Foreign ownership; Momentum behavior; Momentum profitability;All these keywords.
JEL classification:
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
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