Stock Price Breakouts: An Empirical Analysis of Trading Volume, Price Patterns, and Predictability
Échec de l'ajout au panier.
Veuillez réessayer plus tard
Échec de l'ajout à la liste d'envies.
Veuillez réessayer plus tard
Échec de la suppression de la liste d’envies.
Veuillez réessayer plus tard
Échec du suivi du balado
Ne plus suivre le balado a échoué
Stock Price Breakouts: An Empirical Analysis of Trading Volume, Price Patterns, and Predictability
-
Narrateur(s):
-
Auteur(s):
À propos de cet audio
This podcast analyzes two research papers examining stock price behavior around 52-week highs and lows. The first paper focuses on trading volume patterns and subsequent returns, linking these to behavioral finance theories like the attention hypothesis and bounded rationality. The second paper introduces a fractionally cointegrated vector error correction model (FVECM) to predict stock prices based on the long-term relationship between high and low prices, emphasizing mean reversion. Both papers offer insights into short-term momentum and long-term mean reversion, suggesting implications for different trading strategies. The author summarizes the findings and their practical applications for investors.
Pas encore de commentaire