Full Text Available
Note: Clicking the button above will open the full text document at the original institutional repository in a new window.
Investor trading behavior: empirical evidence from the Egyptian stock exchange
Using unique, intraday transactions data from Egypt, this study examines the extent to which past returns, over several intervals going back to up to six months of past returns, and the level of sophistication of the different investor types, determine the propensity of different investor groups to...
Saved in:
| Main Author: | |
|---|---|
| Format: | Thesis |
| Published: |
AUC Knowledge Fountain
2015
|
| Subjects: | |
| Tags: |
No Tags, Be the first to tag this record!
|
Similar Items: Investor trading behavior: empirical evidence from the Egyptian stock exchange
- Investors' Fear and Herding in the Johannesburg Stock Exchange (JSE)
- Preferences of institutional investors: Evidence from the Arab region
- The impact of the introduction of dividends tax in South Africa on foreign and local investors
- Fundamental momentum on the Johannesburg Stock Exchange
- A time-series and cross-sectional momentum strategy: Dual momentum applied from a South African perspective
- The cover story effect : investors’ reactions to cover stories and the impact on share price