27.01.2015 Views

Feedback trading behavior in Dhaka Stock Exchange (DSE ...

Feedback trading behavior in Dhaka Stock Exchange (DSE ...

Feedback trading behavior in Dhaka Stock Exchange (DSE ...

SHOW MORE
SHOW LESS

Create successful ePaper yourself

Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.

Hamid , Allaudeen and Yuanto Kusnadi. (2006). <strong>Stock</strong> Return Cross-<br />

Autocorrelations and Market Conditions <strong>in</strong> Japan, Journal of<br />

Bus<strong>in</strong>ess, 79, (6), 3029-3056.<br />

Hong, H, T. Lim, and J. C. Ste<strong>in</strong> . (2000). Bad news travels slowly: Size, analyst<br />

coverage, and the profitability of momentum strategies. Journal of<br />

F<strong>in</strong>ance 55:265–95.<br />

Kall<strong>in</strong>terakis, Vasileios and Mario Pedro Leite Ferreira . (2006). Herd<strong>in</strong>g and<br />

Positive <strong>Feedback</strong> Trad<strong>in</strong>g <strong>in</strong> the Portuguese <strong>Stock</strong> <strong>Exchange</strong>: An<br />

Exploratory Investigation, Available at<br />

http://dspace.feg.porto.ucp.pt:8080/dspace/handle<br />

Koutmos, G. (1997). <strong>Feedback</strong> Trad<strong>in</strong>g and the Autocorrelation Pattern of <strong>Stock</strong><br />

Returns: Further Empirical Evidence, Journal of International Money and<br />

F<strong>in</strong>ance, 16.<br />

Koutmos, Gregory, Andreas Pericli and Lenos Trigeorgis . (2006). Short-term<br />

Dynamics <strong>in</strong> the Cyprus <strong>Stock</strong> <strong>Exchange</strong>, European Journal of<br />

F<strong>in</strong>ance, 12(3), 205- 216.<br />

Kyrtsou,C..(2005).Evidence for neglected l<strong>in</strong>earity <strong>in</strong> noisy chaotic<br />

models, International Journal of Bifurcation and Chaos, 15(10),<br />

3391-3394.<br />

Kyrtsou, C., and Karanasos, M., (2006). Analyz<strong>in</strong>g the l<strong>in</strong>k between stock<br />

volatility and volume by a Mackey-Glass GARCH-type model: the case of<br />

Korea, International Journal of F<strong>in</strong>ancial Markets and<br />

Institutions, accepted for publication subject to revisions,<br />

Kyrtsou, C. and M. Terraza. (2003). Is it possible to study chaotic and ARCH<br />

behaviour jo<strong>in</strong>tly Application of a noisy Mackey-Glass equation with<br />

heteroskedastic errors to the Paris <strong>Stock</strong> <strong>Exchange</strong> returns<br />

series, Computational Economics, 21, 257- 276<br />

Kyrtsou, C. and W. Labys . (2007). Detect<strong>in</strong>g positive feedback <strong>in</strong> multivariate<br />

time series: the case of metal prices and US <strong>in</strong>flation, Physica A, 377(1),<br />

pp. 227-229<br />

Lo, A. W. and MacK<strong>in</strong>lay, A. C. (1990). An Econometric Analysis of<br />

Nonsynchronous Trad<strong>in</strong>g, Journal of Econometrics. 45, 181-211.<br />

McQueen, G., M. P<strong>in</strong>egar, and S. Thornley (1996). Delayed reaction to good<br />

news and the cross-autocorrelation of portfolio returns, Journal of<br />

F<strong>in</strong>ance, 51:889–918.<br />

Mech, T. S. (1993). Portfolio return autocorrelation. Journal of F<strong>in</strong>ancial<br />

Economics, 34:307–44.

Hooray! Your file is uploaded and ready to be published.

Saved successfully!

Ooh no, something went wrong!