Stock Market Overreaction and Trading Volume: Evidence from Malaysia

Article OPEN
Ruhani Ali; Zamri Ahmad; Shangkari V. Anusakumar;
  • Journal: Asian Academy of Management Journal of Accounting and Finance, volume 7, issue 2, pages 103-119
  • Subject: overreaction, trading volume, return reversal, contrarian, return predictability

We investigate the stock market overreaction in Bursa Malaysia from January 2000 to October 2010 using weekly data. We find that winner portfolios tend to have negative returns whereas loser portfolios have positive returns for various holding periods from 1 to 52 weeks... View more
Share - Bookmark