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Working Papers, Department of Economics, Rutgers University >
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http://hdl.handle.net/10419/31262
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| Title: | | Highs and lows: a behavioral and technical analysis  |
| Authors: | | Mizrach, Bruce Zhang Weerts, Susan |
| Issue Date: | | 2007 |
| Series/Report no.: | | Working papers // Department of Economics, Rutgers, the State University of New Jersey 2006,10 |
| Abstract: | | We find that turnover rises on n-day highs and lows and is an increasing function of n. We offer several explanations from the technical and behavioral finance literature for why traders might use these signals. Turnover is persistent following these events, and new lows provide abnormal returns for up to 6 trading days. |
| Subjects: | | Abnormal returns behavioral finance n-day high/low technical analysis turnover |
| JEL: | | G14 G20 |
| Document Type: | | Working Paper |
| Appears in Collections: | | Working Papers, Department of Economics, Rutgers University
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