Analysis of behavioral finance on trading strategy: Empirical study on stock market index return using Lunar Phase

QR Code

Analysis of behavioral finance on trading strategy: Empirical study on stock market index return using Lunar Phase

This paper conducts a study of behavioral finance by relating human’s mood and lunar phases. Starting with the discussion of Efficient Market Hypothesis, its critics and flawed arguments, into the psychology that affected investor behavior as known as behavioral finance. More specifically, recent st...

Full description

Bibliographic Details
Main Author:	Tjandra, Eric
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Subjects:	Lunar cycles Behavioral finance Market efficiency Global stock market Investor mood
Online Access:	https://eprints.nottingham.ac.uk/45503/

Similar Items

Investors’ trading intensity and Covid-19: evidence from the Malaysian stock market
by: Siew, Ken Wei
Published: (2022)

The Early-warning System of Stock Market Crises with Investor Sentiment: Evidence from the United Kingdom
by: Nguyen, Thi Minh Tam
Published: (2020)

The Early-warning System of Stock Market Crises with Investor Sentiment: Evidence from the United Kingdom
by: Nguyen, Thi Minh Tam
Published: (2020)

Commodity futures and momentum trading: implications for behavioural finance
by: Calder, Dan, et al.
Published: (2009)

A dynamic investigation into the predictability of Australian industry stock returns
by: Yao, Juan
Published: (2004)

Testing Weak Form of Market Efficiency by Application of Simple Technical Trading rules on the Indian Stock Market
by: Agarwal, Ankit
Published: (2006)

A study on the emerging markets to compare the performances between conventional and Islamic stock markets due to the emergence of Covid-19 pandemic: an empirical analysis based on volatility, efficiency and integration
by: Hossain, Fyrooz Maisha
Published: (2021)

Is the P/E ratio good predictor of Stock Return in Saudi Stock Market both in long and short term?
by: Al-Rashoud, Abdullah
Published: (2005)

The impact of launching Stock Index Futures on the volatility of the Chinese stock market
by: Liu, Mengxi
Published: (2008)

How do the models to measure bubbles in the stock market
by: Ding, Yun
Published: (2007)

On the elusive isotopic composition of lunar Pb
by: Nemchin, Alexander, et al.
Published: (2011)

Testing the Weak Form Efficiency of Shanghai Stock Exchange with Artificial Neural Networks
by: Wong, Tai-chi Alick
Published: (2007)

Examination of Efficient Market Hypothesis in Indian Stock Markets and behavioural patterns of Institutional and Individual Investors in India
by: Jain, Shruti
Published: (2006)

Herding where retail investors dominate trading: The case of Saudi Arabia
by: Rahman, A., et al.
Published: (2015)

The short run impacts of quantitative easing in the U.S. on ASEAN stock market indexes
by: Tee, Joash Way Ern
Published: (2022)

The impact of new information regime on the Jakarta stock exchange.
by: Nelmida, ., et al.
Published: (2009)

Comparison of structures in zircons from lunar and terrestrial impactites
by: Pidgeon, Robert, et al.
Published: (2011)

News Sentiment and the Investor Fear Gauge
by: Smales, Lee
Published: (2013)

Speed of stock price adjustment to information arrival in the Middle East and North Africa stock market
by: Erfanian, Azadeh
Published: (2015)

Distribution of rare earth elements in lunar zircon
by: Nemchin, Alexander, et al.
Published: (2010)

The Adaptive Market Hypothesis：An empirical study on the UK stock market
by: WANG, KAIXIN
Published: (2019)

Identification of stock market manipulation: a case study
by: Simpson, John, et al.
Published: (2008)

Stock Market Efficiency and Momentum Effect:Evidence from Chinese Stock Market
by: Zheng, Huiyi
Published: (2020)

Transmission of Stock Movements between the Korean and Major International Stock Markets
by: LEE, JI TAEK
Published: (2008)

Efficiency of Malaysia stock index futures market
by: Ng, Chen Wai
Published: (2005)

Effects of insider trading on market efficiency and volatility in Bursa Malaysia
by: Lye, Wing Fah
Published: (2011)

Better the devil you know: The Influence of Political Incumbency on Australian Financial Market Uncertainty
by: Smales, Lee
Published: (2015)

A new method to calibrate ionospheric pulse dispersion for UHE cosmic ray and neutrino detection using the Lunar Cherenkov technique
by: McFadden, R., et al.
Published: (2012)

Return and volatility spillover eﬀects: Evaluating the impact of Shanghai and Shenzhen-Hongkong Stock Connect Programs on A-H-US stock markets ---An empirical analysis based on VAR-GARCH model
by: JI, BAIHAO
Published: (2019)

Employee’s perception on merger between Proton Holdings Berhad and Geely on talent management practices / Nor Afiqah Mohd Sofian, Nurul Huda Roslan and Wan Mohd Khairul Naim Mohd @ Wan Mohamad
by: Mohd Sofian, Nor Afiqah, et al.
Published: (2018)

Resolution of impact-related microstructures in lunar zircon: A shock-deformation mechanism map
by: Timms, Nicholas Eric, et al.
Published: (2012)

The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries
by: Le, Ha Duong
Published: (2025)

Volatility Forecasting during Stock Disaster in China A-share Stock Market
by: BAO, JINGYI
Published: (2018)

Swings in sentiment and stock returns: Evidence from a frontier market
by: Rahman, M., et al.
Published: (2013)

Macroeconomic Variables on Indonesia Stock Market Return: Quantile Regression Approach
by: Lavi, Evan Wiranata
Published: (2017)

Shall We Dance? --A Brief History of China Stock Market & QFIIs Scheme
by: Hua, Fan
Published: (2005)

The contribution of the sensitive high-resolution ion microprobe (SHRIMP) to lunar geochronology
by: Pidgeon, Robert, et al.
Published: (2010)

Causal linkages among Shanhai, Shenzhen, and Hong Kong Stock Markets
by: Zhu, H., et al.
Published: (2004)

The Effect of Credit Rating Changes on Common Stock Return-Evidence from the UK Market
by: Wang, Xueying
Published: (2019)

An Event Study: Islamic vs Conventional banks stock performance and market efficiency after the World Health Organisation declared COVID-19 a pandemic.
by: Abdel-Aziz, Khaled
Published: (2021)