Oil prices and stock market anomalies [NZFC 2019]

Muhammad Cheema    Muhammad A. Cheema, Frank Scrimgeour
15 Jan 2019
Categories: Investment Management, Equity Investments, Behavioral Finance

Country or region: Asia Pacific (Overall)

Summary:
This paper examines the relationship between oil prices and stock market anomalies in China. The results show stronger return predictability for individual anomalies following an increase in oil prices than for a decrease in oil prices. This paper has been submitted for presentation at the 23rd Annual (2019) New Zealand Finance Colloquium. ......


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