全部文献期刊学位论文会议报纸专利标准年鉴图书|学者科研项目
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作者:Seongwoo Yang , Sung-Il Cho
来源:[J].AJIC: American Journal of Infection Control(IF 2.731), 2017, Vol.45 (6), pp.e53-e60Elsevier
摘要:... Additionally, risk perception was positively associated with overreaction by the public (odds ratio, 2.80; 95% confidence interval, 2.17-3.60; P < .001). These findings suggest that media content affected the public's perception of MERS risk and that perception of a high leve...
作者:Ahmet Duran , Gunduz Caginalp
来源:[J].Quantitative Finance(IF 0.824), 2007, Vol.7 (3), pp.321-342Taylor & Francis
摘要:... We examine the days before and after a significant rise or fall in price deviation and MP return and find evidence of overreaction in the days after the change. Prior to a spike in deviation we find a gradual two- or three-day decline (and analogously in the other direction)....
作者:Kin Lam , Taisheng Liu , Wing-Keung Wong
来源:[J].European Journal of Operational Research(IF 2.038), 2009, Vol.203 (1), pp.166-175Elsevier
摘要:... New results other than the short-run underreaction and long-run overreaction can be derived and new hypotheses can be formed.
作者:Maryam Khalili Araghi , Bahman Esmaeili
来源:[J].Management Science Letters, 2014, Vol.4 (2), pp.287-294DOAJ
摘要:... One of the main hypothesis of behavioral finance is overreaction that is the main factor of overreaction in investor behavior is representativeness heuristic. This paper investigates overreaction behavior on shares of IPOs in Tehran stock exchange by considering 2 strategies ...
作者:Carlos Marcelo Lauretti , Eduardo Kazuo Kayo , Emerson Fernandes Marçal
来源:[J].Revista Brasileira de Finanças, 2009, Vol.7 (2), pp.215DOAJ
摘要:Academic studies have shown that returns show reversion effects, which has often been explained as market overreaction to firms past performance. Other studies have shown that future returns are positively related to book-to-market index (B/M), which has been suggested as a...
作者:Mohammad Khodaei Valahzaghard , Amin Shakourloo
来源:[J].Management Science Letters, 2014, Vol.4 (5), pp.951-960DOAJ
摘要:In this paper, we address the stockholder overreaction and mean reversion in specified major industry groups in Tehran Stock Exchange (TSE). This paper investigates this issue with panel data analysis and with particular attention to the Box-Jenkins Approach for stationary diagno...
作者:Mohammad Khodaei Valahzaghard , Amin Shakourloo
来源:[J].Management Science Letters, 2014, Vol.4 (5), pp.941-950DOAJ
摘要:This paper characterizes the stockholders overreaction thorough return and price mean reverting behavior in specified ten major industry groups in Tehran Stock Exchange (TSE). For investigation of mean reversion presence, we use corporate firms from ten specified industry groups ...
作者:Thanaset Chevapatrakul , Danilo V. Mascia
来源:[J].Finance Research Letters, 2019, Vol.30, pp.371-377Elsevier
摘要:... The evidence points to overreaction in the Bitcoin market: investors overreact during days of sharp declines in the Bitcoin price and during weeks of market rallies.
作者:Jarrod Crossland , Bin Li , Eduardo Roca
来源:[J].Applied Energy(IF 4.781), 2013, Vol.109, pp.10-23Elsevier
摘要:..., positive/negative changes continuing) and overreaction (i.e., positive/negative changes reversing). We test whether momentum and overreaction exist in the carbon price, and if they do, whether they result in profitable trading strategies. We document a robust short-term ...

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