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ArticleOverreaction of index futures in Hong Kong

Alexander Kwok-Wah Fung2004

Article2004

Overreaction of index futures in Hong Kong

Alexander Kwok-Wah Fung · Kin Lam

27 citations·0/0 files stored·Journal of Empirical Finance

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1974Judgment under Uncertainty: Heuristics and Biases 1975Judgment under Uncertainty: Heuristics and Biases 1992The Cross-Section of Expected Stock Returns 1985Does the Stock Market Overreact?n.d.A model of investor sentiment /1980Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1998A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1

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Year2004

Typearticle

Published2004-03-23

VenueJournal of Empirical Finance

ISSN-L0927-5398

Languageen

Citations27

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jempfin.2003.06.001

openalex_workW1979310853

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