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Contrarian strategy and overreaction in foreign exchange markets
11 references·0 citing·45 second hop
Contrarian strategy and overreaction in foreign exchange markets (2007)Contrarian strategy and overreaction in f…Intraday price reversals in the US stock index futures market: A 15-year study (2004)Intraday price reversals in t…What Drives Stock Price Behavior Following Extreme One‐Day Returns (2003)What Drives Stock Price Behav…Do Female Mutual Fund Managers Manage Differently? (2003)Do Female Mutual Fund Manager…Overreaction and underreaction in the foreign exchange market (2001)Overreaction and underreactio…Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction (2001)Asymmetric reverting behavior…Intraday price reversals for index futures in the US and Hong Kong (2000)Intraday price reversals for …WINNERS AND LOSERS ON NYSE: A RE‐EXAMINATION USING DAILY CLOSING BID‐ASK SPREADS (1998)WINNERS AND LOSERS ON NYSE: A…A 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 (1998)A model of investor sentiment…THE OVERREACTION HYPOTHESIS AND THE UK STOCKMARKET (1995)THE OVERREACTION HYPOTHESIS A…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…A model of investor sentiment /A model of investor sentiment…Empirical exchange rate models of the seventies (1983)Investor Psychology and Security Market Under‐ and Overreactions (1998)Trading Mechanisms and Stock Returns: An Empirical Investigation (1987)How Markets Process Information: News Releases and Volatility (1993)Short-term market reaction after extreme price changes of liquid stocks (2006)The prevalence of price overreactions in the cryptocurrency market (2020)Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations (2012)Price overreactions in the cryptocurrency market (2019)The reputational contagion effects of ransomware attacks (2022)Stock return variances (1986)On the Contrarian Investment Strategy (1988)The Short-Run Dynamics of the Price Adjustment to New Information (1995)Do the prices of stock index futures in Asia overreact to U.S. market returns? (2010)The relative strength index revisited (2011)The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis (2017)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Commodity price cycles and heterogeneous speculators: a STAR–GARCH model (2006)Agent-based financial markets and New Keynesian macroeconomics: a synthesis (2012)Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact (2021)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Short-run overreaction in the New Zealand stock market (1998)Momentum in the UK stock market (2002)Crude oil and BRICS stock markets under extreme shocks: New evidence (2019)ARE WOMEN MORE RISK AVERSE? (1998)Costly Search and Mutual Fund Flows (1998)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)An Experimental Test of the Impact of Overconfidence and Gender on Trading Activity (2008)Self‐Selection and the Forecasting Abilities of Female Equity Analysts (2009)Entrusted loans: A close look at China's shadow banking system (2019)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)Judgment under Uncertainty: Heuristics and Biases (1974)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Bad News Travels Slowly: Size, Analyst Coverage, and the Profitability of Momentum Strategies (2000)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Judgment under Uncertainty: Heuristics and Biases (1975)In Search of Attention (2011)
this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • n.d.A model of investor sentiment /4,073 cited
  • 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.12,865 cited
  • 2003Do Female Mutual Fund Managers Manage Differently?365 cited
  • 1995THE OVERREACTION HYPOTHESIS AND THE UK STOCKMARKET137 cited
  • 2001Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction108 cited
  • 2003What Drives Stock Price Behavior Following Extreme One‐Day Returns91 cited
  • 2000Intraday price reversals for index futures in the US and Hong Kong64 cited
  • 2004Intraday price reversals in the US stock index futures market: A 15-year study59 cited
  • 2001Overreaction and underreaction in the foreign exchange market45 cited
  • 1998WINNERS AND LOSERS ON NYSE: A RE‐EXAMINATION USING DAILY CLOSING BID‐ASK SPREADS31 cited

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