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Short-term market overreaction on the Frankfurt stock exchange
16 references·7 citing·37 second hop
Short-term market overreaction on the Frankfurt stock exchange (2010)Short-term market overreaction on the Fra…The price of sin: The effects of social norms on markets (2009)The price of sin: The effects…The Price of Sin: The Effects of Social Norms on Markets (2006)The Price of Sin: The Effects…Return predictability following large price changes and information releases (2001)Return predictability followi…Do markets overreact: International evidence (1999)Do markets overreact: Interna…Contrarian and Momentum Strategies in Germany (1999)Contrarian and Momentum Strat…Elements of Forecasting (1997)Elements of ForecastingStock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance (1994)Stock Returns Following Large…Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Returns to Buying Winners and…Long-Term Market Overreaction or Biases in Computed Returns? (1993)Long-Term Market Overreaction…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…The Reversal of Large Stock-Price Decreases (1991)The Reversal of Large Stock-P…Size, Seasonality, and Stock Market Overreaction (1990)Size, Seasonality, and Stock …Price Reversals, Bid-Ask Spreads, and Market Efficiency (1990)Price Reversals, Bid-Ask Spre…Risk aversion, uncertain information, and market efficiency (1988)Risk aversion, uncertain info…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The relationship between return and market value of common stocks (1981)The relationship between retu…Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization (2022)Multi-objective genetic algor…Overreaction effect: evidence from an emerging market (Shanghai stock market) (2020)Overreaction effect: evidence…Momentum effects in the cryptocurrency market after one-day abnormal returns (2020)Momentum effects in the crypt…Lender rationality and trade-off behavior: Evidence from Lending Club and Renrendai (2020)Lender rationality and trade-…Market integration and efficiency of CDS and equity markets (2016)Market integration and effici…Do rating grades convey important information: German evidence? (2016)Do rating grades convey impor…STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA (2011)STOCK MARKET OVERREACTION AND…The Behavior of Stock-Market Prices (1965)On the Impossibility of Informationally Efficient Markets (1980)Nonstationary expected returns (1989)Volume and Autocovariances in Short-Horizon Individual Security Returns (1994)When an event is not an event: the curious case of an emerging market (2000)Risk, Return, and Equilibrium: Empirical Tests (1973)Evidence of Predictable Behavior of Security Returns (1990)Of Shepherds, Sheep, and the Cross-autocorrelations in Equity Returns (1995)Problems in measuring portfolio performance An application to contrarian investment strategies (1995)Mean Reversion across National Stock Markets and Parametric Contrarian Investment Strategies (2000)Capital Market Equilibrium with Restricted Borrowing (1972)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)Common risk factors in the returns on stocks and bonds (1993)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Efficient Capital Markets: II (1991)Chapter 13 Financial decision-making in markets and firms: A behavioral perspective (1995)EVENT STUDY METHODS AND EVIDENCE ON THEIR PERFORMANCE (1995)Underpricing and long-term performance of IPOs in China (2003)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)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Illiquidity and stock returns: cross-section and time-series effects (2002)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)Does the stock market fully value intangibles? Employee satisfaction and equity prices (2011)Do Investors Care about Carbon Risk? 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this work references cited by second hop

References

  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency11,575 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1981The relationship between return and market value of common stocks5,928 cited
  • 2009The price of sin: The effects of social norms on markets2,600 cited
  • 1988Risk aversion, uncertain information, and market efficiency519 cited
  • 1993Long-Term Market Overreaction or Biases in Computed Returns?488 cited
  • 1997Elements of Forecasting413 cited
  • 1990Size, Seasonality, and Stock Market Overreaction376 cited
  • 1994Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance306 cited
  • 1991The Reversal of Large Stock-Price Decreases283 cited
  • 1990Price Reversals, Bid-Ask Spreads, and Market Efficiency274 cited
  • 1999Contrarian and Momentum Strategies in Germany191 cited
  • 2006The Price of Sin: The Effects of Social Norms on Markets190 cited
  • 2001Return predictability following large price changes and information releases152 cited

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1999
Do markets overreact: International evidence
135 cited

Cited by

  • 2020Momentum effects in the cryptocurrency market after one-day abnormal returns33 cited
  • 2022Multi-objective genetic algorithm based on the fuzzy MULTIMOORA method for solving the cardinality constrained portfolio optimization30 cited
  • 2011STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA29 cited
  • 2016Market integration and efficiency of CDS and equity markets26 cited
  • 2020Overreaction effect: evidence from an emerging market (Shanghai stock market)25 cited
  • 2016Do rating grades convey important information: German evidence?17 cited
  • 2020Lender rationality and trade-off behavior: Evidence from Lending Club and Renrendai10 cited