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Overreaction in the Brazilian stock market
9 references·16 citing·42 second hop
Overreaction in the Brazilian stock market (1994)Overreaction in the Brazilian stock marketPredictable Risk and Returns in Emerging Markets (2005)Predictable Risk and Returns …Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …Measuring abnormal performance (1992)Measuring abnormal performanceSize, Seasonality, and Stock Market Overreaction (1990)Size, Seasonality, and Stock …Nonstationary expected returns (1989)Nonstationary expected returnsOn the Contrarian Investment Strategy (1988)On the Contrarian Investment …Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Evidence on Stock Market Overreaction (1986)Evidence on Stock Market Over…Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The prevalence of price overreactions in the cryptocurrency market (2020)The prevalence of price overr…Overreaction and the Cross-Section of Returns: International Evidence (2017)Overreaction and the Cross-Se…Short-term market overreaction on the Frankfurt stock exchange (2010)Short-term market overreactio…Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange (2007)Short-term overreaction, unde…Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market (2006)Stock returns following large…Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange (2005)Contrarian Profits and the Ov…What’s Causing Overreaction? An Experimental Investigation of Recency and the Hot‐hand Effect (2004)What’s Causing Overreaction? …Overreaction of Exchange-Traded Funds During the Bubble of 1998-2002 (2004)Overreaction of Exchange-Trad…Contrarian and Momentum Strategies in the Spanish Stock Market (2003)Contrarian and Momentum Strat…Finanças comportamentais: a aplicações no contexto brasileiro (2001)Finanças comportamentais: a a…A relevância da informação contábil para o mercado de capital: o modelo de Ohlson aplicado à Bovespa (2001)A relevância da informação co…Overreaction in the Australian equity market: 1974–1997 (2000)Overreaction in the Australia…Intraday price reversals for index futures in the US and Hong Kong (2000)Intraday price reversals for …Overreaction in the Hong Kong stock market (1999)Overreaction in the Hong Kong…Short-run overreaction in the New Zealand stock market (1998)Short-run overreaction in the…The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings (1997)The Cross Section of Common S…Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Good News for Value Stocks: Further Evidence on Market Efficiency (1997)An Anatomy of Trading Strategies (1998)Econometrics of Event Studies**We thank Espen Eckbo, Jon Lewellen, Adam Kolasinski, and Jay Ritter for insightful comments, and Irfan Safdar and Alan Wancier for research assistance. 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this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 1992Measuring abnormal performance840 cited
  • 1988On the Contrarian Investment Strategy540 cited
  • 1989Nonstationary expected returns475 cited
  • 1990Size, Seasonality, and Stock Market Overreaction376 cited
  • 2005Predictable Risk and Returns in Emerging Markets214 cited
  • 1986Evidence on Stock Market Overreaction137 cited

Cited by

  • 2003Contrarian and Momentum Strategies in the Spanish Stock Market119 cited
  • 1998Short-run overreaction in the New Zealand stock market89 cited
  • 2005Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange69 cited
  • 1997The Cross Section of Common Stock Returns: A Review of the Evidence and Some New Findings68 cited
  • 2000Intraday price reversals for index futures in the US and Hong Kong64 cited
  • 2004What’s Causing Overreaction? An Experimental Investigation of Recency and the Hot‐hand Effect62 cited

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  • 2004Overreaction of Exchange-Traded Funds During the Bubble of 1998-200258 cited
  • 2000Overreaction in the Australian equity market: 1974–199752 cited
  • 2020The prevalence of price overreactions in the cryptocurrency market50 cited
  • 2001A relevância da informação contábil para o mercado de capital: o modelo de Ohlson aplicado à Bovespa49 cited
  • 2017Overreaction and the Cross-Section of Returns: International Evidence49 cited
  • 2007Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange48 cited
  • 2010Short-term market overreaction on the Frankfurt stock exchange44 cited
  • 2001Finanças comportamentais: a aplicações no contexto brasileiro40 cited
  • 1999Overreaction in the Hong Kong stock market39 cited
  • 2006Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market33 cited