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Price overreactions in the cryptocurrency market
15 references·7 citing·44 second hop
Price overreactions in the cryptocurrency market (2019)Price overreactions in the cryptocurrency…The day of the week effect in the cryptocurrency market (2018)The day of the week effect in…The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective (2017)The Market Efficiency of Bitc…Does Bitcoin follow the hypothesis of efficient market? (2015)Does Bitcoin follow the hypot…Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices (2015)Crypto-currency bubbles: an a…What Drives Stock Price Behavior Following Extreme One‐Day Returns (2003)What Drives Stock Price Behav…Short-term reaction of stock markets in stressful circumstances (2003)Short-term reaction of stock …Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance (1994)Stock Returns Following Large…The use of technical analysis in the foreign exchange market (1992)The use of technical analysis…Using Generalized Method of Moments to Test Mean-Variance Efficiency (1991)Using Generalized Method of M…The Reversal of Large Stock-Price Decreases (1991)The Reversal of Large Stock-P…Speculative Dynamics (1991)Speculative DynamicsPrice 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 Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices (2022)Price effects after one-day a…An analysis of investors’ behavior in Bitcoin market (2022)An analysis of investors’ beh…A K-means clustering model for analyzing the Bitcoin extreme value returns (2022)A K-means clustering model fo…Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets (2021)Up or down? Short-term revers…Herding in the crypto market: a diagnosis of heavy distribution tails (2021)Herding in the crypto market:…The prevalence of price overreactions in the cryptocurrency market (2020)The prevalence of price overr…Momentum effects in the cryptocurrency market after one-day abnormal returns (2020)Momentum effects in the crypt…On the Impossibility of Informationally Efficient Markets (1980)Nonstationary expected returns (1989)When an event is not an event: the curious case of an emerging market (2000)Following the leader: (2001)The General Theory of Employment, Interest and Money. (1936)The General Theory of Employment, Interest and Money. (1936)Empirical exchange rate models of the seventies (1983)Data‐Snooping, Technical Trading Rule Performance, and the Bootstrap (1999)Official Intervention in the Foreign Exchange Market: Is It Effective and, If So, How Does It Work? (2001)Heterogeneous Agent Models in Economics and Finance (2005)Manias, Panics, and Crashes: A History of Financial Crises (1979)This Time Is Different (2009)This Time Is Different (2009)Some stylized facts of the Bitcoin market (2017)Co-explosivity in the cryptocurrency market (2018)Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis (2019)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Stock returns and the weekend effect (1980)The relationship between return and market value of common stocks (1981)Stock Returns after Major Price Shocks: The Impact of Information (2011)Measuring security price performance (1980)Using daily stock returns (1985)Transactions Costs and Holding Periods for Common Stocks (1997)Theory of Financial Decision Making. (1988)A Test of the Efficiency of a Given Portfolio (1989)An artificial neural network-GARCH model for international stock return volatility (1997)Oil price risk and the Australian stock market (1999)Estimating and testing beta pricing models: Alternative methods and their performance in simulations☆ (2007)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)Judgment Under Uncertainty: Heuristics and Biases. (1984)The Cross-Section of Expected Stock Returns (1992)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Filter Rules Based on Price and Volume in Individual Security Overreaction (1999)On the information role of stock recommendation revisions (2009)A picture is worth a thousand words: Measuring investor sentiment by combining machine learning and photos from news (2021)Speculative Dynamics and the Role of Feedback Traders (1990)Booms and Busts in the UK Housing Market (1997)Behavioral heterogeneity in stock prices (2007)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1992The use of technical analysis in the foreign exchange market1,071 cited
  • 1988Risk aversion, uncertain information, and market efficiency519 cited
  • 1991Speculative Dynamics486 cited
  • 2015Crypto-currency bubbles: an application of the Phillips–Shi–Yu (2013) methodology on Mt. Gox bitcoin prices368 cited
  • 1994Stock Returns Following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance306 cited
  • 1991Using Generalized Method of Moments to Test Mean-Variance Efficiency306 cited
  • 1991The Reversal of Large Stock-Price Decreases283 cited
  • 1990Price Reversals, Bid-Ask Spreads, and Market Efficiency274 cited
  • 2018The day of the week effect in the cryptocurrency market153 cited
  • 2003Short-term reaction of stock markets in stressful circumstances147 cited
  • 2015Does Bitcoin follow the hypothesis of efficient market?139 cited
  • 2017The Market Efficiency of Bitcoin: A Weekly Anomaly Perspective91 cited
  • 2003What Drives Stock Price Behavior Following Extreme One‐Day Returns91 cited

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Cited by

  • 2021Herding in the crypto market: a diagnosis of heavy distribution tails50 cited
  • 2020The prevalence of price overreactions in the cryptocurrency market50 cited
  • 2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets43 cited
  • 2022Price effects after one-day abnormal returns in developed and emerging markets: ESG versus traditional indices37 cited
  • 2022An analysis of investors’ behavior in Bitcoin market36 cited
  • 2020Momentum effects in the cryptocurrency market after one-day abnormal returns33 cited
  • 2022A K-means clustering model for analyzing the Bitcoin extreme value returns32 cited