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Overreaction and underreaction anomalies in the Indonesian stock market: a sectoral analysis
15 references·0 citing·39 second hop
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References

  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
  • 1985Does the Stock Market Overreact?7,569 cited
  • 1990Evidence of Predictable Behavior of Security Returns2,702 cited
  • 2003The Efficient Market Hypothesis and Its Critics2,159 cited
  • 1990Fads, Martingales, and Market Efficiency1,596 cited
  • 1982The simulation heuristic1,586 cited
  • 1994Volume and Autocovariances in Short-Horizon Individual Security Returns330 cited
  • 2013Overconfidence, overreaction and personality121 cited
  • 2014Short-term overreaction to specific events: Evidence from an emerging market97 cited
  • 2003The winner–loser effect in Japanese stock returns73 cited
  • 2017Stock overreaction to extreme market events65 cited
  • 2011Momentum anomaly: evidence from India60 cited
  • 2014Contrarian and momentum trading: a review of the literature41 cited
  • 2011STOCK MARKET OVERREACTION AND TRADING VOLUME: EVIDENCE FROM MALAYSIA29 cited
  • 2015The cooperative-collective sharing arrangement of gated communities in Malaysia6 cited

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