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The prevalence of price overreactions in the cryptocurrency market · Study

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ArticleThe prevalence of price overreactions in the cryptocurrency market

Oliver Borgards2020

Article2020

The prevalence of price overreactions in the cryptocurrency market

Oliver Borgards · Robert Czudaj

50 citations·0/0 files stored·Journal of International Financial Markets Institutions and Money

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Stock Market Forecasting Methods

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References

1985Does the Stock Market Overreact?1998Investor Psychology and Security Market Under‐ and Overreactions 2003Maps of Bounded Rationality: Psychology for Behavioral Economics 2001Empirical properties of asset returns: stylized facts and statistical issues 1998Market efficiency, long-term returns, and behavioral finance1The comments of Brad Barber, David Hirshleifer, S.P. Kothari, Owen Lamont, Mark Mitchell, Hersh Shefrin, Robert Shiller, Rex Sinquefield, Richard Thaler, Theo Vermaelen, Robert Vishny, Ivo Welch, and a referee have been helpful. Kenneth French and Jay Ritter get special thanks.1 2001Investor Psychology and Asset Pricing 1987Further Evidence On Investor Overreaction and Stock Market Seasonality 1982The Psychology of Preferences

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2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets 2022An analysis of investors’ behavior in Bitcoin market 2022The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter

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Year2020

Typearticle

Published2020-03-01

VenueJournal of International Financial Markets Institutions and Money

ISSN-L1042-4431

Languageen

Citations50

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.intfin.2020.101194

openalex_workW3017130504

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