SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The prevalence of price overreactions in the cryptocurrency market
16 references·3 citing·45 second hop
The prevalence of price overreactions in the cryptocurrency market (2020)The prevalence of price overreactions in …What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …Conditional Tail-Risk in Cryptocurrency Markets (2018)Conditional Tail-Risk in Cryp…Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Bitcoin is not the New Gold –…Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices (2013)Analyst Recommendations, Mutu…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. (2007)Econometrics of Event Studies…Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Maps of Bounded Rationality: …Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Empirical properties of asset returns: stylized facts and statistical issues (2001)Empirical properties of asset…Market 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 (1998)Market efficiency, long-term …Investor Psychology and Security Market Under‐ and Overreactions (1998)Investor Psychology and Secur…When Are Contrarian Profits Due to Stock Market Overreaction? (1990)When Are Contrarian Profits D…Speculative Dynamics and the Role of Feedback Traders (1990)Speculative Dynamics and the …Risk aversion, uncertain information, and market efficiency (1988)Risk aversion, uncertain info…Further Evidence On Investor Overreaction and Stock Market Seasonality (1987)Further Evidence On Investor …Does the Stock Market Overreact? (1985)Does the Stock Market Overrea…The Psychology of Preferences (1982)The Psychology of PreferencesThe Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter (2022)The Intraday Bitcoin Response…An analysis of investors’ behavior in Bitcoin market (2022)An analysis of investors’ beh…Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets (2021)Up or down? Short-term revers…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Measuring Abnormal Bond Performance (2008)Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)The effect of banking crisis on bank-dependent borrowers (2010)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Judgment under Uncertainty: Heuristics and Biases (1974)Judgment under Uncertainty: Heuristics and Biases (1975)Neuroeconomics: How Neuroscience Can Inform Economics (2005)Naturalistic Decision Making (2008)The Polarizing Impact of Science Literacy and Numeracy on Perceived Climate Change Risks (2012)Fractional Brownian Motions, Fractional Noises and Applications (1968)The variation of certain speculative prices (1997)Heterogeneous Agent Models in Economics and Finance (2005)Chapter 23 Heterogeneous Agent Models in Economics and Finance (2006)Copula Modeling: An Introduction for Practitioners (2007)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Norm theory: Comparing reality to its alternatives. (1986)Positive Feedback Investment Strategies and Destabilizing Rational Speculation (1990)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Presidential Address: Discount Rates (2011)Continuous Auctions and Insider Trading (1985)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets (1999)Trading Is Hazardous to Your Wealth: The Common Stock Investment Performance of Individual Investors (2000)Boys will be Boys: Gender, Overconfidence, and Common Stock Investment (2001)Judgment Under Uncertainty: Heuristics and Biases. (1984)Multifactor Explanations of Asset Pricing Anomalies (1996)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Do Industries Explain Momentum? (1999)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Maxing out: Stocks as lotteries and the cross-section of expected returns (2010)Prospect Theory: An Analysis of Decision under Risk (1979)Prospect theory: An analysis of decision under risk (1988)Information Uncertainty and Stock Returns (2006)Driven to Distraction: Extraneous Events and Underreaction to Earnings News (2009)Who Gambles in the Stock Market? (2009)Status quo bias in decision making (1988)Individual differences in reasoning: Implications for the rationality debate? (2000)Bad is Stronger than Good (2001)
this work references cited by second hop

References

  • 1985Does the Stock Market Overreact?7,569 cited
  • 1998Investor Psychology and Security Market Under‐ and Overreactions5,711 cited
  • 2003Maps of Bounded Rationality: Psychology for Behavioral Economics5,374 cited
  • 2001Empirical properties of asset returns: stylized facts and statistical issues3,508 cited
  • 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.12,572 cited
  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
  • 1982The Psychology of Preferences1,734 cited
  • 1990When Are Contrarian Profits Due to Stock Market Overreaction?1,707 cited
  • 2007Econometrics 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.841 cited
  • 2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
  • 1988Risk aversion, uncertain information, and market efficiency519 cited
  • 1990Speculative Dynamics and the Role of Feedback Traders454 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2018Conditional Tail-Risk in Cryptocurrency Markets384 cited
  • 2013Analyst Recommendations, Mutual Fund Herding, and Overreaction in Stock Prices371 cited
  • Cited by

    • 2021Up or down? Short-term reversal, momentum, and liquidity effects in cryptocurrency markets43 cited
    • 2022An analysis of investors’ behavior in Bitcoin market36 cited
    • 2022The Intraday Bitcoin Response to Tether Minting and Burning Events: Asymmetry, Investor Sentiment, and “Whale Alerts” on Twitter27 cited