Market overreaction and underreaction: tests of the directional and magnitude effects

Author： Fabozzi Frank J.   Fung Chun-Yip   Lam Kin   Wong Wing-Keung  

Publisher： Routledge Ltd

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.23, Iss.18, 2013-09, pp. : 1469-1482

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Overreaction in the NFL point spread market

By Vergin Roger C.  

Applied Financial Economics, Vol. 11, Iss. 5, 2001-10 ,pp. : 497-509

Routledge Ltd

Access to resources Recommend Favorite

Short-term overreaction, underreaction and efficient reaction: evidence from the London Stock Exchange

By Spyrou Spyros   Kassimatis Konstantinos   Galariotis Emilios  

Applied Financial Economics, Vol. 17, Iss. 3, 2007-02 ,pp. : 221-235

Routledge Ltd

Access to resources Recommend Favorite

The overreaction hypothesis in the UK market: empirical analysis

By Mazouz Khelifa   Li Xiafei  

Applied Financial Economics, Vol. 17, Iss. 13, 2007-09 ,pp. : 1101-1111

Routledge Ltd

Access to resources Recommend Favorite

Long-term over-reaction in the UK stock market and size adjustments

By Campbell Kevin   Limmack Robin J.  

Applied Financial Economics, Vol. 7, Iss. 5, 1997-10 ,pp. : 537-548

Routledge Ltd

Access to resources Recommend Favorite

Investor overreaction and unobservable portfolios: evidence from an emerging market

By  

Applied Financial Economics, Vol. 24, Iss. 20, 2014-10 ,pp. : 1313-1322

Routledge Ltd

Access to resources Recommend Favorite