Overreaction to extreme market events and investor sentiment
Author:
Affiliation:
1. Business School, Pontifical Catholic University of Paraná, Curitiba, Brazil
2. Desautels Faculty of Management, McGill University, Montreal, Canada
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2017.1302052
Reference17 articles.
1. A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations
2. Investor Sentiment in the Stock Market
3. The effect of reducing quantitative easing on emerging markets
4. The role of surprise: Understanding overreaction and underreaction to unanticipated events using in-play soccer betting market
5. Stock Returns following Large One-Day Declines: Evidence on Short-Term Reversals and Longer-Term Performance
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