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You searched for subject:( Investor overreaction). Showing records 1 – 4 of 4 total matches.

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1. Pereira, Fernando Emídio Leite Amorim. Finanças comportamentais: sobre-reação e sub-reação no mercado bolsista português.

Degree: 2012, Instituto Politécnico do Porto

Dissertação para obtenção do Grau de Mestre em Contabilidade e Finanças Orientador: Mestre Luis Pereira Gomes

Neste trabalho são abordados conceitos, evidências empíricas e modelos… (more)

Subjects/Keywords: Comportamento do investidor; Sobre-reação; Finanças comportamentais; Sub-reação; Overreaction; Underreaction; Behavioral finance; Investor behavior

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Pereira, F. E. L. A. (2012). Finanças comportamentais: sobre-reação e sub-reação no mercado bolsista português. (Thesis). Instituto Politécnico do Porto. Retrieved from http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1171

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Pereira, Fernando Emídio Leite Amorim. “Finanças comportamentais: sobre-reação e sub-reação no mercado bolsista português.” 2012. Thesis, Instituto Politécnico do Porto. Accessed January 18, 2020. http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1171.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Pereira, Fernando Emídio Leite Amorim. “Finanças comportamentais: sobre-reação e sub-reação no mercado bolsista português.” 2012. Web. 18 Jan 2020.

Vancouver:

Pereira FELA. Finanças comportamentais: sobre-reação e sub-reação no mercado bolsista português. [Internet] [Thesis]. Instituto Politécnico do Porto; 2012. [cited 2020 Jan 18]. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1171.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Pereira FELA. Finanças comportamentais: sobre-reação e sub-reação no mercado bolsista português. [Thesis]. Instituto Politécnico do Porto; 2012. Available from: http://www.rcaap.pt/detail.jsp?id=oai:recipp.ipp.pt:10400.22/1171

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation


University of Otago

2. Carson, Clarke. Mean reversion in Australasia .

Degree: 2011, University of Otago

 The strong-form version of the efficient market hypothesis states that all information, past and current, is incorporated into the current share price, thus making investing… (more)

Subjects/Keywords: mean reversion; investor overreaction; New Zealand Stock Exchange; Australian Stock Exchange; 1991 — 1999,; Efficient market hypothesis

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Carson, C. (2011). Mean reversion in Australasia . (Masters Thesis). University of Otago. Retrieved from http://hdl.handle.net/10523/1347

Chicago Manual of Style (16th Edition):

Carson, Clarke. “Mean reversion in Australasia .” 2011. Masters Thesis, University of Otago. Accessed January 18, 2020. http://hdl.handle.net/10523/1347.

MLA Handbook (7th Edition):

Carson, Clarke. “Mean reversion in Australasia .” 2011. Web. 18 Jan 2020.

Vancouver:

Carson C. Mean reversion in Australasia . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/10523/1347.

Council of Science Editors:

Carson C. Mean reversion in Australasia . [Masters Thesis]. University of Otago; 2011. Available from: http://hdl.handle.net/10523/1347


University of the Western Cape

3. Engel, Joswil Scott. Application of fundamental indexation for South African equities .

Degree: 2014, University of the Western Cape

 The primary objectives of this research are to determine whether indices constructed from fundamental attributes of ALSI constituents outperform indices weighted by market capitalisations; and… (more)

Subjects/Keywords: Fundamental indexation; Efficient market hypothesis (EMH); Asset pricing; Investor overreaction; Value effect; Size effect; Asset allocation; Rebalancing

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Engel, J. S. (2014). Application of fundamental indexation for South African equities . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/3906

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Engel, Joswil Scott. “Application of fundamental indexation for South African equities .” 2014. Thesis, University of the Western Cape. Accessed January 18, 2020. http://hdl.handle.net/11394/3906.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Engel, Joswil Scott. “Application of fundamental indexation for South African equities .” 2014. Web. 18 Jan 2020.

Vancouver:

Engel JS. Application of fundamental indexation for South African equities . [Internet] [Thesis]. University of the Western Cape; 2014. [cited 2020 Jan 18]. Available from: http://hdl.handle.net/11394/3906.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Engel JS. Application of fundamental indexation for South African equities . [Thesis]. University of the Western Cape; 2014. Available from: http://hdl.handle.net/11394/3906

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

4. Alenius, Peter. P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012.

Degree: Business Administration, 2013, Umeå University

  One could argue that the most discussed topic in finance is whether or not it is possible to “beat the market”. Even though many… (more)

Subjects/Keywords: Efficient market; financial market anomalies; P/E effect; abnormal return; Capital Asset Pricing Model; portfolio selection; regression analysis; diversification; random walk; Modern Portfolio Theory; investor irrationality; small firm effect; mean reversion; investor overreaction; P/E; anomalier; EMH; CAPM; diversifiering; portföljval

…höga) P/E-tal. Denna teori skulle enkelt kunna kallas för “investor overreaction” (… …investor overreaction” som den process som sker när investerare tenderar att överreagera på… 

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APA · Chicago · MLA · Vancouver · CSE | Export to Zotero / EndNote / Reference Manager

APA (6th Edition):

Alenius, P. (2013). P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012. (Thesis). Umeå University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76206

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Chicago Manual of Style (16th Edition):

Alenius, Peter. “P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012.” 2013. Thesis, Umeå University. Accessed January 18, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76206.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

MLA Handbook (7th Edition):

Alenius, Peter. “P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012.” 2013. Web. 18 Jan 2020.

Vancouver:

Alenius P. P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012. [Internet] [Thesis]. Umeå University; 2013. [cited 2020 Jan 18]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76206.

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

Council of Science Editors:

Alenius P. P/E-effekten : En utvärdering av en portföljvalsstrategi på Stockholmsbörsen mellan 2004 och 2012. [Thesis]. Umeå University; 2013. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:umu:diva-76206

Note: this citation may be lacking information needed for this citation format:
Not specified: Masters Thesis or Doctoral Dissertation

.