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You searched for subject:(overreaction). Showing records 1 – 30 of 35 total matches.

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Texas A&M University

1. Safdar, Mohammad. A Capital Market Test of Representativeness.

Degree: 2012, Texas A&M University

 While some prior studies document that investors overreact to information in sales growth as consistent with representativeness bias, other studies find no evidence of investor… (more)

Subjects/Keywords: Asset Pricing; Overreaction; Underreaction; Representativeness; Fundamental Analysis

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APA (6th Edition):

Safdar, M. (2012). A Capital Market Test of Representativeness. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005

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):

Safdar, Mohammad. “A Capital Market Test of Representativeness.” 2012. Thesis, Texas A&M University. Accessed January 28, 2020. http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005.

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

MLA Handbook (7th Edition):

Safdar, Mohammad. “A Capital Market Test of Representativeness.” 2012. Web. 28 Jan 2020.

Vancouver:

Safdar M. A Capital Market Test of Representativeness. [Internet] [Thesis]. Texas A&M University; 2012. [cited 2020 Jan 28]. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005.

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

Council of Science Editors:

Safdar M. A Capital Market Test of Representativeness. [Thesis]. Texas A&M University; 2012. Available from: http://hdl.handle.net/1969.1/ETD-TAMU-2012-05-11005

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

2. SILVA, Valéria Louise de Araújo Maranhão Saturnino. Proposta de uma sistemática dinâmica de otimização de portfólio: um desenvolvimento a partir das finanças comportamentais .

Degree: 2016, Universidade Federal de Pernambuco

 Esta tese teve por objetivo desenvolver uma nova sistemática de otimização de portfólios a partir da premissa da existência de desvios comportamentais dos investidores no… (more)

Subjects/Keywords: Otimização de Portfólios; Finanças Comportamentais; Análise fundamentalista; Momentum; Overreaction; Portfolio optimization; Behavioral Finance; Fundamentalist analysis; Momentum; Overreaction

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APA (6th Edition):

SILVA, V. L. d. A. M. S. (2016). Proposta de uma sistemática dinâmica de otimização de portfólio: um desenvolvimento a partir das finanças comportamentais . (Thesis). Universidade Federal de Pernambuco. Retrieved from http://repositorio.ufpe.br/handle/123456789/18617

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):

SILVA, Valéria Louise de Araújo Maranhão Saturnino. “Proposta de uma sistemática dinâmica de otimização de portfólio: um desenvolvimento a partir das finanças comportamentais .” 2016. Thesis, Universidade Federal de Pernambuco. Accessed January 28, 2020. http://repositorio.ufpe.br/handle/123456789/18617.

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

MLA Handbook (7th Edition):

SILVA, Valéria Louise de Araújo Maranhão Saturnino. “Proposta de uma sistemática dinâmica de otimização de portfólio: um desenvolvimento a partir das finanças comportamentais .” 2016. Web. 28 Jan 2020.

Vancouver:

SILVA VLdAMS. Proposta de uma sistemática dinâmica de otimização de portfólio: um desenvolvimento a partir das finanças comportamentais . [Internet] [Thesis]. Universidade Federal de Pernambuco; 2016. [cited 2020 Jan 28]. Available from: http://repositorio.ufpe.br/handle/123456789/18617.

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

Council of Science Editors:

SILVA VLdAMS. Proposta de uma sistemática dinâmica de otimização de portfólio: um desenvolvimento a partir das finanças comportamentais . [Thesis]. Universidade Federal de Pernambuco; 2016. Available from: http://repositorio.ufpe.br/handle/123456789/18617

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


Penn State University

3. Yu, Yong. OVERREACTION OR UNDERREACTION?.

Degree: PhD, Business Administration, 2006, Penn State University

 This study reexamines the evidence underlying the prior conclusion that investors overreact to accruals – accruals are negatively associated with subsequent abnormal returns (i.e., the… (more)

Subjects/Keywords: overreaction; underreaction; accrual; cash flow

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APA (6th Edition):

Yu, Y. (2006). OVERREACTION OR UNDERREACTION?. (Doctoral Dissertation). Penn State University. Retrieved from https://etda.libraries.psu.edu/catalog/7156

Chicago Manual of Style (16th Edition):

Yu, Yong. “OVERREACTION OR UNDERREACTION?.” 2006. Doctoral Dissertation, Penn State University. Accessed January 28, 2020. https://etda.libraries.psu.edu/catalog/7156.

MLA Handbook (7th Edition):

Yu, Yong. “OVERREACTION OR UNDERREACTION?.” 2006. Web. 28 Jan 2020.

Vancouver:

Yu Y. OVERREACTION OR UNDERREACTION?. [Internet] [Doctoral dissertation]. Penn State University; 2006. [cited 2020 Jan 28]. Available from: https://etda.libraries.psu.edu/catalog/7156.

Council of Science Editors:

Yu Y. OVERREACTION OR UNDERREACTION?. [Doctoral Dissertation]. Penn State University; 2006. Available from: https://etda.libraries.psu.edu/catalog/7156


University of South Florida

4. Zhang, Yiyang. Two Essays on String of Earnings Benchmarks.

Degree: 2018, University of South Florida

 Essay 1 Abstract Prior research indicates that equity markets assign a higher valuation to firms that sustain a string of earnings increases (earnings string) and… (more)

Subjects/Keywords: cost of debt; earnings momentum; Earnings string; MBE string; overreaction; Accounting

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APA (6th Edition):

Zhang, Y. (2018). Two Essays on String of Earnings Benchmarks. (Thesis). University of South Florida. Retrieved from https://scholarcommons.usf.edu/etd/7251

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):

Zhang, Yiyang. “Two Essays on String of Earnings Benchmarks.” 2018. Thesis, University of South Florida. Accessed January 28, 2020. https://scholarcommons.usf.edu/etd/7251.

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

MLA Handbook (7th Edition):

Zhang, Yiyang. “Two Essays on String of Earnings Benchmarks.” 2018. Web. 28 Jan 2020.

Vancouver:

Zhang Y. Two Essays on String of Earnings Benchmarks. [Internet] [Thesis]. University of South Florida; 2018. [cited 2020 Jan 28]. Available from: https://scholarcommons.usf.edu/etd/7251.

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

Council of Science Editors:

Zhang Y. Two Essays on String of Earnings Benchmarks. [Thesis]. University of South Florida; 2018. Available from: https://scholarcommons.usf.edu/etd/7251

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


Linnaeus University

5. Hansson, Gusten. Financial Magazines impact on the Swedish Stock Market : An event study.

Degree: Management Accounting and Logistics, 2019, Linnaeus University

  The purpose of this study is to investigate the effect of a stock recommendation from the leading financial magazines in Sweden. The study aims… (more)

Subjects/Keywords: Recommendation; event study; efficient market; overreaction; behaviour finance; Business Administration; Företagsekonomi

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APA (6th Edition):

Hansson, G. (2019). Financial Magazines impact on the Swedish Stock Market : An event study. (Thesis). Linnaeus University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85638

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):

Hansson, Gusten. “Financial Magazines impact on the Swedish Stock Market : An event study.” 2019. Thesis, Linnaeus University. Accessed January 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85638.

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

MLA Handbook (7th Edition):

Hansson, Gusten. “Financial Magazines impact on the Swedish Stock Market : An event study.” 2019. Web. 28 Jan 2020.

Vancouver:

Hansson G. Financial Magazines impact on the Swedish Stock Market : An event study. [Internet] [Thesis]. Linnaeus University; 2019. [cited 2020 Jan 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85638.

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

Council of Science Editors:

Hansson G. Financial Magazines impact on the Swedish Stock Market : An event study. [Thesis]. Linnaeus University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:lnu:diva-85638

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

6. Yoshinaga, Claudia Emiko. Análise da sobre-reação de preços no mercado de ações brasileiro durante o período de 1995 a 2003.

Degree: Mestrado, Administração, 2004, University of São Paulo

Esta dissertação analisa a existência de oportunidades de obtenção de ganhos econômicos através da adoção de estratégias de investimento que explorem o viés de sobre-reação… (more)

Subjects/Keywords: Behavioral Finance; Estratégia de investimentos; Finanças Comportamentais; Investment strategy; Overreaction; Overreaction

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APA (6th Edition):

Yoshinaga, C. E. (2004). Análise da sobre-reação de preços no mercado de ações brasileiro durante o período de 1995 a 2003. (Masters Thesis). University of São Paulo. Retrieved from http://www.teses.usp.br/teses/disponiveis/12/12139/tde-13122005-203858/ ;

Chicago Manual of Style (16th Edition):

Yoshinaga, Claudia Emiko. “Análise da sobre-reação de preços no mercado de ações brasileiro durante o período de 1995 a 2003.” 2004. Masters Thesis, University of São Paulo. Accessed January 28, 2020. http://www.teses.usp.br/teses/disponiveis/12/12139/tde-13122005-203858/ ;.

MLA Handbook (7th Edition):

Yoshinaga, Claudia Emiko. “Análise da sobre-reação de preços no mercado de ações brasileiro durante o período de 1995 a 2003.” 2004. Web. 28 Jan 2020.

Vancouver:

Yoshinaga CE. Análise da sobre-reação de preços no mercado de ações brasileiro durante o período de 1995 a 2003. [Internet] [Masters thesis]. University of São Paulo; 2004. [cited 2020 Jan 28]. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-13122005-203858/ ;.

Council of Science Editors:

Yoshinaga CE. Análise da sobre-reação de preços no mercado de ações brasileiro durante o período de 1995 a 2003. [Masters Thesis]. University of São Paulo; 2004. Available from: http://www.teses.usp.br/teses/disponiveis/12/12139/tde-13122005-203858/ ;


Universidade do Minho

7. Santos, Márcio António de Oliveira. Overreaction and underreaction in the UK .

Degree: 2017, Universidade do Minho

 In this research work we challenge the Efficient Market Hypothesis (EMH) of Fama (1970) in its weak-form by assessing if price and earnings momentum and… (more)

Subjects/Keywords: Momentum; Momentum strategies; Reversals; Earnings surprises; Overreaction; Underreaction; Market efficiency; Behavioral finance

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APA (6th Edition):

Santos, M. A. d. O. (2017). Overreaction and underreaction in the UK . (Masters Thesis). Universidade do Minho. Retrieved from http://hdl.handle.net/1822/46468

Chicago Manual of Style (16th Edition):

Santos, Márcio António de Oliveira. “Overreaction and underreaction in the UK .” 2017. Masters Thesis, Universidade do Minho. Accessed January 28, 2020. http://hdl.handle.net/1822/46468.

MLA Handbook (7th Edition):

Santos, Márcio António de Oliveira. “Overreaction and underreaction in the UK .” 2017. Web. 28 Jan 2020.

Vancouver:

Santos MAdO. Overreaction and underreaction in the UK . [Internet] [Masters thesis]. Universidade do Minho; 2017. [cited 2020 Jan 28]. Available from: http://hdl.handle.net/1822/46468.

Council of Science Editors:

Santos MAdO. Overreaction and underreaction in the UK . [Masters Thesis]. Universidade do Minho; 2017. Available from: http://hdl.handle.net/1822/46468

8. 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 (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 28, 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. 28 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 28]. 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

9. Hu, YuYan. Statistical Approach to Stock Market Overreaction and Seasonality.

Degree: Statistics, 2012, UCLA

 In their study "Does the Stock Market Overreact?", Debondt and Thaler proposed the overreaction hypothesis, which states that if a stock experiences significant price movement,… (more)

Subjects/Keywords: Statistics; overreaction; seasonality; stock market

…overconfidence and overreaction of investors, so that they may sell winning stocks and hold on to… …overreaction is that, companies with very low P/Es 1 are thought to be “undervalued”, since… …overreaction would further drive the stock price down. Once future earnings turn better, the price… …into the behavior of investor overreaction, Debondt and Thaler, in their study “Does the… …of investor overreaction in stock market during recent decades. Monthly returns of stocks… 

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APA (6th Edition):

Hu, Y. (2012). Statistical Approach to Stock Market Overreaction and Seasonality. (Thesis). UCLA. Retrieved from http://www.escholarship.org/uc/item/2wb9b0w8

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):

Hu, YuYan. “Statistical Approach to Stock Market Overreaction and Seasonality.” 2012. Thesis, UCLA. Accessed January 28, 2020. http://www.escholarship.org/uc/item/2wb9b0w8.

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

MLA Handbook (7th Edition):

Hu, YuYan. “Statistical Approach to Stock Market Overreaction and Seasonality.” 2012. Web. 28 Jan 2020.

Vancouver:

Hu Y. Statistical Approach to Stock Market Overreaction and Seasonality. [Internet] [Thesis]. UCLA; 2012. [cited 2020 Jan 28]. Available from: http://www.escholarship.org/uc/item/2wb9b0w8.

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

Council of Science Editors:

Hu Y. Statistical Approach to Stock Market Overreaction and Seasonality. [Thesis]. UCLA; 2012. Available from: http://www.escholarship.org/uc/item/2wb9b0w8

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


University of the Western Cape

10. Itaka, Jose Kumu. Test of the overreaction hypothesis in the South African stock market .

Degree: 2014, University of the Western Cape

 This research undertakes to investigate both long-term and short-term investor overreaction on the JSE Limited (JSE) over the period from 1 January 2002 to 31… (more)

Subjects/Keywords: Efficient market hypothesis; Overreaction hypothesis; Market timing; Mean reversion; Random walks (Mathematics)

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APA (6th Edition):

Itaka, J. K. (2014). Test of the overreaction hypothesis in the South African stock market . (Thesis). University of the Western Cape. Retrieved from http://hdl.handle.net/11394/4679

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):

Itaka, Jose Kumu. “Test of the overreaction hypothesis in the South African stock market .” 2014. Thesis, University of the Western Cape. Accessed January 28, 2020. http://hdl.handle.net/11394/4679.

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

MLA Handbook (7th Edition):

Itaka, Jose Kumu. “Test of the overreaction hypothesis in the South African stock market .” 2014. Web. 28 Jan 2020.

Vancouver:

Itaka JK. Test of the overreaction hypothesis in the South African stock market . [Internet] [Thesis]. University of the Western Cape; 2014. [cited 2020 Jan 28]. Available from: http://hdl.handle.net/11394/4679.

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

Council of Science Editors:

Itaka JK. Test of the overreaction hypothesis in the South African stock market . [Thesis]. University of the Western Cape; 2014. Available from: http://hdl.handle.net/11394/4679

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


Université Montpellier II

11. Elkemali, Touafik. Incertitude et comportement des analystes financiers : une comparaison des entreprises de haute et faible technologie : Uncertainty and financial analysts' behavior : a comparison of high and low technology firms.

Degree: Docteur es, Sciences de gestion, 2010, Université Montpellier II

Cette étude examine l'impact de l'incertitude sur l'optimisme et l'excès de confiance des analystes financiers. Les données de l'étude, portant sur 1758 entreprises européennes et… (more)

Subjects/Keywords: Incertitude; Optimisme; Excès de confiance; Sur-réaction; Sous-réaction; Uncertainty; Optimism; Overconfidence; Underreaction; Overreaction

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APA (6th Edition):

Elkemali, T. (2010). Incertitude et comportement des analystes financiers : une comparaison des entreprises de haute et faible technologie : Uncertainty and financial analysts' behavior : a comparison of high and low technology firms. (Doctoral Dissertation). Université Montpellier II. Retrieved from http://www.theses.fr/2010MON20135

Chicago Manual of Style (16th Edition):

Elkemali, Touafik. “Incertitude et comportement des analystes financiers : une comparaison des entreprises de haute et faible technologie : Uncertainty and financial analysts' behavior : a comparison of high and low technology firms.” 2010. Doctoral Dissertation, Université Montpellier II. Accessed January 28, 2020. http://www.theses.fr/2010MON20135.

MLA Handbook (7th Edition):

Elkemali, Touafik. “Incertitude et comportement des analystes financiers : une comparaison des entreprises de haute et faible technologie : Uncertainty and financial analysts' behavior : a comparison of high and low technology firms.” 2010. Web. 28 Jan 2020.

Vancouver:

Elkemali T. Incertitude et comportement des analystes financiers : une comparaison des entreprises de haute et faible technologie : Uncertainty and financial analysts' behavior : a comparison of high and low technology firms. [Internet] [Doctoral dissertation]. Université Montpellier II; 2010. [cited 2020 Jan 28]. Available from: http://www.theses.fr/2010MON20135.

Council of Science Editors:

Elkemali T. Incertitude et comportement des analystes financiers : une comparaison des entreprises de haute et faible technologie : Uncertainty and financial analysts' behavior : a comparison of high and low technology firms. [Doctoral Dissertation]. Université Montpellier II; 2010. Available from: http://www.theses.fr/2010MON20135

12. Berg, Eric. Överreaktion på Stockholmsbörsen : Bevis från Sverige.

Degree: Faculty of Arts and Sciences, 2015, Linköping UniversityLinköping University

Bakgrund: När forskare inom den kognitiva psykologin, Amos Tversky och DanielKahneman, på 60-talet sammanliknade deras modeller ombeslutsfattande under risk och osäkerhet med ekonomiska modeller… (more)

Subjects/Keywords: Overreaction; Stockholm stock exchange; De Bondt & Thaler; Valueweighted; Överreaktion; Stockholmsbörsen; De Bondt & Thaler; Värdeviktade

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APA (6th Edition):

Berg, E. (2015). Överreaktion på Stockholmsbörsen : Bevis från Sverige. (Thesis). Linköping UniversityLinköping University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-119557

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):

Berg, Eric. “Överreaktion på Stockholmsbörsen : Bevis från Sverige.” 2015. Thesis, Linköping UniversityLinköping University. Accessed January 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-119557.

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

MLA Handbook (7th Edition):

Berg, Eric. “Överreaktion på Stockholmsbörsen : Bevis från Sverige.” 2015. Web. 28 Jan 2020.

Vancouver:

Berg E. Överreaktion på Stockholmsbörsen : Bevis från Sverige. [Internet] [Thesis]. Linköping UniversityLinköping University; 2015. [cited 2020 Jan 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-119557.

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

Council of Science Editors:

Berg E. Överreaktion på Stockholmsbörsen : Bevis från Sverige. [Thesis]. Linköping UniversityLinköping University; 2015. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-119557

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


Georgia State University

13. Zhou, Xiaorong. An Investigation into REIT Performance Persistency.

Degree: PhD, Real Estate, 2009, Georgia State University

 Using a sample of EREIT returns during the period 1993 to 2006 from the CRSP/Ziman REITs database, I construct portfolios of equity REITs based on… (more)

Subjects/Keywords: overreaction; reversal; REITs; persistence; Real Estate

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APA (6th Edition):

Zhou, X. (2009). An Investigation into REIT Performance Persistency. (Doctoral Dissertation). Georgia State University. Retrieved from https://scholarworks.gsu.edu/real_estate_diss/4

Chicago Manual of Style (16th Edition):

Zhou, Xiaorong. “An Investigation into REIT Performance Persistency.” 2009. Doctoral Dissertation, Georgia State University. Accessed January 28, 2020. https://scholarworks.gsu.edu/real_estate_diss/4.

MLA Handbook (7th Edition):

Zhou, Xiaorong. “An Investigation into REIT Performance Persistency.” 2009. Web. 28 Jan 2020.

Vancouver:

Zhou X. An Investigation into REIT Performance Persistency. [Internet] [Doctoral dissertation]. Georgia State University; 2009. [cited 2020 Jan 28]. Available from: https://scholarworks.gsu.edu/real_estate_diss/4.

Council of Science Editors:

Zhou X. An Investigation into REIT Performance Persistency. [Doctoral Dissertation]. Georgia State University; 2009. Available from: https://scholarworks.gsu.edu/real_estate_diss/4


Texas A&M University

14. Kelley, Eric Kyle. Evidence to the contrary: extreme weekly returns are underreactions.

Degree: 2004, Texas A&M University

 The finding of reversals in weekly returns has been attributed to a combination of microstructure issues and overreaction to information. I provide new evidence eliminating… (more)

Subjects/Keywords: underreaction; overreaction; reversals; return predictability; weekly returns

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

APA (6th Edition):

Kelley, E. K. (2004). Evidence to the contrary: extreme weekly returns are underreactions. (Thesis). Texas A&M University. Retrieved from http://hdl.handle.net/1969.1/1065

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):

Kelley, Eric Kyle. “Evidence to the contrary: extreme weekly returns are underreactions.” 2004. Thesis, Texas A&M University. Accessed January 28, 2020. http://hdl.handle.net/1969.1/1065.

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

MLA Handbook (7th Edition):

Kelley, Eric Kyle. “Evidence to the contrary: extreme weekly returns are underreactions.” 2004. Web. 28 Jan 2020.

Vancouver:

Kelley EK. Evidence to the contrary: extreme weekly returns are underreactions. [Internet] [Thesis]. Texas A&M University; 2004. [cited 2020 Jan 28]. Available from: http://hdl.handle.net/1969.1/1065.

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

Council of Science Editors:

Kelley EK. Evidence to the contrary: extreme weekly returns are underreactions. [Thesis]. Texas A&M University; 2004. Available from: http://hdl.handle.net/1969.1/1065

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


Wright State University

15. Cronenwett, Megan R. Accounting for the Role of the Public in Democratic States' Counterterrorism Policies: A Comparative Case Study Analysis of Spain and the United Kingdom.

Degree: MA, International and Comparative Politics, 2011, Wright State University

 Democratic states are more susceptible to terrorist attacks and yet have the most responsibility to ensure their counterterrorism responses are in accordance with democratic principles.… (more)

Subjects/Keywords: International Relations; Political Science; Terrorism; counterterrorism responses; fear and terrorism; disproportionate response; overreaction; terrorism and public opinion; Moral Panics theory

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APA (6th Edition):

Cronenwett, M. R. (2011). Accounting for the Role of the Public in Democratic States' Counterterrorism Policies: A Comparative Case Study Analysis of Spain and the United Kingdom. (Masters Thesis). Wright State University. Retrieved from http://rave.ohiolink.edu/etdc/view?acc_num=wright1303144037

Chicago Manual of Style (16th Edition):

Cronenwett, Megan R. “Accounting for the Role of the Public in Democratic States' Counterterrorism Policies: A Comparative Case Study Analysis of Spain and the United Kingdom.” 2011. Masters Thesis, Wright State University. Accessed January 28, 2020. http://rave.ohiolink.edu/etdc/view?acc_num=wright1303144037.

MLA Handbook (7th Edition):

Cronenwett, Megan R. “Accounting for the Role of the Public in Democratic States' Counterterrorism Policies: A Comparative Case Study Analysis of Spain and the United Kingdom.” 2011. Web. 28 Jan 2020.

Vancouver:

Cronenwett MR. Accounting for the Role of the Public in Democratic States' Counterterrorism Policies: A Comparative Case Study Analysis of Spain and the United Kingdom. [Internet] [Masters thesis]. Wright State University; 2011. [cited 2020 Jan 28]. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=wright1303144037.

Council of Science Editors:

Cronenwett MR. Accounting for the Role of the Public in Democratic States' Counterterrorism Policies: A Comparative Case Study Analysis of Spain and the United Kingdom. [Masters Thesis]. Wright State University; 2011. Available from: http://rave.ohiolink.edu/etdc/view?acc_num=wright1303144037


University of Otago

16. 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 (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 28, 2020. http://hdl.handle.net/10523/1347.

MLA Handbook (7th Edition):

Carson, Clarke. “Mean reversion in Australasia .” 2011. Web. 28 Jan 2020.

Vancouver:

Carson C. Mean reversion in Australasia . [Internet] [Masters thesis]. University of Otago; 2011. [cited 2020 Jan 28]. 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

17. 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 28, 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. 28 Jan 2020.

Vancouver:

Engel JS. Application of fundamental indexation for South African equities . [Internet] [Thesis]. University of the Western Cape; 2014. [cited 2020 Jan 28]. 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


University of Colorado

18. Xiao, Ying. Essays in Pre-IPO R&D and Growth.

Degree: PhD, Finance, 2011, University of Colorado

  In the first essay, we examine the effect of pre-IPO growth rates on the valuation and long-run performance of new issues. IPOs with rapid… (more)

Subjects/Keywords: Bias; Initial Public Offerings; Optimism; Overreaction; Pre-IPO R&D investment; Signaling models; Finance and Financial Management

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

APA (6th Edition):

Xiao, Y. (2011). Essays in Pre-IPO R&D and Growth. (Doctoral Dissertation). University of Colorado. Retrieved from https://scholar.colorado.edu/fnce_gradetds/6

Chicago Manual of Style (16th Edition):

Xiao, Ying. “Essays in Pre-IPO R&D and Growth.” 2011. Doctoral Dissertation, University of Colorado. Accessed January 28, 2020. https://scholar.colorado.edu/fnce_gradetds/6.

MLA Handbook (7th Edition):

Xiao, Ying. “Essays in Pre-IPO R&D and Growth.” 2011. Web. 28 Jan 2020.

Vancouver:

Xiao Y. Essays in Pre-IPO R&D and Growth. [Internet] [Doctoral dissertation]. University of Colorado; 2011. [cited 2020 Jan 28]. Available from: https://scholar.colorado.edu/fnce_gradetds/6.

Council of Science Editors:

Xiao Y. Essays in Pre-IPO R&D and Growth. [Doctoral Dissertation]. University of Colorado; 2011. Available from: https://scholar.colorado.edu/fnce_gradetds/6


University of New Orleans

19. Lee, Yen-Sheng. Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets.

Degree: PhD, Economics and Finance, 2008, University of New Orleans

 I examine the determinants of cross-sectional liquidity in the IPO aftermarket during the period of 1995 through 2005. I find that past price performance, the… (more)

Subjects/Keywords: Initial public offering; Post-listing liquidity; Overreaction

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

APA (6th Edition):

Lee, Y. (2008). Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/701

Chicago Manual of Style (16th Edition):

Lee, Yen-Sheng. “Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets.” 2008. Doctoral Dissertation, University of New Orleans. Accessed January 28, 2020. https://scholarworks.uno.edu/td/701.

MLA Handbook (7th Edition):

Lee, Yen-Sheng. “Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets.” 2008. Web. 28 Jan 2020.

Vancouver:

Lee Y. Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets. [Internet] [Doctoral dissertation]. University of New Orleans; 2008. [cited 2020 Jan 28]. Available from: https://scholarworks.uno.edu/td/701.

Council of Science Editors:

Lee Y. Essays on Determinants of IPO Liquidity and Price Adjustments to Persistent Information in Option Markets. [Doctoral Dissertation]. University of New Orleans; 2008. Available from: https://scholarworks.uno.edu/td/701


Uppsala University

20. Åberg, Andreas. Överreaktioner på Stockholmsbörsen?.

Degree: Business Studies, 2019, Uppsala University

I denna uppsats kommer vi att undersöka om det förekom överreaktioner på Stockholmsbörsen mellan åren 2002 och 2016. Överreaktioner undersöks genom att bilda vinnar-… (more)

Subjects/Keywords: Overreaction; Fama-French three-factor model; Contrarian strategy; Stockholm Stock Exchange; Överreaktion; Fama-French trefaktormodell; contrarianstrategi; Stockholmsbörsen; Business Administration; Företagsekonomi

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

APA (6th Edition):

Åberg, A. (2019). Överreaktioner på Stockholmsbörsen?. (Thesis). Uppsala University. Retrieved from http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-397863

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):

Åberg, Andreas. “Överreaktioner på Stockholmsbörsen?.” 2019. Thesis, Uppsala University. Accessed January 28, 2020. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-397863.

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

MLA Handbook (7th Edition):

Åberg, Andreas. “Överreaktioner på Stockholmsbörsen?.” 2019. Web. 28 Jan 2020.

Vancouver:

Åberg A. Överreaktioner på Stockholmsbörsen?. [Internet] [Thesis]. Uppsala University; 2019. [cited 2020 Jan 28]. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-397863.

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

Council of Science Editors:

Åberg A. Överreaktioner på Stockholmsbörsen?. [Thesis]. Uppsala University; 2019. Available from: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-397863

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


University of Bradford

21. Alrabadi, Dima Waleed Hanna. Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange.

Degree: PhD, 2009, University of Bradford

 This thesis investigates systematic liquidity risk and short-term stock price reaction to large one-day price changes. We study 642 constituents of the FTSALL share index… (more)

Subjects/Keywords: 332; Systematic liquidity risk; Asset pricing; Large one-day price changes; Time-varying risk; S-GARCH; Efficient market hypothesis; Underreaction; Overreaction; London Stock Exchange; Stock prices

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

APA (6th Edition):

Alrabadi, D. W. H. (2009). Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange. (Doctoral Dissertation). University of Bradford. Retrieved from http://hdl.handle.net/10454/4323

Chicago Manual of Style (16th Edition):

Alrabadi, Dima Waleed Hanna. “Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange.” 2009. Doctoral Dissertation, University of Bradford. Accessed January 28, 2020. http://hdl.handle.net/10454/4323.

MLA Handbook (7th Edition):

Alrabadi, Dima Waleed Hanna. “Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange.” 2009. Web. 28 Jan 2020.

Vancouver:

Alrabadi DWH. Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange. [Internet] [Doctoral dissertation]. University of Bradford; 2009. [cited 2020 Jan 28]. Available from: http://hdl.handle.net/10454/4323.

Council of Science Editors:

Alrabadi DWH. Systematic liquidity risk and stock price reaction to large one-day price changes : evidence from London Stock Exchange. [Doctoral Dissertation]. University of Bradford; 2009. Available from: http://hdl.handle.net/10454/4323


University of Manchester

22. Chen, Haojun. Three essays on financial market predictability.

Degree: Thesis (D.B.A.), 2017, University of Manchester

 Prior studies have shown that returns exhibit certain predictable patterns that are inconsistent with the mainstream finance theory. In this thesis, I explore the behaviour… (more)

Subjects/Keywords: 332.64; Market Predictability; Market efficiency; S&P500 futures; Extreme price moves; Momentum reversals; Short selling; Short-sales Constraints; Chinese Stock Market; Stock Market Rumours; Underreaction and Overreaction

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

APA (6th Edition):

Chen, H. (2017). Three essays on financial market predictability. (Doctoral Dissertation). University of Manchester. Retrieved from https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270

Chicago Manual of Style (16th Edition):

Chen, Haojun. “Three essays on financial market predictability.” 2017. Doctoral Dissertation, University of Manchester. Accessed January 28, 2020. https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270.

MLA Handbook (7th Edition):

Chen, Haojun. “Three essays on financial market predictability.” 2017. Web. 28 Jan 2020.

Vancouver:

Chen H. Three essays on financial market predictability. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2020 Jan 28]. Available from: https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270.

Council of Science Editors:

Chen H. Three essays on financial market predictability. [Doctoral Dissertation]. University of Manchester; 2017. Available from: https://www.research.manchester.ac.uk/portal/en/theses/three-essays-on-financial-market-predictability(b78fcbba-3858-4dce-8b7b-4c6dc035325d).html ; http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.706270


University of Manchester

23. Chen, Haojun. Three Essays on Financial Market Predictability.

Degree: 2017, University of Manchester

 AbstractThe University of Manchester Haojun ChenDoctor of Business Administration (DBA) Three Essays in Financial Market Predictability 16 September 2016Prior studies have shown that returns exhibit… (more)

Subjects/Keywords: Market Predictability; Market efficiency; S&P500 futures; Extreme price moves; Momentum reversals; Short selling; Short-sales Constraints; Chinese Stock Market; Stock Market Rumours; Underreaction and Overreaction

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

APA (6th Edition):

Chen, H. (2017). Three Essays on Financial Market Predictability. (Doctoral Dissertation). University of Manchester. Retrieved from http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749

Chicago Manual of Style (16th Edition):

Chen, Haojun. “Three Essays on Financial Market Predictability.” 2017. Doctoral Dissertation, University of Manchester. Accessed January 28, 2020. http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749.

MLA Handbook (7th Edition):

Chen, Haojun. “Three Essays on Financial Market Predictability.” 2017. Web. 28 Jan 2020.

Vancouver:

Chen H. Three Essays on Financial Market Predictability. [Internet] [Doctoral dissertation]. University of Manchester; 2017. [cited 2020 Jan 28]. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749.

Council of Science Editors:

Chen H. Three Essays on Financial Market Predictability. [Doctoral Dissertation]. University of Manchester; 2017. Available from: http://www.manchester.ac.uk/escholar/uk-ac-man-scw:307749


Technical University of Lisbon

24. Toraní, Ângelo Gabriel Filipe. An investment strategy based on EPS revision.

Degree: 2016, Technical University of Lisbon

Mestrado em Finanças

Através da compra de ações, alvo das mais altas revisões a três meses nas estimativas de resultados por ação pelo consenso de… (more)

Subjects/Keywords: estratégias; gestão ativa; excesso retorno; mercados eficientes; revisões analistas; tendências mercado; strategies; active management; excess return; markets' effiency; analyst revisions; overreaction; market tendencies

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

APA (6th Edition):

Toraní, . G. F. (2016). An investment strategy based on EPS revision. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13104

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):

Toraní, Ângelo Gabriel Filipe. “An investment strategy based on EPS revision.” 2016. Thesis, Technical University of Lisbon. Accessed January 28, 2020. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13104.

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

MLA Handbook (7th Edition):

Toraní, Ângelo Gabriel Filipe. “An investment strategy based on EPS revision.” 2016. Web. 28 Jan 2020.

Vancouver:

Toraní GF. An investment strategy based on EPS revision. [Internet] [Thesis]. Technical University of Lisbon; 2016. [cited 2020 Jan 28]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13104.

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

Council of Science Editors:

Toraní GF. An investment strategy based on EPS revision. [Thesis]. Technical University of Lisbon; 2016. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/13104

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

25. JIANG HAO. Institutional investors, intangible information and the book-to-market effect.

Degree: 2007, National University of Singapore

Subjects/Keywords: Institutional Investors; Intangible Information; Book-to-Market Effect; Herding; Overreaction; Mispricing

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

APA (6th Edition):

HAO, J. (2007). Institutional investors, intangible information and the book-to-market effect. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/13395

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):

HAO, JIANG. “Institutional investors, intangible information and the book-to-market effect.” 2007. Thesis, National University of Singapore. Accessed January 28, 2020. http://scholarbank.nus.edu.sg/handle/10635/13395.

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

MLA Handbook (7th Edition):

HAO, JIANG. “Institutional investors, intangible information and the book-to-market effect.” 2007. Web. 28 Jan 2020.

Vancouver:

HAO J. Institutional investors, intangible information and the book-to-market effect. [Internet] [Thesis]. National University of Singapore; 2007. [cited 2020 Jan 28]. Available from: http://scholarbank.nus.edu.sg/handle/10635/13395.

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

Council of Science Editors:

HAO J. Institutional investors, intangible information and the book-to-market effect. [Thesis]. National University of Singapore; 2007. Available from: http://scholarbank.nus.edu.sg/handle/10635/13395

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

26. XU JIA. Winners, losers and market regimes.

Degree: 2005, National University of Singapore

Subjects/Keywords: market state; regime-switching model; momentum; long-run reversal; and overreaction.

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

APA (6th Edition):

JIA, X. (2005). Winners, losers and market regimes. (Thesis). National University of Singapore. Retrieved from http://scholarbank.nus.edu.sg/handle/10635/14580

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):

JIA, XU. “Winners, losers and market regimes.” 2005. Thesis, National University of Singapore. Accessed January 28, 2020. http://scholarbank.nus.edu.sg/handle/10635/14580.

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

MLA Handbook (7th Edition):

JIA, XU. “Winners, losers and market regimes.” 2005. Web. 28 Jan 2020.

Vancouver:

JIA X. Winners, losers and market regimes. [Internet] [Thesis]. National University of Singapore; 2005. [cited 2020 Jan 28]. Available from: http://scholarbank.nus.edu.sg/handle/10635/14580.

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

Council of Science Editors:

JIA X. Winners, losers and market regimes. [Thesis]. National University of Singapore; 2005. Available from: http://scholarbank.nus.edu.sg/handle/10635/14580

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


University of New Orleans

27. He, Wei. An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice.

Degree: PhD, Economics and Finance, 2004, University of New Orleans

 Chapter 1 of the dissertation investigates the firms' restructuring choice between minority carve-outs and tracking stocks using samples during 1990-2001. The extra compensation from the… (more)

Subjects/Keywords: Restructuring choice; Tracking stocks; Carve-outs; Value effects; overreaction; implied volatility

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

APA (6th Edition):

He, W. (2004). An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice. (Doctoral Dissertation). University of New Orleans. Retrieved from https://scholarworks.uno.edu/td/174

Chicago Manual of Style (16th Edition):

He, Wei. “An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice.” 2004. Doctoral Dissertation, University of New Orleans. Accessed January 28, 2020. https://scholarworks.uno.edu/td/174.

MLA Handbook (7th Edition):

He, Wei. “An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice.” 2004. Web. 28 Jan 2020.

Vancouver:

He W. An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice. [Internet] [Doctoral dissertation]. University of New Orleans; 2004. [cited 2020 Jan 28]. Available from: https://scholarworks.uno.edu/td/174.

Council of Science Editors:

He W. An Investigation of Overreaction via Implied Volatility and a Comparison between Tracking Stocks and Carve-Outs as a Restructuring Choice. [Doctoral Dissertation]. University of New Orleans; 2004. Available from: https://scholarworks.uno.edu/td/174


Universidade Presbiteriana Mackenzie

28. Carlos Marcelo Lauretti. A sobre-reação do mercado à realização de informações intangíveis.

Degree: 2008, Universidade Presbiteriana Mackenzie

Explicar os conhecidos efeitos Book-to-Market (B/M), sobre-reação dos investidores e reversão de retornos tem sido uma grande preocupação dos estudos acadêmicos nas últimas décadas. Esta… (more)

Subjects/Keywords: behavioral financial; finanças comportamentais; retornos seccionais de ações; sobre-reação do mercado de ações; estratégias de valor; market efficiency; intangible assets; cross-sectional returns; stock market overreaction; contrarian investment; ADMINISTRACAO DE EMPRESAS; eficiência de mercados; ativos intangíveis

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

APA (6th Edition):

Lauretti, C. M. (2008). A sobre-reação do mercado à realização de informações intangíveis. (Thesis). Universidade Presbiteriana Mackenzie. Retrieved from http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=871

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):

Lauretti, Carlos Marcelo. “A sobre-reação do mercado à realização de informações intangíveis.” 2008. Thesis, Universidade Presbiteriana Mackenzie. Accessed January 28, 2020. http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=871.

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

MLA Handbook (7th Edition):

Lauretti, Carlos Marcelo. “A sobre-reação do mercado à realização de informações intangíveis.” 2008. Web. 28 Jan 2020.

Vancouver:

Lauretti CM. A sobre-reação do mercado à realização de informações intangíveis. [Internet] [Thesis]. Universidade Presbiteriana Mackenzie; 2008. [cited 2020 Jan 28]. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=871.

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

Council of Science Editors:

Lauretti CM. A sobre-reação do mercado à realização de informações intangíveis. [Thesis]. Universidade Presbiteriana Mackenzie; 2008. Available from: http://tede.mackenzie.com.br//tde_busca/arquivo.php?codArquivo=871

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

29. Wanderley da Fonte Neto, Jayme. A hipótese de eficiência de mercado e as finanças comportamentais : evidências empíricas no mercado acionário brasileiro e uma proposta teórica integrativa .

Degree: 2006, Universidade Federal de Pernambuco

 A hipótese de eficiência de mercado (HEM) e as finanças comportamentais são alguns dos mais polêmicos temas no contexto da pesquisa em finanças. Investigações sobre… (more)

Subjects/Keywords: Administração financeira Investimentos de capital - Brasil; Eficiência de mercado; Finanças comportamentais; Overreaction ( sobre-reação); Mercado Anomalias

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

APA (6th Edition):

Wanderley da Fonte Neto, J. (2006). A hipótese de eficiência de mercado e as finanças comportamentais : evidências empíricas no mercado acionário brasileiro e uma proposta teórica integrativa . (Thesis). Universidade Federal de Pernambuco. Retrieved from http://repositorio.ufpe.br/handle/123456789/997

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):

Wanderley da Fonte Neto, Jayme. “A hipótese de eficiência de mercado e as finanças comportamentais : evidências empíricas no mercado acionário brasileiro e uma proposta teórica integrativa .” 2006. Thesis, Universidade Federal de Pernambuco. Accessed January 28, 2020. http://repositorio.ufpe.br/handle/123456789/997.

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

MLA Handbook (7th Edition):

Wanderley da Fonte Neto, Jayme. “A hipótese de eficiência de mercado e as finanças comportamentais : evidências empíricas no mercado acionário brasileiro e uma proposta teórica integrativa .” 2006. Web. 28 Jan 2020.

Vancouver:

Wanderley da Fonte Neto J. A hipótese de eficiência de mercado e as finanças comportamentais : evidências empíricas no mercado acionário brasileiro e uma proposta teórica integrativa . [Internet] [Thesis]. Universidade Federal de Pernambuco; 2006. [cited 2020 Jan 28]. Available from: http://repositorio.ufpe.br/handle/123456789/997.

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

Council of Science Editors:

Wanderley da Fonte Neto J. A hipótese de eficiência de mercado e as finanças comportamentais : evidências empíricas no mercado acionário brasileiro e uma proposta teórica integrativa . [Thesis]. Universidade Federal de Pernambuco; 2006. Available from: http://repositorio.ufpe.br/handle/123456789/997

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


Technical University of Lisbon

30. Baptista, Artur Manuel de Jesus. Sobreajustamento de curto parzo no mercado de capitais português.

Degree: 2002, Technical University of Lisbon

Mestrado em Gestão e Estratégia Industrial

Este estudo tem como objectivo verificar se se confirma o fenómeno de , sobreajustamento de curto-prazo numa base diária… (more)

Subjects/Keywords: Sobreajustamento de curto prazo; Estratégia contrária; Estratégia de momentum; Ganhadora; Perdedora; Short-term overreaction; Contrarian strategy; Momentum strategy; Winner; Loser

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

APA (6th Edition):

Baptista, A. M. d. J. (2002). Sobreajustamento de curto parzo no mercado de capitais português. (Thesis). Technical University of Lisbon. Retrieved from https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15551

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):

Baptista, Artur Manuel de Jesus. “Sobreajustamento de curto parzo no mercado de capitais português.” 2002. Thesis, Technical University of Lisbon. Accessed January 28, 2020. https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15551.

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

MLA Handbook (7th Edition):

Baptista, Artur Manuel de Jesus. “Sobreajustamento de curto parzo no mercado de capitais português.” 2002. Web. 28 Jan 2020.

Vancouver:

Baptista AMdJ. Sobreajustamento de curto parzo no mercado de capitais português. [Internet] [Thesis]. Technical University of Lisbon; 2002. [cited 2020 Jan 28]. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15551.

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

Council of Science Editors:

Baptista AMdJ. Sobreajustamento de curto parzo no mercado de capitais português. [Thesis]. Technical University of Lisbon; 2002. Available from: https://www.rcaap.pt/detail.jsp?id=oai:www.repository.utl.pt:10400.5/15551

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

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