This asymmetry suggests that investors in the German stock market are consistently overoptimistic. That is, their optimism causes them to overreact to goods ...
Thus, our results support an overoptimism hypothesis for the German market. Further, for price decreases we find strong evidence of a size effect, while for ...
Share. My bibliography Save this article. Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market. Author ...
Ising, J. & Schiereck, D. & Simpson, M. & Thomas, T. W., 2006. "Stock Returns Following Large One-month Declines and Jumps: Evidendence of Overoptimism in ...
Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market Article (Web of Science).
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Sep 1, 2006 · Stock returns following large 1-month declines and jumps: Evidence of overoptimism in the German market · 34 Citations · 32 References.
This paper investigates the reaction of individual stock prices to extreme swings of the broader US market between 1926 and 2013.
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Titel: Stock Returns Following Large One-month Declines and Jumps: Evidendence of Overoptimism in the German Market. Sprache: Englisch. Publikationsjahr: 2006.
This study tests for underreaction and overreaction in European large cap markets by examining the abnormal returns of those stocks in the EuroStoxx 50 ...
Mar 1, 1994 · The authors examine stock returns following large one-day price declines and find that the bid-ask bounce and the degree of market liquidity ...