Jan 24, 2021 · This paper suggests innovative investment strategies drawing on return seasonalities. By means of an out-of-sample study of the German stock market.
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ABSTRACT. The field of Finance has undergone an interesting transformation. In the 1970s, Eugene. Fama developed conceptual stages of market efficiency ...
Feb 8, 2022 · We find cross-country evidence that stock markets all significantly react to COVID-19, but with different speeds, strengths and directions.
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This paper reviews the theory and literature on market efficiency and market anomalies. We give a brief review on market efficiency and clearly define the ...
... Underreaction, Overreaction, Adaptive Efficiency and the German Stock Market · T. Moerschen · Dirk Schiereck · Read more. Conference Paper. Testing ...
This paper investigates the magnitude and the main determinants of share price reactions to buy-back announcements of German corporations.
Dec 28, 2018 · This paper examines long-term price overreactions in various financial markets (commodities, US stock market and FOREX).
Standard finance theory had a poor financial crisis, with its primary precepts of market-efficiency and the wisdom of markets looking to some almost silly.
The aim of this study was to investigate overreaction and underreaction from the six main sectors in the Johannesburg stock exchange due to the significant ...
They suggest that such overreaction to past events is consistent with the behavioral decision theory of Kahneman and Tversky (1979), where investors are.
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