Does the Stock Market Overreact?
ABSTRACT Research in experimental psychology suggests that, in violation of Bayes' rule, most people tend to “overreact” to unexpected and dramatic news events. This study of ma...
Publications
2 shownFurther Evidence On Investor Overreaction and Stock Market Seasonality
ABSTRACT In a previous paper, we found systematic price reversals for stocks that experience extreme long‐term gains or losses: Past losers significantly outperform past winners...
Frequent Co-Authors
Researcher Info
- h-index
- 2
- Publications
- 2
- Citations
- 9,385
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Impact Metrics
h-index
2
h-index: Number of publications with at least h citations each.