Herding, momentum and investor over-reaction
Year of publication: |
2008
|
---|---|
Authors: | Hoitash, Rani ; Murugappa (Murgie) Krishnan |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 30.2008, 1, p. 25-47
|
Publisher: |
Springer |
Subject: | Noise in prices | Measuring speculation | Herding not due to information | Momentum trading | Investor over-reaction |
-
Noisy prices and the Fama-French five-factor asset pricing model in China
Lin, Qi, (2017)
-
Volatility, information feedback and market microstructure noise: A tale of two regimes
Andersen, Torben G., (2017)
-
The use of momentum, contrarian and buy-&-hold strategies: survey evidence from fund managers
Schmidt, Ulrich, (2003)
- More ...
-
Estimates of Parameters of a Kyle-Type Model Around Earnings Announcements
Cong, Yu, (2006)
-
Herding, momentum and investor over-reaction
Hoitash, Rani, (2008)
-
The Pricing of Earnings in the Presence of Informed Trades : A Simple GMM Approach
Krishnan, Murugappa (Murgie), (2020)
- More ...