Caporale, Guglielmo Maria; Plastun, Alex - In: Journal of applied economics 22 (2019) 1, pp. 602-621
following hypotheses are tested: whether or not the frequency of overreactions varies over time (H1), is informative about … seasonality is found. On the whole, it appears that the frequency of overreactions can provide useful information about market … developments. A sharp increase in the number of overreactions occurs in crisis periods. The frequency of overreactions is linked to …