Narrow search
Showing 1 - 10 of 39,270
Cover Image
Are all text news just a noise for investors? : impact of online texts on Bitcoin returns
Damjanović, Aleksandar; Drenovak, Mikica - In: Ekonomske teme 61 (2023) 2, pp. 121-144
The paper demonstrates the power of alternative data. Relying on the indicators obtained by mining online publicly available news articles, authors analyze their impact on Bitcoin returns. This research shows that in the first quarter of 2022 Bitcoin returns could be explained by the sentiment...
Persistent link: https://www.econbiz.de/10014372681
Cover Image
Intangible assets and analysts’ overreaction and underreaction to earnings information : empirical evidence from saudi arabia
Elkemali, Taoufik - In: Risks : open access journal 12 (2024) 4, pp. 1-16
, analysts exhibit systematic optimism rather than systematic underreaction or overreaction. The results also highlight that the … simultaneous phenomena of overreaction and underreaction is more pronounced in high intangible asset firms compared to low …Several prior studies indicate that financial analysts exhibit systematic underreaction to information; others …
Persistent link: https://www.econbiz.de/10014636511
Cover Image
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - 2018
This paper investigates the role of the frequency of price overreactions in the cryptocurrency market in the case of BitCoin over the period 2013-2018. Specifically, it uses a static approach to detect overreactions and then carries out hypothesis testing by means of a variety of statistical...
Persistent link: https://www.econbiz.de/10011922057
Cover Image
Bitcoin fluctuations and the frequency of price overreactions
Caporale, Guglielmo Maria; Plastun, Alex; Oliinyk, Viktor - 2018
Persistent link: https://www.econbiz.de/10011995725
Cover Image
Momentum effects in the cryptocurrency market after one-day abnormal returns
Caporale, Guglielmo Maria; Plastun, Alex - 2019
returns is different on overreaction days compared to normal days; H2) there is a momentum effect on overreaction days, and H3 … ends by estimating specific timing parameters. Prices tend to move in the direction of the overreaction till the end of the …
Persistent link: https://www.econbiz.de/10012118561
Cover Image
Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann–Whitney U test) tests confirm the presence of price patterns...
Persistent link: https://www.econbiz.de/10011789179
Cover Image
Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and Dash. A number of parametric (t-test, ANOVA, regression analysis with dummy variables) and non-parametric (Mann-Whitney U test) tests confirm the presence of price patterns after...
Persistent link: https://www.econbiz.de/10011789323
Cover Image
Price overreactions in the cryptocurrency market
Caporale, Guglielmo Maria; Plastun, Alex - 2018
Persistent link: https://www.econbiz.de/10011995547
Cover Image
Overconfidence bias, over/under-reaction of financial analysts on the Tunisian stock market, and their impact on the earnings forecasts
Bouteska, Ahmed; Regaieg, Boutheina - In: International journal of economics and financial issues … 7 (2017) 2, pp. 208-214
Persistent link: https://www.econbiz.de/10011786575
Cover Image
A Bayesian approach to excess volatility, short-term underreaction and long-term overreaction during financial crises
Guo, Xu; McAleer, Michael; Wong, Wing Keung; Zhu, Lixing - 2016
-term underreaction, long-term overreaction, and their magnitude effects during financial crises and subsequent recovery. …
Persistent link: https://www.econbiz.de/10011441491