Azam, Md Qamar; Hashmi, Nazia Iqbal; Hawaldar, Iqbal Thonse - In: Risks 10 (2022) 3, pp. 1-15
This research paper analyses the impact of COVID-19 to investigate the overconfidence bias in 12 cyclical and defensive sectors in pre- and during COVID-19 periods using daily data from 1 January 2015 to 31 December 2020. The results of VAR show that in the pre COVID-19 phase overconfidence bias...