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Overreaction on the Tunisian stock market: an empirical test

Trabelsi, Mohamed Ali - Volkswirtschaftliche Fakultät, … - 2008

context, W.F.M. De Bondt and R. Thaler [1985] disclosed one stock course overreaction: assets having recorded bad performances … recorded excellent performances. In this paper we study the overreaction effect on the Tunisian stock market and we show that … overreaction effect. …

Persistent link: https://www.econbiz.de/10008728054

Massenpsychologie und Börse : So bestimmen Erwartungen und Gefühle Kursverläufe

Kitzmann, Arnold - 2009

Persistent link: https://www.econbiz.de/10004937608

Profitability and diversification benefits of momentum strategies on commodity index futures

Aalto, Antti; Nikkinen, Jussi; Peltomaki, Jarkko; … - In: International Journal of Accounting and Finance 3 (2011) 1, pp. 21-32

This paper examines the profitability and diversification benefits of momentum strategies in commodity futures markets. The results indicate that momentum strategies on the Goldman Sachs Commodity Index (GSCI) futures provide positive abnormal returns for short and intermediate time horizons....

Persistent link: https://www.econbiz.de/10009360043

Overconfidence, overreaction and personality.

Durand, Robert; Newby, Rick; Tant, Kevin; … - In: Review of Behavioral Finance 5 (2013) October, pp. 104-133

and overreaction in an experimental foreign exchange market. Design/methodology/approach – The paper measures the … overreaction in financial markets. The paper presents meta-analysis which facilitates the development of a posteriori theories of …

Persistent link: https://www.econbiz.de/10010706076

Would various benchmark measurements affect abnormal return performances of IPO? Evidence from Taiwan's IPO market

Li, Ming-Yuan Leon - In: International Journal of Business Performance Management 10 (2008) 1, pp. 30-38

might correspond to different magnitudes of abnormal returns of IPO. The aforementioned hypothesis is tested in Taiwan …

Persistent link: https://www.econbiz.de/10010669350

Revenue enhancement and wealth effects of mergers and acquisitions in Asian emerging markets

Ma, Jianyu; Pagan, Jose A.; Chu, Yun - In: International Journal of Revenue Management 4 (2010) 2, pp. 179-194

Revenue enhancement and value creation are core issues of mergers and acquisitions (M&A). Revenue enhancing synergy associated with cross-industry M&A is supported by Asian emerging markets. Both within-industry M&A and cross-industry M&A deals realise significant positive abnormal returns. The...

Persistent link: https://www.econbiz.de/10008755505