developments. A sharp increase in the number of overreactions occurs in crisis periods. The frequency of overreactions is linked to …This paper explores the frequency of price overreactions in the US stock market by focusing on the Dow Jones Industrial … Index over the period 1990-2017. It uses two different methods (static and dynamic) to detect overreactions and then carries …

This paper explores the frequency of price overreactions in the US stock market by focusing on the Dow Jones Industrial … Index over the period 1990-2017. It uses two different methods (static and dynamic) to detect overreactions and then carries …: whether or not the frequency of overreactions varies over time (H1), is informative about crises (H2) and/or price movements …

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 … VAR models. Specifically, the hypotheses tested are whether or not the frequency of overreactions (i) is informative about …