Boubaker, S. ; Farag, H. ; Nguyen, D.K. Short-term overreaction to specific events: Evidence from an emerging market. 2015 Res. Int. Bus. Finance. 35 153-165
Bremer, M. ; Sweeney, R.J. The reversal of large stock-price decreases. 1991 J. Finance. 46 747-754
Brown, K.C. ; Harlow, W.V. ; Tinic, S.M. Risk aversion, uncertain information, and market efficiency. 1988 J. Financ. Econ.. 22 355-385
Campbell, K. ; Limmack, R.J. Long-term over-reaction in the UK stock market and size adjustments. 1997 Appl. Financial Econ.. 7 537-548
Caporale, G.M. ; Gil-Alana, L. ; Plastun, A. Long-term price overreactions: Are markets inefficient?. 2019 J. Econ. Financ.. 43 657-680
Caporale, G.M. ; Gil-Alana, L. ; Plastun, A. Short-term price overreactions: Identification, testing, exploitation. 2018 Comput. Econ.. 51 913-940
Caporale, G.M. ; Plastun, A. On stock price overreactions: frequency, seasonality and information content. 2019 J. Appl. Econ.. 22 602-621
Caporale, G.M. ; Plastun, A. Price overreactions in the cryptocurrency market. 2019 J. Econ. Stud.. -
Chen, Q. ; Hua, X. ; Jiang, Y. Contrarian strategy and herding behaviour in the Chinese stock market. 2018 Eur. J. Finance. 24 1552-1568
Chevapatrakul, T. ; Mascia, D.V. Detecting overreaction in the bitcoin market: A quantile autoregression approach. 2019 Finance Res. Lett.. 30 371-377
- Clements, A. ; Drew, M.E. ; Reedman, E.M. ; Veeraraghavan, M. The death of the overreaction anomaly? A multifactor explanation of contrarian returns. 2009 Invest. Manage. Financ. Innov.. 6 76-85
Paper not yet in RePEc: Add citation now
Cox, D.R. ; Peterson, D.R. Stock returns following large one-day declines: Evidence on short-term reversals and longer-term performance. 1994 J. Finance. 49 255-267
De Bondt, W.F. ; Thaler, R. Does the stock market overreact?. 1985 J. Finance. 40 793-805
De Bondt, W.F. ; Thaler, R.H. Further evidence on investor overreaction and stock market seasonality. 1987 J. Finance. 42 557-581
- Fama, E.F. The behavior of stock-market prices. 1965 J. Bus.. 38 34-105
Paper not yet in RePEc: Add citation now
Fama, E.F. ; French, K.R. Common risk factors in the returns on stocks and bonds. 1993 J. Financ. Econ.. 33 3-56
Heyman, D. ; Lescrauwaet, M. ; Stieperaere, H. Investor attention and short-term return reversals. 2019 Finance Res. Lett.. 29 1-6
Jin, C. ; Lu, X. ; Zhang, Y. Market reaction, COVID-19 pandemic and return distribution. 2022 Finance Res. Lett.. 47 -
- Kahneman, D. ; Slovic, S.P. ; Slovic, P. ; Tversky, A. Judgment Under Uncertainty: Heuristics and Biases. 1982 Cambridge University Press:
Paper not yet in RePEc: Add citation now
Lasfer, M.A. ; Melnik, A. ; Thomas, D.C. Short-term reaction of stock markets in stressful circumstances. 2003 J. Bank. Financ.. 27 1959-1977
Lin, Q. Residual momentum and the cross-section of stock returns: Chinese evidence. 2019 Finance Res. Lett.. 29 206-215
MacKinlay, A.C. Event studies in economics and finance. 1997 J. Econ. Lit.. 35 13-39
- Neszveda, G. ; Till, G. ; Timár, B. ; Varga, M. Is short-term reversal driven by liquidity provision in emerging markets? Evidence from China. 2022 Finance Res. Lett.. 50 -
Paper not yet in RePEc: Add citation now
- Otchere, I. ; Chan, J. Short-term overreaction in the Hong Kong stock market: can a contrarian trading strategy beat the market?. 2003 J. Behav. Financ.. 4 157-171
Paper not yet in RePEc: Add citation now
Parikakis, G.S. ; Syriopoulos, T. Contrarian strategy and overreaction in foreign exchange markets. 2008 Res. Int. Bus. Finance. 22 319-324
- Pettengill, G.N. ; Jordan, B.D. The overreaction hypothesis, firm size, and stock market seasonality. 1990 J. Portf. Manag.. 16 60-
Paper not yet in RePEc: Add citation now
Piccoli, P. ; Chaudhury, M. ; Souza, A. How do stocks react to extreme market events? Evidence from Brazil. 2017 Res. Int. Bus. Finance. 42 275-284
Plastun, A. ; Sibande, X. ; Gupta, R. ; Wohar, M.E. Evolution of price effects after one-day abnormal returns in the US stock market. 2021 N. Am. J. Econ. Financ.. 57 -
- Pokavattana, N. ; Sethjinda, T. ; Tangjitprom, N. The over-reaction effect in the stock exchange of Thailand: An empirical study. 2019 J. Community Dev. Res. (Humanit. Soc. Sci.). 12 92-106
Paper not yet in RePEc: Add citation now
Richards, A.J. Winner-loser reversals in national stock market indices: Can they be explained?. 1997 J. Finance. 52 2129-2144
Scherf, M. ; Matschke, X. ; Rieger, M.O. Stock market reactions to COVID-19 lockdown: A global analysis. 2022 Financ. Res. Lett.. 45 -
Shieh, S.-J. ; Lin, C.-Y. ; Ho, P.-H. Large changes in stock prices: Market, liquidity, and momentum effect. 2012 Q. Rev. Econ. Finance. 52 183-197
Shiller, R.J. Do stock prices move too much to be justified by subsequent changes in dividends?: Reply. 1983 Amer. Econ. Rev.. 73 236-237
Wu, Y. Momentum trading, mean reversal and overreaction in Chinese stock market. 2011 Rev. Quant. Financ. Account.. 37 301-323
Yildiz, Y. ; Karan, M.B. Momentum or market? Determinants of large stock price changes in an emerging market. 2019 Appl. Econ.. 51 731-742
Zaremba, A. ; Kizys, R. ; Raza, M.W. The long-run reversal in the long run: Insights from two centuries of international equity returns. 2020 J. Empir. Financ.. 55 177-199