Essays about: "Causational events"

Found 1 essay containing the words Causational events.

  1. 1. Potential Overreactions and Reversal Effects, Evidence from the Swedish Market

    University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

    Author : Filip Abrahamsson Kwetczer; Carl Åkerlind; [2015]
    Keywords : Overreaction Hypothesis; Reversal effects; Causational events; OMXS30; Swedish Market;

    Abstract : Ever since De Bondt and Thaler first formulated the Overreaction Hypothesis researchers have been studying different financial markets searching for evidence for an overreacting market. This paper examines if the OMXS30 stocks overreact to extreme events and if certain variables, such as the underlying causational event of the potential overreaction and furthermore the characteristics of the potential overreaction itself, can explain the probability of reversals taking place. READ MORE