Essays about: "De Bondt and Thaler"

Found 2 essays containing the words De Bondt and Thaler.

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

3. 2. A short-term contrarian strategy in the Swedish Stock Exchange

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Gustav Aspegren; Henrik Kahm; [2006]
   Keywords : overreaction; reversal; contrarian strategy; De Bondt and Thaler; Economics; econometrics; economic theory; economic systems; economic policy; Nationalekonomi; ekonometri; ekonomisk teori; ekonomiska system; ekonomisk politik; Business and Economics;

   Abstract : One of the most important topics in financial literature is the Efficient Market Hypothesis (EMH). Recent financial research has questioned this hypothesis, and many authors have reached the conclusion that a contrarian strategy creates abnormal positive returns. In other words a strategy profiting buying losers and selling winners. READ MORE