Essays about: "investor overreaction"

Found 2 essays containing the words investor overreaction.

1. 1. Price Shocks and Investor Irrationality

   University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomi

   Author : Fredrika Bruu; Emma Åkerstén; [2020]
   Keywords : Overreactions; Underreactions; Stock Market Reactions; Price Shocks; Contrarian Strategy;

   Abstract : This paper replicates the research conducted by Benou and Richie (2003) on overreactions among investors to news or events causing large price changes to occur in the stock market. While the original study focuses solely on large price decreases among well-established firms listed in the S&P 100 index on the U.S. READ MORE

3. 2. Performance of Value-Investing Strategies: Swedish Evidence, 2000-2010

   University essay from Göteborgs universitet/Graduate School

   Author : Johan Eklund; [2012-07-25]
   Keywords : Value-investing; valuation ratios; EBITDA EV; FCFF EV; market irrationality; investor overreaction; investor overconfidence;

   Abstract : The main objective of this study is to provide updated empirical evidence on the risk-return performance of “value-investing” portfolio selection strategies in a survivorship bias controlled setting. We cover non-Financial firms publically traded in Sweden during the time period of July 2000 to June 2010. READ MORE