Market overreaction : understanding drivers of investor behaviour

In this paper, we seek to determine if large price drops and subsequent price reversals are a result of market sentiment, industry-type and type of news while validating conventional literature on market overreaction. Our study provides further evidence to earlier studies by Ajayi and Mehdian (1994)...

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Bibliographic Details
Main Authors: Neo, Liat Beng, Koh, Liang Han, Ng, Jonathan Wen Jie
Other Authors: Suman Banerjee
Format: Final Year Project
Language:English
Published: 2013
Subjects:
Online Access:http://hdl.handle.net/10356/51530
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Institution: Nanyang Technological University
Language: English