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)...
Saved in:
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 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Institution: | Nanyang Technological University |
Language: | English |
Similar Items
-
Investor psychology, point and figure charting in the Singapore stock market.
by: Han, Junguang., et al.
Published: (2008) -
Behavioural study on individual share investors in Singapore.
by: Chua, Soo Kiat., et al.
Published: (2008) -
Testing Overreaction and Under-reaction in the Commodity Futures Market
by: DAI, Jingyu
Published: (2012) -
Daily volatility behaviour in agricultural futures market
by: Ang, Kelly, et al.
Published: (2009) -
Market's Overreaction In The Indonesian Stock Market
by: Perpustakaan UGM, i-lib
Published: (1997)