Overreaction Analysis In State-Owned Equities
نویسندگان
چکیده
منابع مشابه
Overrεaction Analysis in State-owned Equities
This paper challenges the research hypothesis that psychological factors and market sentiment can influence and alter the trajectory of state-owned equities. For this purpose, an overreaction analysis was performed in a wide data spectrum consisting of daily returns of 184 state-owned enterprises operating in countries from three continents, over a ten year period divided in five biannual test ...
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ژورنال
عنوان ژورنال: Asian Economic and Financial Review
سال: 2017
ISSN: 2305-2147,2222-6737
DOI: 10.18488/journal.aefr/2017.7.3/102.3.267.278