Stock Market Overreaction

Raj S. Dhankar ()
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Raj S. Dhankar: University of Delhi

Chapter Chapter 4 in Risk-Return Relationship and Portfolio Management, 2019, pp 63-76 from Springer

Abstract: Abstract Overreaction EffectOverreaction effect can be traced back to 1980s when DeBondt and Thaler (The Journal of Finance XL:793–805, 1985) argued that there existed a strong tendency for both low- and high-performing securities in one period to experience a reversal in the following years. Since then, it has become one of the grey areas in finance and leads to an ongoing debate on its existence. The study critically evaluates the work of various authors discussing the possible causes of the effect and its behavioural aspects.

Date: 2019
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DOI: 10.1007/978-81-322-3950-5_4

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