OVERREACTION AND UNDERREACTION

Itzhak Venezia

Chapter 9 in Lecture Notes in Behavioral Finance, 2018, pp 129-144 from World Scientific Publishing Co. Pte. Ltd.

Abstract: The following sections are included:Definitions of Underreaction and OverreactionEmpirical Evidence of Overreaction and its CritiqueCasual Evidence of Overreaction: The Subprime Crisis of 2008 and Brexit 2016Empirical Evidence of UnderreactionHow can Overreaction and Underreaction be Reconciled?

Keywords: Behavioral Finance; Rationality; Prospect Theory; Cognitive and Psychological; Efficient Markets; Market Anomalies; Limits to Arbitrage; Heuristics (search for similar items in EconPapers)
Date: 2018
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