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Asymmetric and negative return-volatility relation : a behavioural explanation
Abbes, Mouna Boujelbène, (2013)
The effect of ambiguity on price formation and trading behavior in financial markets
Li, Wenhui, (2021)
Invariance in buy-sell switching points
Bae, Kyoung-hun, (2020)
The magnitude effect in the over-and under-correction in international markets
Lam, Kin, (2008)
A new pseudo-Bayesian model with implications for financial anomalies and investors' behavior
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Market overreaction and underreaction : tests of the directional and magnitude effects
Fabozzi, Frank J., (2013)