Over- and underreactions in American and global stock market indexes.
The primary objectives of this study are to investigate the stock market over- or underreaction of various U.S. stock market indexes, the over- or underreaction of a global stock market index, and the over- or underreaction of various-countries' national stock markets relative to a "global" over- or underreaction. The secondary objectives are to investigate the reasons for the U.S. over- or underreaction and for the relative under- or overreaction of individual countries.
Authors: | Schnusenberg, Oliver. |
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Institutions: | Florida Atlantic University |
Subject: | Finance |
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