trading simulation approach. The results suggest that hourly returns during the day of positive/negative overreactions are … significantly higher/lower than those during the average positive/negative day. Overreactions can usually be detected before the day … overreactions and ETHUSD negative overreactions) a contrarian effect is detected instead. …

This paper examines long-term price overreactions in various financial markets (commodities, US stock market and FOREX …). First, t-tests are carried out for overreactions as a statistical phenomenon. Second, a trading robot approach is applied to …-called “inertia anomaly”. Both weekly and monthly data are used. Evidence of anomalies is found predominantly in the case of weekly …

profit opportunities in various financial markets. A t-test confirms the presence of overreactions and also suggests that … trading robot approach is then used to test two trading strategies aimed at exploiting the detected anomalies to make abnormal … profits. The results suggest that a strategy based on counter-movements after overreactions does not generate profits in the …

anomalies in price behaviour arise from witching by using various parametric (Student's t-test, and ANOVA) and non … detected anomalies give rise to profit opportunities by applying a trading simulation approach. The results suggest the …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and … test) tests confirm the presence of price patterns after overreactions: the next-day price changes in both directions are … bigger than after "normal" days. A trading robot approach is then used to establish whether these statistical anomalies can …

This paper examines price overreactions in the case of the following cryptocurrencies: BitCoin, LiteCoin, Ripple and … test) tests confirm the presence of price patterns after overreactions: the next-day price changes in both directions are … bigger than after "normal" days. A trading robot approach is then used to establish whether these statistical anomalies can …

remains a question. Using a simple model to illustrate the linkage between idiosyncratic volatility and investor overreaction …

dynamics during the usual days and the overreactions day. There is a strong momentum effect present on the day of overreaction …