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Humphreys, Brad R.; Paul, Rodney J.; Weinbach, Andrew P. - In: International journal of sport finance 8 (2013) 4, pp. 294-311

Persistent link: https://www.econbiz.de/10010359634

Financial behavior of investors : long-run overreaction phenomenon in Euronext stock exchange

Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020

The research investigates the long-run overreaction phenomenon in EURONEXT stock exchange. Data of EURONEXT stock exchange for the period of 2000-2017 were employed for the winner and the loser portfolio formation and systemic risk adjustment with the CAPM. Robustness was checked with t-test...

Persistent link: https://www.econbiz.de/10012793028

Market efficiency in real time : evidence from low latency activity around earnings announcements

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A novel market efficiency index for energy futures and their term structure risk premiums

Kuruppuarachchi, Duminda; Premachandra, I. M.; Roberts, … - In: Energy economics 77 (2019), pp. 23-33

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Investors' limited attention : evidence from REITs

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Performance of technical trading rules : evidence from the crude oil market

Psaradellis, Ioannis; Laws, Jason; Pantelous, Athanasios A. - In: The European journal of finance 25 (2019) 17, pp. 1793-1815

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The financial strength anomaly in the UK : information uncertainty or liquidity?

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Investor sentiment and efficiency of the cryptocurrency market : the case of the Crypto Fear & Greed Index

Łęt, Blanka; Sobański, Konrad; Świder, Wojciech; … - In: Eurasian Business and Economics Perspectives : …, (pp. 271-287). 2023

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An experimental analysis of investor sentiment

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Efficient market hypothesis in China stock markets

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