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Displaying results 1 to 8 of 8.

  1. Long-term earnings forecasts, managerial distortion, and stock returns
    Author: Hameed, Allaudeen; Massa, Massimo; Ni, Zhenghui
    Published: [2023]
    Publisher:  INSEAD, [Fontainebleau]

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Array ; 2023, 02
    Subjects: Overreaction; Analyst Forecasts; Return Predictability; Earnings Predictability; Managerial Manipulation; Conglomerates
    Scope: 1 Online-Ressource (circa 73 Seiten), Illustrationen
  2. Long-term earnings forecasts, sentiment-manipulation, and stock returns
    Author: Hameed, Allaudeen; Massa, Massimo; Ni, Zhenghui
    Published: [2023]
    Publisher:  INSEAD, [Fontainebleau]

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: Revised version of 2023/02/FIN
    Series: Array ; 2023, 40
    Subjects: Overreaction; Analyst Forecasts; Return Predictability; Biased Expectations; Sentiment Manipulation; Conglomerates
    Scope: 1 Online-Ressource (circa 62 Seiten), Illustrationen
  3. Banking with overreaction
    Author: Parija, Arpit Kumar; Mathur, Vipul
    Published: June 2023
    Publisher:  Indian Institute of Management Calcutta, Calcutta

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    Keine Rechte
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper series / Indian Institute of Management Calcutta ; no. 898
    Subjects: Loan Loss Provision; Overreaction; Credit Growth; Equity Return
    Scope: 1 Online-Ressource (circa 62 Seiten), Illustrationen
  4. Dual decision processes and noise trading
    Author: Cerigioni, Francesco
    Published: September 2016
    Publisher:  Universitat Pompeu Fabra, Department of Economics and Business, Barcelona

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Economics working paper series / Universitat Pompeu Fabra, Department of Economics and Business ; no. 1553
    Subjects: Asset Pricing; Dual Processes; Noise Trading; Underreaction; Overreaction; Equity-Premium Puzzle
    Scope: 1 Online-Ressource (circa 23 Seiten)
  5. Dual decision processes and noise trading
    Author: Cerigioni, Francesco
    Published: September 2016
    Publisher:  GSE, Graduate School of Economics, Barcelona

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    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
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    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Barcelona GSE working paper series ; no 925
    Subjects: Asset Pricing; Dual Processes; Noise Trading; Underreaction; Overreaction; Equity-Premium Puzzle
    Scope: 1 Online-Ressource (circa 23 Seiten)
  6. The winner's curse on art markets
    Author: Kräussl, Roman; Mirgorodskaya, Elizaveta
    Published: February 2020
    Publisher:  [University of Luxembourg, Faculty of Law, Economics and Finance, Luxembourg School of Finance], [Luxembourg]

    We investigate the effect of overreaction in the fine art market. Using a unique sample of auction prices of modern prints, we define an overvalued (undervalued) print as a print that was bought for a price above (below) its high (low) auction... more

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    Helmut-Schmidt-Universität, Universität der Bundeswehr Hamburg, Universitätsbibliothek
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    We investigate the effect of overreaction in the fine art market. Using a unique sample of auction prices of modern prints, we define an overvalued (undervalued) print as a print that was bought for a price above (below) its high (low) auction pricing estimate. Based on the overreaction hypothesis, we predict that overvalued (undervalued) prints generate a negative (positive) excess return at a subsequent sale. Our empirical findings confirm our expectations. We report that prints that were bought for a price 10 percent above (below) its high (low) pricing estimate generate a positive (negative) excess return of 12 percent (17 percent) after controlling for the general price movement on the prints market. The price correction for overvalued (undervalued) prints is more pronounced during recessions (expansions)

     
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Other identifier:
    Series: LSF research working paper series ; 2020, 4
    Subjects: Overreaction; winner's curse; pricing estimates; repeat sale; auction; art market
    Scope: 1 Online-Ressource (circa 35 Seiten)
  7. The social value of overreaction to information
    Author: Bizzarri, Matteo; D'Arienzo, Daniele
    Published: November 2023
    Publisher:  CSEF, Centre for Studies in Economics and Finance, Department of Economics, University of Naples, Naples, Italy

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    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 660
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Working paper / CSEF, Centre for Studies in Economics and Finance ; no. 690
    Subjects: Overreaction; Diagnostic Expectations; Non-Bayesian learning; Taxes onFinancial Transactions; Asymmetric Information; Externalities
    Scope: 1 Online-Ressource (circa 29 Seiten)
  8. Behavioral preferences and beliefs in asset pricing
    Author: Gertsman, Gleb
    Published: [2023]
    Publisher:  Tilburg University, Tilburg

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    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 181
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    Source: Union catalogues
    Language: English
    Media type: Dissertation
    Format: Online
    ISBN: 9789056687021
    Other identifier:
    Series: [Dissertation series] / [Center for Economic Research, Tilburg University] ; [nr. 700 (2023)]
    Subjects: Asset Pricing; Underreaction; Ambiguity Aversion; Overreaction; Inflation Risk Premium; Model Testing; Assets; Cross Section; Equity; Reversal; Empirical Evidence; Equity Markets; Momentum; Prediction; Premium; Alternatives; Costs
    Scope: 1 Online-Ressource (circa 173 Seiten), Illustrationen
    Notes:

    Dissertation, Tilburg University, 2023