Pricing Continuous Overreaction: Evidences from Tehran Security Exchange
Investors' overreaction is one of the most important behavioral biases which might affect stocks returns so they can be priced. Furthermore, investors' overreaction increases trading volume, therefore it can be captured by using a measure based on trading volume and return sign. In this pa...
Main Authors: | Maryam Davallou, Ahmad Khalaj |
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Format: | Article |
Language: | fas |
Published: |
Alzahra University
2022-03-01
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Series: | راهبرد مدیریت مالی |
Subjects: | |
Online Access: | https://jfm.alzahra.ac.ir/article_6251_5f5c9643c33a9758bbaa1d6537834a42.pdf |
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