Short-term overreaction of Islamic stocks to specific events in Indonesia

S Mujadiddah, NA Achsani, MI Irfany - Journal of Islamic Monetary …, 2020 - jimf-bi.org
Overreaction is a phenomenon caused by stock market inefficiencies and also a reaction to
certain events. Das and Krishnakumar (2016) explain that some overreaction phenomena …

[HTML][HTML] Testing the overreaction hypothesis in the mexican stock market

J González Maiz Jiménez… - Contaduría y …, 2020 - scielo.org.mx
The objective of this work is to test the overreaction hypothesis in the Mexican Stock Market
for the period of 2002-2015, using monthly data and applying the Cumulative Average …

[PDF][PDF] Testing the overreaction hypothesis in the Mexican stock market

JGM Jiménez¹, EO Calisto - Contaduría y Administración, 2020 - agora.edu.es
The objective of this work is to test the overreaction hypothesis in the Mexican Stock Market
for the period of 2002-2015, using monthly data and applying the Cumulative Average …

The Anomalies of Winner and Loser Stock Portfolios: Investor Behavior in the Indonesian Sharia Stock Index

E Wijaya, TD Nursanti - TWIST, 2024 - twistjournal.net
The purpose of this study is to determine if winning and losing stock portfolios within the
Indonesian Sharia Stock Index demonstrate overreaction or underreaction in the event of a …

Analisis Overreaction Dan Underreaction Selama Masa Pandemi Covid-19 (Studi Pada Indeks Saham Syariah Indonesia Periode 2020-2022)

N Nadiya - 2023 - repository.ibs.ac.id
Penelitian ini bertujuan untuk menganalisis adakah anomali overreaction dan underreaction
pada portofolio saham winner dan portofolio saham loser di Indeks Saham Syariah …

exploring efficiency, Co-integration, Causality and Volatility Clustering in Unrestricted and Islamic portfolios

SA Shaikh, MHM Shafiai, AG Ismail… - Islamic Capital Markets …, 2016 - Springer
Unlike unrestricted portfolios, Islamic portfolios have a narrow opportunity set for investment.
They also face trading restrictions due to the prohibition of futures, short selling, options and …

Probando la hipótesis de sobrerreacción en el mercado accionario mexicano

J González Maiz Jiménez… - Contaduría y …, 2020 - scielo.org.mx
The objective of this work is to test the overreaction hypothesis in the Mexican Stock Market
for the period of 2002-2015, using monthly data and applying the Cumulative Average …

BİST Endekslerinin Şoklara Kısa-Dönemli Tepkisi: Bir Makro Analiz

AU Özgül, IK Kahraman - Business and Economics Research Journal, 2019 - ceeol.com
Hisse senetlerine odaklı, mikro ölçekte yürütülen De Bondt ve Thaler'in (1985) klasik aşırı
tepki hipotezine yönelik yaklaşımının aksine endeksler veri alınarak yapılan bu çalışmada …

[引用][C] Exploring Efficiency, Co-Integration, Causality & Volatility Clustering in Unrestricted & Islamic Portfolios Salman Ahmed Shaikh Muhammad Hakimi Mohd …

AG Ismail, MA Ismail