The objective of this paper is to examine the overreaction behavior of 20 commodity futures
based on intraday data from November 20, 2019 to June 3, 2020 with a focus on the impact …

It is well known that time series of returns are characterized by volatility clustering and
excess kurtosis. Therefore, when modelling the dynamic behavior of returns, inference and …

Neste artigo, serão apresentados os fundamentos, as evidências empíricas e os modelos
alternativos de finanças comportamentais que buscam identificar reações dos mercados …

Purpose: The purpose of this study was to investigate the existence of familiarity bias
amongst individual investors in the South African stock market. Problem investigated …

Features trading strategies for a variety of asset classes and trading styles including stocks,
options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles …

Overreaction of stock prices is identified when investors give more credence to new
information than its intrinsic value, thus driving stock prices away from the level at which they …

In this paper we investigate short-term contrarian investment strategies in the Australian
stock market using weekly data of those stocks comprising the All Ordinaries Index during …

This paper examines the size and power of test statistics designed to detect abnormal
changes in credit risk as measured by credit default swap (CDS) spreads. We follow a …

We investigate the coexistence of momentum and contrarian strategies in the Australian
equity market from 1992 to 2011. We show that contrarian strategies prevail in the short-term …

This article analyzes whether a market overreaction hypotheses imply short term abnormal
return at the Indonesia Stock Exchange (IDX), during the high volatility of the IDR-USD …