Overreaction diamonds: Precursors and aftershocks for significant price changes

Quantitative Finance

Volumn 7, Issue 3, 2007, Pages 321-342

  Duran, Ahmet ^a   Caginalp, Gunduz ^b  

^a UNIVERSITY OF MICHIGAN   (United States)

^b UNIVERSITY OF PITTSBURGH   (United States)

Author keywords

Behavioral finance; Closed end funds; Diamond pattern; Financial markets; Market dynamics; Over positioning; Overreaction; Price deviation

Indexed keywords

EID: 34347340449     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680601009903     Document Type: Article

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