A pseudo-Bayesian model in financial decision making with implications to market volatility, under- and overreaction

European Journal of Operational Research

Volumn 203, Issue 1, 2010, Pages 166-175

  Lam, Kin ^a   Liu, Taisheng ^a   Wong, Wing Keung ^a  

^a HONG KONG BAPTIST UNIVERSITY   (Hong Kong)

Author keywords

Bayesian model; Overreaction; Representative and conservative heuristics; Stock price; Stock return; Underreaction

Indexed keywords

BAYESIAN MODEL; OVERREACTION; REPRESENTATIVE AND CONSERVATIVE HEURISTICS; STOCK PRICE; STOCK RETURN; UNDERREACTION;

BAYESIAN NETWORKS; HEURISTIC METHODS;

INVESTMENTS;

EID: 70350571647     PISSN: 03772217     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ejor.2009.07.005     Document Type: Article

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