Concepedia

Extreme-return Reactions

Extreme-Return Reactions is a behavioral financial construct that identifies and characterizes the systematic bias in investor sentiment and trading behavior triggered by unusually high or low asset returns, distinguishing it from generalized market reactions by focusing specifically on the psychological and allocative effects of return outliers.

14

Publications

824

Citations

32

Authors

33

Institutions

Publications per year

2017–2026

9

Parents

Publications

14

Regulatory underpricing: Determinants of Chinese extreme IPO returns

Lihui Tian · Journal of Empirical Finance · 2010 · 211 citations

, , +14

Do extreme returns matter in emerging markets? Evidence from the Chinese stock market

Gilbert V. Nartea, Dongmin Kong, Ji Wu · Journal of Banking & Finance · 2016 · 159 citations

, , +14

Maxing Out Globally: Individualism, Investor Attention, and the Cross Section of Expected Stock Returns

Yong-Ho Cheon, Kuan‐Hui Lee · Management Science · 2017 · 114 citations

, , +15

Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications

Mohammad Abdullah, David Adeabah, Emmanuel Joel Aikins Abakah et al. · Finance research letters · 2023 · 62 citations

, , +17

Extreme returns in emerging stock markets: evidence of a MAX effect in South Korea

Gilbert V. Nartea, Ji Wu, Hong Tao Liu · Applied Financial Economics · 2014 · 47 citations

, , +16

1–5 of 14

Authors

32

  1. GV
    Gilbert V. Nartea

    Lincoln University, New Zealand

    3 publications · 230 citations

    3

    h-index

  2. JW
    Ji Wu

    Massey University, New Zealand

    2 publications · 71 citations

    2

    h-index

  3. YC
    Yong-Ho Cheon

    Seoul National University, South Korea

    1 publications · 114 citations

    1

    h-index

  4. KV
    Kurt Verstegen

    University of Antwerp, Belgium

    1 publications · 27 citations

    1

    h-index

  5. DK
    Dongmin Kong

    Huazhong University of Science and Technology, China

    1 publications · 159 citations

    1

    h-index

1–5 of 32

Institutions

33

  1. Massey University

    Palmerston North, New Zealand

    3 h-index

    3 publications

    210 citations

  2. Huazhong University of Science and Technology

    Wuhan, China

    1 h-index

    1 publications

    24 citations

  3. Incheon National University

    Incheon, South Korea

    1 h-index

    1 publications

    114 citations

  4. University of Canterbury

    Christchurch, New Zealand

    1 h-index

    1 publications

    24 citations

  5. North South University

    Dhaka, Bangladesh

    1 h-index

    1 publications

    11 citations

  6. Zhongnan University of Economics and Law

    Wuhan, China

    1 h-index

    1 publications

    159 citations

  7. Åbo Akademi University

    Turku, Finland

    1 h-index

    2 publications

    22 citations

  8. Brazilian Computer Society

    Porto Alegre, Brazil

    1 h-index

    3 publications

    114 citations

1–8 of 33

Venues

  1. SSRN Electronic Journal

    Repository · 2 publications · 51 citations

    2

    h-index

  2. Management Science

    1 publications · 114 citations

    1

    h-index

  3. International Economics

    1 publications · 16 citations

    1

    h-index

  4. International Review of Finance

    1 publications · 30 citations

    1

    h-index

  5. International Review of Economics & Finance

    1 publications · 11 citations

    1

    h-index

1–5