Overreaction Effect

The Overreaction Effect is a market anomaly in which asset prices exhibit an exaggerated response to new information, leading to temporary deviations from intrinsic value that are subsequently corrected over time, reflecting excess volatility relative to fundamental valuations.

317

Publications

44.6K

Citations

550

Authors

393

Institutions

Publications per year

2017–2026

65

Variants

Market Overreaction

Authors

550

  1. EG
    Emilios Galariotis

    Audencia Business School, France

    6 publications · 195 citations

    6

    h-index

  2. DH
    David Hirshleifer

    National Bureau of Economic Research, United States

    5 publications · 6.7K citations

    5

    h-index

  3. KH
    Kewei Hou

    The Ohio State University, United States

    4 publications · 512 citations

    4

    h-index

  4. YM
    Yueran Ma

    University of Chicago, United States

    4 publications · 826 citations

    4

    h-index

  5. RH
    Richard H. Thaler

    University of Chicago, United States

    4 publications · 11.1K citations

    4

    h-index

1–5 of 550

Venues

  1. SSRN Electronic Journal

    Repository · 52 publications · 3.6K citations

    25

    h-index

  2. The Journal of Finance

    26 publications · 23.5K citations

    24

    h-index

  3. Applied Financial Economics

    11 publications · 267 citations

    10

    h-index

  4. Journal of Business Finance &amp Accounting

    9 publications · 503 citations

    9

    h-index

  5. Journal of Banking & Finance

    9 publications · 607 citations

    9

    h-index

1–5