Concepedia

Overreaction of Exchange-Traded Funds During the Bubble of 1998-2002

Journal of Behavioral Finance · 2004 · 57 citations · 26 references

Concepts

BusinessEconomicsFinanceFinancial EconomicsFinancial MarketsInternational FinanceCapital MarketsExchange-traded FundsForeign Exchange MarketsConfoundingCurrency Exchange-traded FundsExtreme Price EventsFeedbackFinancial Market EfficiencyOverreaction EffectStock Market Bubbles

Abstract

The Handbook of Behavioral Finance is a comprehensive, topical and concise source of cutting-edge research on recent developments in behavioral finance.

References

26

Judgment under Uncertainty: Heuristics and Biases

Amos Tversky, Daniel Kahneman · Science · 1974 · 28K citations

Business, Decision Sciences, Psychology +17

A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity

Halbert White · Econometrica · 1980 · 26.1K citations

Social Sciences, Economics, Econometrics +11

Judgment under Uncertainty: Heuristics and Biases

Amos Tversky, Daniel Kahneman · 1975 · 23.1K citations

Business, Decision Sciences, Psychology +17

American economic review

Robert Filders · International Journal of Forecasting · 1992 · 16.3K citations

Social Sciences, Business Economics, Economics +2

Continuous Auctions and Insider Trading

Albert S. Kyle · Econometrica · 1985 · 10K citations

Business, Economics, Auction Theory +12