Overreaction modeling of Stock Market through Intraday OHLC Prices
The Stock Market is Largely Influenced by the Flow of News and Information. In an Efficient Stock Market, Reaction of Investors to the News and Information appears to be a Correct Response. While in an Inefficient Stock Market, Reaction of Investors seems to be Overreaction or Underreaction. Neither...
Main Authors: | , , |
---|---|
Format: | Article |
Language: | fas |
Published: |
Alzahra University
2014-06-01
|
Series: | پژوهشهای تجربی حسابداری |
Subjects: | |
Online Access: | http://jera.alzahra.ac.ir/article_614_3153281b5450430052662085413e8dfa.pdf |