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...

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Bibliographic Details
Main Authors: saied madadi, nages barzgar, mir hosein mousavi
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