Momentum and overreaction in experimental asset markets
- 1 January 2000
- journal article
- Published by Elsevier in International Journal of Industrial Organization
- Vol. 18 (1) , 187-204
- https://doi.org/10.1016/s0167-7187(99)00039-9
Abstract
No abstract availableThis publication has 13 references indexed in Scilit:
- Initial cash/asset ratio and asset prices: An experimental studyProceedings of the National Academy of Sciences, 1998
- Financial markets with asymmetric information: A pilot study focusing on insider advantagesJournal of Economic Psychology, 1997
- Statistical inference and modelling of momentum in stock pricesApplied Mathematical Finance, 1995
- Market oscillations induced by the competition between value-based and trend-based investment strategiesApplied Mathematical Finance, 1994
- Stock market bubbles in the laboratoryApplied Mathematical Finance, 1994
- Do People Rely on the Self-Interested Maximization of Others? An Experimental TestManagement Science, 1994
- Forecasting dynamics and convergence to market fundamentalsJournal of Economic Behavior & Organization, 1993
- Investor Sentiment and the Closed-End Fund PuzzleThe Journal of Finance, 1991
- Numerical studies of differential equations related to theoretical financial marketsApplied Mathematics Letters, 1991
- A kinetic thermodynamics approach to the psychology of fluctuations in financial marketsApplied Mathematics Letters, 1990