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Keywords: Overreactions
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Journal Articles
Journal of Economic Studies (2020) 48 (1): 211–222.
Published: 09 September 2020
... trigger approach to detect abnormal price changes and then various statistical methods, including cumulative abnormal returns analysis, to test the following hypotheses: the intraday behaviour of hourly returns on overreaction days is different from that on normal days (H1), there are detectable patterns...
Includes: Supplementary data

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