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Applied Economics Letters Volume 11, 2004 - Issue 7
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Original Articles

Analysis of the overreaction effect in the Chinese stock market

J. Wang Department of Accountancy and Business Finance, University of Dundee, Dundee, DD1 4HN, UK
,
B. M. Burton Department of Accountancy and Business Finance, University of Dundee, Dundee, DD1 4HN, UK
&
D. M. Power Department of Accountancy and Business Finance, University of Dundee, Dundee, DD1 4HN, UK
Pages 437-442 | Published online: 16 Aug 2006

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Bahrawar Said, Shafiq Ur Rehman, Rizwan Ullah & Javed Khan. (2021) Investor overreaction and global financial crisis: A case of Pakistan stock exchange. Cogent Economics & Finance 9:1.
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Keebong Park. (2015) Price Movement After an Information Event Detected by a New Measure of Private Information Ratio. Emerging Markets Finance and Trade 51:sup3, pages 52-65.
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Hisham Farag & Robert Cressy. (2010) Do unobservable factors explain the disposition effect in emerging stock markets?. Applied Financial Economics 20:15, pages 1173-1183.
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Nuttawat Visaltanachoti, Lin Lu & Hang (Robin) Luo. (2007) Holding periods, illiquidity and disposition effect in the Chinese stock markets. Applied Financial Economics 17:15, pages 1265-1274.
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Mark Schaub. (2006) Investor overreaction to going concern audit opinion announcements. Applied Financial Economics 16:16, pages 1163-1170.
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Chikashi Tsuji. (2006) Overreactions in the options markets in Japan. Applied Financial Economics Letters 2:2, pages 115-121.
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Articles from other publishers (17)

Loc Dong Truong, Giang Ngan Cao, H. Swint Friday & Nhien Tuyet Doan. (2023) Overreaction in a Frontier Market: Evidence from the Ho Chi Minh Stock Exchange. International Journal of Financial Studies 11:2, pages 58.
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Hanwen Chen, Siyi Liu, Xin Liu & Jiani Wang. (2021) Opportunistic timing of management earnings forecasts during the COVID‐19 crisis in China. Accounting & Finance 62:S1, pages 1495-1533.
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Krishna Reddy, Muhammad Ali Jibran Qamar, Nawazish Mirza & Fangwei Shi. (2020) Overreaction effect: evidence from an emerging market (Shanghai stock market). International Journal of Managerial Finance 17:3, pages 416-437.
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Oliver Borgards & Robert L. Czudaj. (2020) The prevalence of price overreactions in the cryptocurrency market. Journal of International Financial Markets, Institutions and Money 65, pages 101194.
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Guglielmo Maria Caporale, Luis Gil-Alana & Alex Plastun. (2017) Short-Term Price Overreactions: Identification, Testing, Exploitation. Computational Economics 51:4, pages 913-940.
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Hisham Farag. (2015) Long-term Overreaction, Regulatory Policies and Stock Market Anomalies: Evidence from Egypt. Journal of Emerging Market Finance 14:2, pages 112-139.
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Rasoul Rezvanian, Zbigniew Krysiak & Ewelina Klaczynska. (2015) Equity Market Reaction to Sharp Price Changes: Evidence from Poland. Annals of the Alexandru Ioan Cuza University - Economics 62:2, pages 169-190.
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Shima Amini, Bartosz Gebka, Robert Hudson & Kevin Keasey. (2013) A review of the international literature on the short term predictability of stock prices conditional on large prior price changes: Microstructure, behavioral and risk related explanations. International Review of Financial Analysis 26, pages 1-17.
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Lilai Xu & K.B. Oh. (2011) The stock market in China: An endogenous adjustment process responding to the demands of economic reform and growth. Journal of Asian Economics 22:1, pages 36-47.
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Jeffrey E JarrettEric Kyper. (2011) ARIMA Modeling with Intervention to Forecast and Analyze Chinese Stock Prices. International Journal of Engineering Business Management 3, pages 17.
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Rasoul Rezvanian, Rima A. Turk & Seyed M. Mehdian. (2011) Investors' reactions to sharp price changes: Evidence from equity markets of the People's Republic of China. Global Finance Journal 22:1, pages 1-18.
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Robert Cressy & Hisham Farag. (2009) Do size and unobservable company factors explain stock price reversals?. Journal of Economics and Finance 35:1, pages 1-21.
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Gregory C. Arquette, William O. BrownJr.Jr. & Richard C.K. Burdekin. (2008) US ADR and Hong Kong H-share discounts of Shanghai-listed firms. Journal of Banking & Finance 32:9, pages 1916-1927.
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Thomas C. Chiang, Edward Nelling & Lin Tan. (2008) The speed of adjustment to information: Evidence from the Chinese stock market. International Review of Economics & Finance 17:2, pages 216-229.
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Mark Schaub, Bun Song Lee & Sun Eae Chun. 2008. 169 195 .
Glen Arnold & Rose Baker. (2007) Return Reversal in UK Shares. SSRN Electronic Journal.
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Guglielmo Maria Caporale, Luis A. Gil-Alana & Alex Plastun. (2014) Short-Term Price Overreaction: Identification, Testing, Exploitation. SSRN Electronic Journal.
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