Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction

By K. Nam, C. S. Pyun, S. Avard. 2001

124 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/0ccd00cbcc856112770ac5ee5d1409ecf65c1a96

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Frank H. Westerhoff
2. Stefan Reitz
3. Cars H. Hommes
4. R. Franke

In Finance

1. Frank H. Westerhoff
2. Stefan Reitz
3. Cars H. Hommes

Citations in the corpus

• Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (2003, methodology): “Our approach belongs to the STAR (Smooth Transition Autoregressive) model family, originally proposed by Teräsvirta and Anderson (1992) and developed further by Granger and Teräsvirta (1993) and Teräsvirta (1994).”