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Market efficiency implications of over-reaction to price signals: an empirical analysis in a market for state contingent claims

Market efficiency implications of over-reaction to price signals: an empirical analysis in a market for state contingent claims
Market efficiency implications of over-reaction to price signals: an empirical analysis in a market for state contingent claims
Johnson, Johnnie
6d9f1a51-38a8-4011-a792-bfc82040fac4
Sung, Ming-Chien
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McDonald, David
fbe07af1-0891-4db7-858c-793633d98f3f
Johnson, Johnnie
6d9f1a51-38a8-4011-a792-bfc82040fac4
Sung, Ming-Chien
2114f823-bc7f-4306-a775-67aee413aa03
McDonald, David
fbe07af1-0891-4db7-858c-793633d98f3f

Johnson, Johnnie, Sung, Ming-Chien and McDonald, David (2015) Market efficiency implications of over-reaction to price signals: an empirical analysis in a market for state contingent claims. The 23nd Conference on the Theories and Practices of Securities and Financial Markets: Big Data and Behavioral Research in Finance, Kaohsiung City, Taiwan. 11 - 12 Dec 2015.

Record type: Conference or Workshop Item (Paper)

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More information

Published date: 11 December 2015
Venue - Dates: The 23nd Conference on the Theories and Practices of Securities and Financial Markets: Big Data and Behavioral Research in Finance, Kaohsiung City, Taiwan, 2015-12-11 - 2015-12-12
Organisations: Centre of Excellence in Decision, Analytics & Risk Research

Identifiers

Local EPrints ID: 385366
URI: http://eprints.soton.ac.uk/id/eprint/385366
PURE UUID: 32d3092a-211e-487e-a83c-cb219a665d20
ORCID for Ming-Chien Sung: ORCID iD orcid.org/0000-0002-2278-6185

Catalogue record

Date deposited: 11 Jan 2016 15:09
Last modified: 12 Dec 2021 03:27

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Contributors

Author: Johnnie Johnson
Author: Ming-Chien Sung ORCID iD
Author: David McDonald

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