Overreaction diamonds: precursors and aftershocks for significant price changes

DOI10.1080/14697680601009903zbMath1142.91477OpenAlexW3124202500WikidataQ59444593 ScholiaQ59444593MaRDI QIDQ5309006

Gunduz Caginalp, Ahmet Duran

Publication date: 9 October 2007

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697680601009903

zbMATH Keywords

financial marketsclosed-end fundsmarket dynamicsbehavioral financediamond patternover-positioningOverreactionprice deviation

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (4)

Stability analysis of asset flow differential equations ⋮ The nonlinear price dynamics of U.S. equity ETFs ⋮ Risk and predictability of Singapore's private residential market ⋮ Sensitivity Analysis of Asset Flow Differential Equations and Volatility Comparison of Two Related Variables

Cites Work

• Asset flow and momentum: deterministic and stochastic equations

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