Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact

O Borgards, RL Czudaj, TH Van Hoang - Resources Policy, 2021 - Elsevier
The objective of this paper is to examine the overreaction behavior of 20 commodity futures
based on intraday data from November 20, 2019 to June 3, 2020 with a focus on the impact …

The prevalence of price overreactions in the cryptocurrency market

O Borgards, RL Czudaj - … of international financial markets, institutions and …, 2020 - Elsevier
This paper examines the prevalence of price overreactions for twelve cryptocurrencies
compared to the US stock market. For this purpose, we implement a dynamic modeling …

Features of overreactions in the cryptocurrency market

O Borgards, RL Czudaj - The Quarterly Review of Economics and Finance, 2021 - Elsevier
This paper examines features of overreactions that are able to enhance the prediction
quality for twelve cryptocurrencies compared to the US stock market. For this purpose, we …

[PDF][PDF] Commodity Future Contracts Price Overreaction and Underreaction: A Relative Empirical Study Of The Impact Of World Events

A Jain - 2022 - thesis.eur.nl
Using an event-based study methodology to identify which trading days are considered as
event days within the sample period, commodity futures contracts prices and subsequently …

Contrarian-sijoitusstrategian suoriutuminen Helsingin pörssissä vuosina 2010–2019

V Autio - 2020 - lutpub.lut.fi
Tämän kandidaatintutkielman tavoitteena oli tutkia contrarian-sijoitusstrategian
suoriutumista Helsingin pörssissä vuosina 2010–2019. Tutkimusta varten muodostettiin …