How to cite this paper
Araghi, M & Esmaeili, B. (2014). Overreaction and representativeness heuristic in initial public offering: Evidence from Tehran Stock Exchange.Management Science Letters , 4(2), 287-294.
Refrences
Ahmad, Z., & Hussain, S. (2001). KLSE Long Run Overreaction and the Chinese New?Year Effect. Journal of business finance & accounting, 28(1?2), 63-105.
Bondt, W. F., & Thaler, R. (1985). Does the stock market overreact?. The Journal of finance, 40(3), 793-805.
Bondt, W. F., & Thaler, R. H. (1987). Further evidence on investor overreaction and stock market seasonality. The Journal of Finance, 42(3), 557-581.
Chan, W. S. (2003). Stock price reaction to news and no-news: Drift and reversal after headlines. Journal of Financial Economics, 70(2), 223-260.
Chopra, N., Lakonishok, J., & Ritter, J. R. (1992). Measuring abnormal performance: do stocks overreact?. Journal of Financial Economics, 31(2), 235-268.
Choi, D., & Hui, S. K. (2012). The Role of Surprise: Understanding Overreaction and Underreaction to Unanticipated Events using In-Play Soccer Betting Market.
Conrad, J., & Kaul, G. (1993). Long?Term Market Overreaction or Biases in Computed Returns?. The Journal of Finance, 48(1), 39-63.
Daniel, K. D., Hirshleifer, D., & Subrahmanyam, A. (2004). A Theory of Overconfidence, Self-Attribution, and Security Market Under-and Over-reactions(No. 0412006). EconWPA.
Demury, D., Syda, S., Fallahzadeh Abarquei, A. (2008). Overreaction of investors to past performance patterns listed companies in Tehran Stock Exchange. Study Accounting and Auditing, 15(54), 62-47.
DeBondt, W. F., & Thaler, R. (1985). Does the Stock Market Overreact?. The Journal of Finance, 22(3), 793-805.
Dreman, D. N., & Berry, M. A. (1995). Overreaction, underreaction, and the low-P/E effect. Financial Analysts Journal, 21-30.
Espahbodi, R., Dugar, A., & Tehranian, H. (2001). Further evidence on optimism and underreaction in analysts & apos; forecasts. Review of Financial Economics, 10(1), 1-21.
Fama, E. F. (1998). Market efficiency, long-term returns, and behavioral finance.Journal of financial economics, 49(3), 283-306.
Han, D. (2013). Evaluating the profitability of contrarian vs. momentum strategies in China & apos; s stock market.
Jekaterina, K. (2013). Factors forming irrational lithuanian individual investors’ behavior. Business System and Economics, 3(1), 69-78.
Lakonishok, J., Shleifer, A., & Vishny, R. W. (1994). Contrarian investment, extrapolation, and risk. The journal of finance, 49(5), 1541-1578.
Maheshwari, S. (2013). “What Goes Up, Comes Down”: Critique of Overreaction Effect over the last 3 Decades. In International Conference on Technology and Business Management March (Vol. 18, p. 20).
Prast, H. M. (2004). Investor psychology: A behavioural explanation of six finance puzzles. De Nederlandsche Bank.
Rahnamayerodpooshti, F., Hajiha. Z.¸ Zarei Sudan, A. (2008). The function of behavioral finance to explain the scientific base for stock analysis. Journal of Science, Islamic Azad University Research Council, 3(7).
Skinner, D. J. (1994). Why firms voluntarily disclose bad news. Journal of Accounting Research, 32(1), 38-60.
Soffer, L. C., Thiagarajan, S. R., & Walther, B. R. (2000). Earnings preannouncement strategies. Review of Accounting Studies, 5(1), 5-26.
Zarowin, P. (1989). Short-run market overreaction: size and seasonality effects.The Journal of Portfolio Management, 15(3), 26-29.
Bondt, W. F., & Thaler, R. (1985). Does the stock market overreact?. The Journal of finance, 40(3), 793-805.
Bondt, W. F., & Thaler, R. H. (1987). Further evidence on investor overreaction and stock market seasonality. The Journal of Finance, 42(3), 557-581.
Chan, W. S. (2003). Stock price reaction to news and no-news: Drift and reversal after headlines. Journal of Financial Economics, 70(2), 223-260.
Chopra, N., Lakonishok, J., & Ritter, J. R. (1992). Measuring abnormal performance: do stocks overreact?. Journal of Financial Economics, 31(2), 235-268.
Choi, D., & Hui, S. K. (2012). The Role of Surprise: Understanding Overreaction and Underreaction to Unanticipated Events using In-Play Soccer Betting Market.
Conrad, J., & Kaul, G. (1993). Long?Term Market Overreaction or Biases in Computed Returns?. The Journal of Finance, 48(1), 39-63.
Daniel, K. D., Hirshleifer, D., & Subrahmanyam, A. (2004). A Theory of Overconfidence, Self-Attribution, and Security Market Under-and Over-reactions(No. 0412006). EconWPA.
Demury, D., Syda, S., Fallahzadeh Abarquei, A. (2008). Overreaction of investors to past performance patterns listed companies in Tehran Stock Exchange. Study Accounting and Auditing, 15(54), 62-47.
DeBondt, W. F., & Thaler, R. (1985). Does the Stock Market Overreact?. The Journal of Finance, 22(3), 793-805.
Dreman, D. N., & Berry, M. A. (1995). Overreaction, underreaction, and the low-P/E effect. Financial Analysts Journal, 21-30.
Espahbodi, R., Dugar, A., & Tehranian, H. (2001). Further evidence on optimism and underreaction in analysts & apos; forecasts. Review of Financial Economics, 10(1), 1-21.
Fama, E. F. (1998). Market efficiency, long-term returns, and behavioral finance.Journal of financial economics, 49(3), 283-306.
Han, D. (2013). Evaluating the profitability of contrarian vs. momentum strategies in China & apos; s stock market.
Jekaterina, K. (2013). Factors forming irrational lithuanian individual investors’ behavior. Business System and Economics, 3(1), 69-78.
Lakonishok, J., Shleifer, A., & Vishny, R. W. (1994). Contrarian investment, extrapolation, and risk. The journal of finance, 49(5), 1541-1578.
Maheshwari, S. (2013). “What Goes Up, Comes Down”: Critique of Overreaction Effect over the last 3 Decades. In International Conference on Technology and Business Management March (Vol. 18, p. 20).
Prast, H. M. (2004). Investor psychology: A behavioural explanation of six finance puzzles. De Nederlandsche Bank.
Rahnamayerodpooshti, F., Hajiha. Z.¸ Zarei Sudan, A. (2008). The function of behavioral finance to explain the scientific base for stock analysis. Journal of Science, Islamic Azad University Research Council, 3(7).
Skinner, D. J. (1994). Why firms voluntarily disclose bad news. Journal of Accounting Research, 32(1), 38-60.
Soffer, L. C., Thiagarajan, S. R., & Walther, B. R. (2000). Earnings preannouncement strategies. Review of Accounting Studies, 5(1), 5-26.
Zarowin, P. (1989). Short-run market overreaction: size and seasonality effects.The Journal of Portfolio Management, 15(3), 26-29.