The Effect of Empirically-determined Beta, Firm Size and
Seasonal Patterns on Overreaction Effect in Chinese Stock
Market: Evidence from A shares and B shares

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The Effect of Empirically-determined Beta, Firm Size and Seasonal Patterns on Overreaction Effect in Chinese Stock Market: Evidence from A shares and B shares

The overreaction effect has been a heated topic since it was brought up by De Bondt and Thaler (1985) and was explored internationally since then. This dissertation mainly checks the existence of overreaction effect and the impact from differential beta, differential size and seasonality on the over...

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Bibliographic Details
Main Author:	YANG, Qian
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2017
Online Access:	https://eprints.nottingham.ac.uk/46163/

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