Overreaction in the Financial Times Stock Exchange (FTSE)
By Yusuke Ewan Tanaka Legard The Overreaction Hypothesis suggests that investors overreact to unexpected news in the financial world, which leads to a mispricing of equities. This paper investigates the presence of overreaction in the Financial Times Stock Exchange (FTSE) between 1995 and 2018. The empirical methodology studies the monthly returns of equities in the […]
