Tehran Stock Exchange Underreaction Following Extreme Market Events

Objective: The purpose of this study is to investigate the presence of under-reaction or over-reaction in Tehran Stock Exchange after extreme market events. Regarding the vast number of these events, finding how investors trade in these conditions is crucial for timely decision making and portfolio...

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Bibliographic Details
Main Authors: Morteza Talebi, Mohammad Ebrahim Aghababaei, Mahdi Saeidi Koosha
Format: Article
Published: University of Tehran 2021-02-01
Series:تحقیقات مالی
Online Access:https://jfr.ut.ac.ir/article_80199_c1877f1c83b69751b0e8ddf820f19d89.pdf