Blar i AURA på forfatter "Andersen, Julia"
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Black Swans and Market Overreaction The effect of outliers on the long-term performance of the US stock market. Do investors over- or underreact?
Andersen, Julia (Master thesis, 2023)Black swan events are unpredictable and rare occurrences that have significant impacts on financial markets. The way in which markets react to these events is a topic of much debate in the literature. This thesis aims to ...