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It led us to a conversation about how beholden the offender ought to be to apologize when they think there has been an overreaction. I know overreaction is totally in the eye of the beholder, but even my boyfriend admitted his reaction was a bit much, especially since I really didn't mean to ruin anything for him; a lot hinges on the descriptive "wild" here.
When you take each situation individually, there's always a way to spin it into one person's overreaction, or, from the other side, one person's dismissiveness of the other's feelings.
An example by way of explanation: Let's say an avid-reader friend has one overreaction to one generic comment on one book in one situation.
Fortunately, overreactions create predictable and exploitable opportunities in financial markets across the globe for those investors willing to suppress their inner Richard Sherman.
It is no secret that humans are prone to overreaction. Take, for example, former Indiana University basketball coach Bob Knight throwing a chair in front of a player shooting free throws, or NFL coach Jim Mora ranting about the irrelevance of the playoffs after his Indianapolis Colts turned it over five times against the San Francisco 49ers, or a nation or Chicago cuds fans forcing one of their own to contemplate joining a witness protection program after disrupting a foul ball.
Human overreaction is not limited to sports and is often a driver of volatility in financial markets.
This short-term overreaction phenomenon has its roots in human nature, so one would expect it to be evident in foreign markets as well.
This implies that the overreactions for the low liquidate stocks are more severe than those for the high liquidate stocks.
The overreaction hypothesis, as postulated by De Bondt and Thaler , dictates that stocks that have performed poorly in the past (low liquidate stocks) tend to outperform stocks that have performed well in the past (high liquidate stocks).
As noted by Lobe and Rieks, the literature on non-US short-term overreaction is limited compared to that on long-term overreaction.
In addition to the long-term overreaction documented by De Bondt and Thaler , many studies have documented the existence of short-term overreaction.
Overreactions based on fear and hatred promote divisiveness and foster a dangerous "us vs.
Amounts of price corrections are masked by valuations of new information only if the value of new information is larger and has the same price change implications as the previous overreaction. As the distribution of value changes based on new information is likely to be symmetric, it is not likely that more than half of the overreactions will be masked by value changes attributable to new information.
This implies that trading activity does lead to price overreactions which are subsequently corrected in three trading days.
Thus, overreactions with a subsequent correction within the same trading day cannot be detected using a sample of daily returns as in this article.
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