The present thesis is focused on speculative behavior of investors in financial markets. More precisely, the thesis consists of five papers and takes a closer look at two speculation driven financial market anomalies, the overreaction hypothesis and the momentum effect, and considers them in two financial markets, cryptocurrency and commodity markets.
Identifer | oai:union.ndltd.org:DRESDEN/oai:qucosa:de:qucosa:76727 |
Date | 22 December 2021 |
Creators | Borgards, Oliver |
Contributors | Czudaj, Robert, Beckmann, Joscha, Technische Universität Chemnitz |
Source Sets | Hochschulschriftenserver (HSSS) der SLUB Dresden |
Language | English |
Detected Language | English |
Type | info:eu-repo/semantics/publishedVersion, doc-type:doctoralThesis, info:eu-repo/semantics/doctoralThesis, doc-type:Text |
Rights | info:eu-repo/semantics/openAccess |
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