Speculation driven overreaction and momentum effects in cryptocurrency and commodity markets

Description

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.

Links & Downloads

1. urn:nbn:de:bsz:ch1-qucosa2-767276
2. https://monarch.qucosa.de/id/qucosa%3A76727
3. https://monarch.qucosa.de/api/qucosa%3A76727/attachment/ATT-0/
4. https://monarch.qucosa.de/api/qucosa%3A76727/attachment/ATT-1/

Tags

info:eu-repo/classification/ddc/332

ddc:332

Additional Fields

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