{"id":"https://openalex.org/W2005203616","doi":"https://doi.org/10.5267/j.msl.2014.3.018","title":"Stockholder overreaction and mean reversion: Evidence from Tehran Stock Exchange","display_name":"Stockholder overreaction and mean reversion: Evidence from Tehran Stock Exchange","publication_year":2014,"publication_date":"2014-01-01","ids":{"openalex":"https://openalex.org/W2005203616","doi":"https://doi.org/10.5267/j.msl.2014.3.018","mag":"2005203616"},"language":"en","primary_location":{"id":"doi:10.5267/j.msl.2014.3.018","doi":"https://doi.org/10.5267/j.msl.2014.3.018","is_oa":true,"landing_page_url":"http://doi.org/10.5267/j.msl.2014.3.018","pdf_url":null,"source":{"id":"https://openalex.org/S2737251451","display_name":"Management Science Letters","issn_l":"1923-9335","issn":["1923-9335","1923-9343"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","doaj","norway-1","poland-20"],"host_organization":"https://openalex.org/P4310312984","host_organization_name":"Growing Science","host_organization_lineage":["https://openalex.org/P4310312984"],"host_organization_lineage_names":["Growing Science"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Management Science Letters","raw_type":"journal-article"},"parent_works":[],"lineage":["https://openalex.org/W2005203616"],"child_works_count":0,"type":"article","is_traditional":true,"indexed_in":["crossref","doaj"],"open_access":{"is_oa":true,"oa_status":"diamond","oa_url":"http://doi.org/10.5267/j.msl.2014.3.018","any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5028700179","display_name":"Mohammad Khodaei Valahzaghard","orcid":null,"observed_orcids":[]},"institutions":[{"id":"https://openalex.org/I183067279","display_name":"Islamic Azad University North Tehran Branch","ror":"https://ror.org/00sb1nr29","country_code":"IR","type":"education","lineage":["https://openalex.org/I110525433","https://openalex.org/I183067279"]}],"countries":["IR"],"is_corresponding":false,"raw_author_name":"Mohammad Khodaei Valahzaghard","raw_affiliation_strings":["Islamic Azad University, North Tehran Branch"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Islamic Azad University, North Tehran Branch","institution_ids":["https://openalex.org/I183067279"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5020411954","display_name":"Amin Shakourloo","orcid":"https://orcid.org/0000-0001-7932-7636","observed_orcids":["https://orcid.org/0000-0001-7932-7636"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Amin Shakourloo","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.0,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":"4","issue":"5","first_page":"951","last_page":"960"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":9.999999747378752e-05,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/mean-reversion","display_name":"mean reversion","score":0.996999979019165},{"id":"https://openalex.org/keywords/stock-prices","display_name":"stock prices","score":0.8679999709129333},{"id":"https://openalex.org/keywords/tehran-stock-exchange","display_name":"Tehran Stock Exchange","score":0.8309999704360962},{"id":"https://openalex.org/keywords/industry-groups","display_name":"industry groups","score":0.8360000252723694},{"id":"https://openalex.org/keywords/box-jenkins-methodology","display_name":"Box-Jenkins methodology","score":0.777999997138977},{"id":"https://openalex.org/keywords/panel-data","display_name":"panel data","score":0.4050000011920929}],"concepts":[{"id":"https://openalex.org/C135205223","wikidata":"https://www.wikidata.org/wiki/Q367137","display_name":"Mean reversion","level":2,"score":0.7625203132629395},{"id":"https://openalex.org/C200870193","wikidata":"https://www.wikidata.org/wiki/Q11691","display_name":"Stock exchange","level":2,"score":0.684374213218689},{"id":"https://openalex.org/C120757647","wikidata":"https://www.wikidata.org/wiki/Q381136","display_name":"Shareholder","level":3,"score":0.6411698460578918},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.5263382792472839},{"id":"https://openalex.org/C70883133","wikidata":"https://www.wikidata.org/wiki/Q7318316","display_name":"Reversion","level":4,"score":0.4944620132446289},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.44364845752716064},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3898513913154602},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.37417057156562805},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.34655511379241943},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3059259057044983},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.21410542726516724},{"id":"https://openalex.org/C39389867","wikidata":"https://www.wikidata.org/wiki/Q380767","display_name":"Corporate governance","level":2,"score":0.1500658094882965},{"id":"https://openalex.org/C185592680","wikidata":"https://www.wikidata.org/wiki/Q2329","display_name":"Chemistry","level":0,"score":0.07356876134872437},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.0},{"id":"https://openalex.org/C127716648","wikidata":"https://www.wikidata.org/wiki/Q104053","display_name":"Phenotype","level":3,"score":0.0},{"id":"https://openalex.org/C104317684","wikidata":"https://www.wikidata.org/wiki/Q7187","display_name":"Gene","level":2,"score":0.0},{"id":"https://openalex.org/C55493867","wikidata":"https://www.wikidata.org/wiki/Q7094","display_name":"Biochemistry","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.5267/j.msl.2014.3.018","doi":"https://doi.org/10.5267/j.msl.2014.3.018","is_oa":true,"landing_page_url":"http://doi.org/10.5267/j.msl.2014.3.018","pdf_url":null,"source":{"id":"https://openalex.org/S2737251451","display_name":"Management Science Letters","issn_l":"1923-9335","issn":["1923-9335","1923-9343"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","doaj","norway-1","poland-20"],"host_organization":"https://openalex.org/P4310312984","host_organization_name":"Growing Science","host_organization_lineage":["https://openalex.org/P4310312984"],"host_organization_lineage_names":["Growing Science"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Management Science Letters","raw_type":"journal-article"},{"id":"pmh:oai:doaj.org/article:34efe4977f594f108f1157493b3abbaf","doi":null,"is_oa":false,"landing_page_url":"https://doaj.org/article/34efe4977f594f108f1157493b3abbaf","pdf_url":null,"source":{"id":"https://openalex.org/S4306401280","display_name":"DOAJ (DOAJ: Directory of Open Access Journals)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":null,"host_organization_name":null,"host_organization_lineage":[],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"Management Science Letters, Vol 4, Iss 5, Pp 951-960 (2014)","raw_type":"article"}],"best_oa_location":{"id":"doi:10.5267/j.msl.2014.3.018","doi":"https://doi.org/10.5267/j.msl.2014.3.018","is_oa":true,"landing_page_url":"http://doi.org/10.5267/j.msl.2014.3.018","pdf_url":null,"source":{"id":"https://openalex.org/S2737251451","display_name":"Management Science Letters","issn_l":"1923-9335","issn":["1923-9335","1923-9343"],"is_oa":true,"is_in_doaj":true,"is_core":true,"listed_in":["cwts-core","doaj","norway-1","poland-20"],"host_organization":"https://openalex.org/P4310312984","host_organization_name":"Growing Science","host_organization_lineage":["https://openalex.org/P4310312984"],"host_organization_lineage_names":["Growing Science"],"type":"journal"},"license":"cc-by","license_id":"https://openalex.org/licenses/cc-by","version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Management Science Letters","raw_type":"journal-article"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":17,"referenced_works":["https://openalex.org/W2016287239","https://openalex.org/W2028994795","https://openalex.org/W2038621549","https://openalex.org/W2040864529","https://openalex.org/W2077318185","https://openalex.org/W2106798814","https://openalex.org/W2125520394","https://openalex.org/W2130549289","https://openalex.org/W2131773668","https://openalex.org/W2144487825","https://openalex.org/W2148962857","https://openalex.org/W2167707698","https://openalex.org/W2170556543","https://openalex.org/W2333257832","https://openalex.org/W2795891046","https://openalex.org/W3124977889","https://openalex.org/W3126080930"],"related_works":["https://openalex.org/W2118092143","https://openalex.org/W4301661202","https://openalex.org/W2297746257","https://openalex.org/W2280304436","https://openalex.org/W2256253645","https://openalex.org/W4389974653","https://openalex.org/W2005251054","https://openalex.org/W1514163134","https://openalex.org/W2489921048","https://openalex.org/W2170556543"],"abstract_inverted_index":{"In":[0],"this":[1,24],"paper,":[2],"we":[3],"address":[4],"the":[5,35,76],"stockholder":[6],"overreaction":[7],"and":[8,30,44,61,93],"mean":[9,62,84],"reversion":[10,63,85],"in":[11,16,66,87,100],"specified":[12],"major":[13],"industry":[14,89,94],"groups":[15],"Tehran":[17],"Stock":[18],"Exchange":[19],"(TSE).":[20],"This":[21],"paper":[22],"investigates":[23],"issue":[25],"with":[26,31,41,48],"panel":[27],"data":[28],"analysis":[29],"particular":[32],"attention":[33],"to":[34,50],"Box-Jenkins":[36],"Approach":[37],"for":[38],"stationary":[39,60],"diagnosis":[40],"appropriate":[42],"order":[43],"modeling":[45,56],"stock":[46,91,95],"prices":[47,92,96],"regard":[49],"specific":[51],"industries.":[52],"The":[53,69,80],"study":[54],"processes":[55],"of":[57],"panels":[58],"where":[59],"takes":[64],"place":[65],"complementary":[67],"analysis.":[68],"sampling":[70],"intervals":[71],"are":[72],"explored":[73],"monthly":[74],"within":[75],"past":[77],"few":[78],"years.":[79],"results":[81],"reveal":[82],"that":[83],"presence":[86],"three":[88],"group":[90],"would":[97],"not":[98],"behave":[99],"certain":[101],"pattern.":[102]},"counts_by_year":[],"updated_date":"2026-11-14T11:04:58.165337","created_date":"2016-06-24T00:00:00"}