{"id":"https://openalex.org/W2076540794","doi":"https://doi.org/10.1016/0378-4266(94)00011-5","title":"Overreaction in the Brazilian stock market","display_name":"Overreaction in the Brazilian stock market","publication_year":1994,"publication_date":"1994-09-01","ids":{"openalex":"https://openalex.org/W2076540794","doi":"https://doi.org/10.1016/0378-4266(94)00011-5","mag":"2076540794"},"language":"en","primary_location":{"id":"doi:10.1016/0378-4266(94)00011-5","doi":"https://doi.org/10.1016/0378-4266(94)00011-5","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0378-4266(94)00011-5","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking & Finance","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5051726594","display_name":"Newton C. A. da Costa","orcid":"https://orcid.org/0000-0001-7723-2676","observed_orcids":["https://orcid.org/0000-0001-7723-2676"]},"institutions":[{"id":"https://openalex.org/I122140584","display_name":"Universidade Federal do Rio de Janeiro","ror":"https://ror.org/03490as77","country_code":"BR","type":"education","lineage":["https://openalex.org/I122140584"]}],"countries":["BR"],"is_corresponding":true,"raw_author_name":"Newton C.A. da Costa","raw_affiliation_strings":["COPPEAD/Umversidade Federal do Rio de Janeiro, Cidade Universitaria-Ilha do Fundao, Caixa Postal 68514, 21949-900 Rio de Janeiro, RJ, Brazil"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"COPPEAD/Umversidade Federal do Rio de Janeiro, Cidade Universitaria-Ilha do Fundao, Caixa Postal 68514, 21949-900 Rio de Janeiro, RJ, Brazil","institution_ids":["https://openalex.org/I122140584"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5051726594"],"corresponding_institution_ids":["https://openalex.org/I122140584"],"apc_list":{"value":3340,"currency":"USD","value_usd":3340},"apc_paid":null,"fwci":2.8629,"has_fulltext":false,"cited_by_count":119,"citation_normalized_percentile":{"value":0.91014325,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"18","issue":"4","first_page":"633","last_page":"642"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":1.0,"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":1.0,"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/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.0,"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/T12123","display_name":"Financial Analysis and Corporate Governance","score":0.0,"subfield":{"id":"https://openalex.org/subfields/1402","display_name":"Accounting"},"field":{"id":"https://openalex.org/fields/14","display_name":"Business, Management and Accounting"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/stock-market-overreaction","display_name":"stock market overreaction","score":0.7870000004768372},{"id":"https://openalex.org/keywords/price-reversal","display_name":"price reversal","score":0.8790000081062317},{"id":"https://openalex.org/keywords/brazilian-stock-market","display_name":"Brazilian stock market","score":0.953000009059906},{"id":"https://openalex.org/keywords/capm-beta","display_name":"CAPM beta","score":0.6959999799728394},{"id":"https://openalex.org/keywords/contrarian-strategy","display_name":"contrarian strategy","score":0.8610000014305115},{"id":"https://openalex.org/keywords/market-efficiency","display_name":"market efficiency","score":0.33399999141693115}],"concepts":[{"id":"https://openalex.org/C2779652781","wikidata":"https://www.wikidata.org/wiki/Q5165738","display_name":"Contrarian","level":2,"score":0.8876889944076538},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.767334520816803},{"id":"https://openalex.org/C181236170","wikidata":"https://www.wikidata.org/wiki/Q848354","display_name":"Capital asset pricing model","level":2,"score":0.6257967948913574},{"id":"https://openalex.org/C204036174","wikidata":"https://www.wikidata.org/wiki/Q909380","display_name":"Stock (firearms)","level":2,"score":0.5359811186790466},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.525709331035614},{"id":"https://openalex.org/C139938925","wikidata":"https://www.wikidata.org/wiki/Q1501898","display_name":"Sharpe ratio","level":3,"score":0.5248218178749084},{"id":"https://openalex.org/C38976095","wikidata":"https://www.wikidata.org/wiki/Q752641","display_name":"Asymmetry","level":2,"score":0.4844231903553009},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.46731799840927124},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.43927913904190063},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3498237729072571},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.10444992780685425},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.060452044010162354},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","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/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C78519656","wikidata":"https://www.wikidata.org/wiki/Q101333","display_name":"Mechanical engineering","level":1,"score":0.0}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1016/0378-4266(94)00011-5","doi":"https://doi.org/10.1016/0378-4266(94)00011-5","is_oa":false,"landing_page_url":"https://doi.org/10.1016/0378-4266(94)00011-5","pdf_url":null,"source":{"id":"https://openalex.org/S2876017","display_name":"Journal of Banking & Finance","issn_l":"0378-4266","issn":["0378-4266","1872-6372"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","fnege-1","jufo-2","norway-2","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Banking & Finance","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:eee:jbfina:v:18:y:1994:i:4:p:633-642","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/0378-4266(94)00011-5","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"display_name":"Partnerships for the goals","score":0.4699999988079071,"id":"https://metadata.un.org/sdg/17"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":11,"referenced_works":["https://openalex.org/W1496268815","https://openalex.org/W1580611202","https://openalex.org/W1904528500","https://openalex.org/W2081649978","https://openalex.org/W2093832991","https://openalex.org/W2100526182","https://openalex.org/W2106798814","https://openalex.org/W2144487825","https://openalex.org/W2608182729","https://openalex.org/W3125453467","https://openalex.org/W7054762042"],"related_works":["https://openalex.org/W2023761293","https://openalex.org/W3122259759","https://openalex.org/W7113009922","https://openalex.org/W2281363353","https://openalex.org/W4361295740","https://openalex.org/W7111542493","https://openalex.org/W3123990613","https://openalex.org/W1699838924","https://openalex.org/W1134008267","https://openalex.org/W2049198122"],"abstract_inverted_index":null,"counts_by_year":[{"year":2023,"cited_by_count":4},{"year":2021,"cited_by_count":1},{"year":2020,"cited_by_count":4},{"year":2019,"cited_by_count":5},{"year":2018,"cited_by_count":4},{"year":2017,"cited_by_count":5},{"year":2016,"cited_by_count":3},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":12},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":4}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}