The Representativeness Heuristic and Asset Price Reaction to New Information

2012 ◽  
Vol 7 (3) ◽  
pp. 40-51 ◽  
Author(s):  
Guo Ying Luo
Keyword(s):  
Asset Price ◽  
Price Reaction ◽  
Representativeness Heuristic ◽  
New Information

Book Reviews

2014 ◽  
Vol 52 (4) ◽  
pp. 1170-1172
Keyword(s):  
Asset Price ◽  
Strategic Interaction ◽  
Securities Market ◽  
University Of Minnesota ◽  
Price Response ◽  
Representativeness Heuristic ◽  
New Information ◽  
The University

Jianfeng Yu of the University of Minnesota and PBCSF, Tsinghua University reviews “Asset Price Response to New Information: The Effects of Conservatism Bias and Representativeness Heuristic”, by Guo Yin Luo. The Econlit abstract of this book begins: “Examines the role of conservatism bias and representativeness heuristic in determining asset price overreaction or underreaction to new information. Discusses conservatism bias and asset price overreaction or underreaction to new information in a competitive securities market; conservatism bias and asset price overreaction or underreaction to new information in the presence of strategic interaction; representativeness heuristic and asset price overreaction or underreaction to new information in a competitive securities market; representativeness heuristic and asset price overreaction or underreaction to new information in the presence of strategic interaction; and the presence of representativeness heuristic and conservatism bias in an asset market. Luo is in the DeGroote School of Business at McMaster University.”

Asymmetric Asset Price Reaction to News and Arbitrage Risk

10.1002/rbf.2 ◽  
2009 ◽  
Vol 1 (1/2) ◽  
pp. 23-43 ◽  
Author(s):  
John A. Doukas ◽  
Meng Li
Keyword(s):  
Asset Price ◽  
Price Reaction ◽  
Arbitrage Risk

Asymmetric Asset Price Reaction to News and Arbitrage Risk

2009 ◽  
Vol 1 (1/2) ◽  
pp. 23-43 ◽  
Author(s):  
John A. Doukas ◽  
Meng Li
Keyword(s):  
Asset Price ◽  
Price Reaction ◽  
Arbitrage Risk
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