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It Could Be Overreaction, Not Lottery-Seeking, That Is Behind Bali, Cakici And Whitelaw’s MAX Effect; Code, Data and Additional Information.

Curtin University
Farida Akhtar (Aggregated by) Robert Durand (Aggregated by) Jake Gorman (Aggregated by) John Gould (Aggregated by)
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ctx_ver=Z39.88-2004&rft_val_fmt=info%3Aofi%2Ffmt%3Akev%3Amtx%3Adc&rfr_id=info%3Asid%2FANDS&rft_id=info:doi10.25917/w1ve-5r50&rft.title=It Could Be Overreaction, Not Lottery-Seeking, That Is Behind Bali, Cakici And Whitelaw’s MAX Effect; Code, Data and Additional Information.&rft.identifier=10.25917/w1ve-5r50&rft.publisher=Curtin University&rft.description= This dataset contains the SAS code used to conduct the analysis presented in Gorman, J., Akhtar, F., Durand, R.B., Gould J., It Could Be Overreaction, Not Lottery-Seeking, That Is Behind Bali, Cakici And Whitelaw’s MAX Effect, forthcoming in the Critical Finance Review. In addition, it provides:1. a sample of the data used; and2. the additional analysis, discussed in the paper, of firms' first-MAX-in-21-days events. Keywords: Extreme returns; Lottery-like payoffs; Gambling; Overreaction; Reversal. This dataset contains three files:1. SAS code.2. Data (in a format readable by SAS); and3. a pdf file. &rft.creator=Farida Akhtar&rft.creator=Jake Gorman&rft.creator=John Gould&rft.creator=Robert Durand&rft.date=2021&rft_rights=&rft_subject=Banking, finance and investment&rft_subject=COMMERCE, MANAGEMENT, TOURISM AND SERVICES&rft.type=dataset&rft.language=English Access the data

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This dataset contains the SAS code used to conduct the analysis presented in Gorman, J., Akhtar, F., Durand, R.B., Gould J., "It Could Be Overreaction, Not Lottery-Seeking, That Is Behind Bali, Cakici And Whitelaw’s MAX Effect", forthcoming in the Critical Finance Review.

In addition, it provides:
1. a sample of the data used; and
2. the additional analysis, discussed in the paper, of firms' first-MAX-in-21-days events.

Keywords: Extreme returns; Lottery-like payoffs; Gambling; Overreaction; Reversal.

This dataset contains three files:
1. SAS code.
2. Data (in a format readable by SAS); and
3. a pdf file.

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