IIMA Institutional Repository
This Institutional Repository has been created to collect, preserve and distribute the scholarly output of Indian Institute of Management, Ahmedabad. This will work as an important tool to facilitate scholarly communication and preserve the institution knowledge. The Vikram Sarabhai Library is proud to be hosting the repository for the dissemination and preservation of this valuable knowledge resource of the IIMA community.
Please use this identifier to cite or link to this item:
http://hdl.handle.net/11718/26429| Title: | Behavioral analysis of market inefficiencies |
| Authors: | Rajkotwala, Mukarram Gupta, Rahul |
| Keywords: | Behavioral analysis;Market inefficiencies;Stock market |
| Issue Date: | 21-Jan-2022 |
| Publisher: | Indian Institute of Management Ahmedabad |
| Abstract: | We have looked at three research issues – 1) the difficulty in predicting the probability of failure 2) the desire to be in consensus with the broader view, and 3) the exaggeration of uptrends and downtrends. Based on our data-driven analysis of each issue, we find that these market inefficiencies are explained by various psychological tendencies and biases such as the halo effect, regret aversion, loss aversion, social proof, and bandwagon effect amongst others. One should remain cognizant of these biases while referring to analyst reports, company communications etc., as well as when investing in the stock market in order to facilitate objective decision making. |
| URI: | http://hdl.handle.net/11718/26429 |
| Appears in Collections: | Student Projects |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Behavioral_analysis_of_market_inefficiencies.pdf Restricted Access | 374.68 kB | Adobe PDF | View/Open Request a copy |
Items in IIMA Institutional Repository are protected by copyright, with all rights reserved, unless otherwise indicated.