A Bibliometric Analysis on Overreaction and Underreaction of Investors

Investors significantly influence asset prices and market dynamics, but their tendency to misinterpret information can introduce inefficiencies. Recognising the need for comprehensive analysis to map the intellectual landscape and identify key research trends, this study conducts a bibliometric anal...

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Main Authors: Sourav Acharjee, Amit Kumar Das, Poonam Das
Format: Article
Language:English
Published: Faculty of Management & Finance, University of Colombo 2025-06-01
Series:Colombo Business Journal
Subjects:
Online Access:https://mgmt.cmb.ac.lk/cbj/wp-content/uploads/2025/06/2.-CBJ-V16I1-Overreaction-and-Underreaction.pdf
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author Sourav Acharjee
Amit Kumar Das
Poonam Das
author_facet Sourav Acharjee
Amit Kumar Das
Poonam Das
author_sort Sourav Acharjee
collection DOAJ
description Investors significantly influence asset prices and market dynamics, but their tendency to misinterpret information can introduce inefficiencies. Recognising the need for comprehensive analysis to map the intellectual landscape and identify key research trends, this study conducts a bibliometric analysis of 141 publications from 1982 to 2022 using the Scopus database. A systematic literature review, ensuring comprehensive coverage, identifying research gaps, synthesising findings, minimising bias, and guiding future research, is emphasised. The analysis, performed with VOSviewer software, reveals a growing interest in investor behaviour, highlighting core themes such as Investor Sentiment, Momentum, Contrarian Strategies, and Market Anomalies. Co-occurrence analysis traces thematic progression, emphasising pivotal concepts like “overreaction,” “underreaction,” and “market efficiency.” Less-explored areas like Trading Strategies, Long-term Performance, and Earning Revisions are noted. The findings offer a comprehensive view of the evolving landscape in investor behaviour research and suggest future research directions, including long-term behavioural patterns and cross-cultural studies.
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spelling doaj-art-7579dca08ad54ceaaa78988a28da8b092025-08-20T03:33:26ZengFaculty of Management & Finance, University of ColomboColombo Business Journal1800-363X2579-22102025-06-01161235010.4038/cbj.v16i1.203A Bibliometric Analysis on Overreaction and Underreaction of InvestorsSourav Acharjee0https://orcid.org/0009-0004-5101-6413Amit Kumar Das1Poonam Das2Department of Business Administration, Assam University, IndiaDepartment of Business Administration, Assam University, IndiaDepartment of Business Administration, Assam University, IndiaInvestors significantly influence asset prices and market dynamics, but their tendency to misinterpret information can introduce inefficiencies. Recognising the need for comprehensive analysis to map the intellectual landscape and identify key research trends, this study conducts a bibliometric analysis of 141 publications from 1982 to 2022 using the Scopus database. A systematic literature review, ensuring comprehensive coverage, identifying research gaps, synthesising findings, minimising bias, and guiding future research, is emphasised. The analysis, performed with VOSviewer software, reveals a growing interest in investor behaviour, highlighting core themes such as Investor Sentiment, Momentum, Contrarian Strategies, and Market Anomalies. Co-occurrence analysis traces thematic progression, emphasising pivotal concepts like “overreaction,” “underreaction,” and “market efficiency.” Less-explored areas like Trading Strategies, Long-term Performance, and Earning Revisions are noted. The findings offer a comprehensive view of the evolving landscape in investor behaviour research and suggest future research directions, including long-term behavioural patterns and cross-cultural studies.https://mgmt.cmb.ac.lk/cbj/wp-content/uploads/2025/06/2.-CBJ-V16I1-Overreaction-and-Underreaction.pdfasset pricingbibliometric analysisbehavioural financemarket anomaliesmarket efficiency
spellingShingle Sourav Acharjee
Amit Kumar Das
Poonam Das
A Bibliometric Analysis on Overreaction and Underreaction of Investors
Colombo Business Journal
asset pricing
bibliometric analysis
behavioural finance
market anomalies
market efficiency
title A Bibliometric Analysis on Overreaction and Underreaction of Investors
title_full A Bibliometric Analysis on Overreaction and Underreaction of Investors
title_fullStr A Bibliometric Analysis on Overreaction and Underreaction of Investors
title_full_unstemmed A Bibliometric Analysis on Overreaction and Underreaction of Investors
title_short A Bibliometric Analysis on Overreaction and Underreaction of Investors
title_sort bibliometric analysis on overreaction and underreaction of investors
topic asset pricing
bibliometric analysis
behavioural finance
market anomalies
market efficiency
url https://mgmt.cmb.ac.lk/cbj/wp-content/uploads/2025/06/2.-CBJ-V16I1-Overreaction-and-Underreaction.pdf
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