اسکینی، سبحان.، تاجمیر ریاحی، حامد و ایمنیفر، محمد. (1392). آزمون فراواکنشی و راهبرد سرمایهگذاری معکوس با استفاده از بازده دوره نگهداری. اندیشه مدیریت راهبردی، 7(1)، 245-229.
بدری، احمد و اصیلزاده، محمد. (1390). فراواکنشی و دامنه نوسان قیمت: شواهدی از بورس اوراق بهادار تهران. تحقیقات حسابداری و حسابرسی، 3(9)، 73-56.
ریاحین، مهدی.، معدنچی، مهدی و ستایش، محمد رضا. (1395). ارزیابی واکنش بیش از اندازه سرمایهگذاران بازار سهام ایران نسبت به اخبار مذاکرات هستهای. مجله اقتصادی، 16(7)، 77-53.
سعیدی، علی.، رهنمای رودپشتی، فریدون و بیکزاده عباسی، فرزانه. (1389). کاربرد راهبردهای توالی و معکوس در بورس اوراق بهادار تهران. مطالعات تجربی حسابداری مالی، 8(31)، 141-121.
ضیایی بیدگلی، محمد تقی و بهرامی، کیومرث. (1392). آزمون بهکارگیری راهبرد معاملاتی معکوس در تشکیل پرتفوی در بورس اوراق بهادار تهران. دانش مالی تحلیل اوراق بهادار، 6(17)، 119-103.
مددی، سعید.، برزگر، نرگس و موسوی، میرحسین. (1393). مدلسازی فراواکنشی سرمایهگذاران در بازار سهام با قیمتهای OHLC روزانه. پژوهشهای تجربی حسابداری، 4(2)، 196-179.
مهرانی، ساسان و نونهال نهر، علی اکبر. (1387). بررسی امکان بهکارگیری راهبرد معاملاتی معکوس در بورس اوراق بهادار تهران. بررسیهای حسابداری و حسابرسی، 14(50)، 46-25.
نیکبخت، محمدرضا و مرادی، مهدی. (1384). ارزیابی واکنش بیش از اندازه سهامداران عادی در بورس اوراق بهادار تهران. مطالعات تجربی حسابداری مالی، 3(9)، 26-1.
Amihud, Y. (2002). Illiquidity and stock returns: Cross-section and time-series effects. Journal of Financial Markets, 5(1), 31-56.
Ang, A., Hodrick, J, R., Xing, Y. & Zhang, X. (2009). High idiosyncratic volatility and low returns: International and further U.S. evidence. Journal of Financial Economics, 91(1), 1-23.
Badri, A. & Asilzadeh, M. (2011). Frequency and amplitude of price fluctuations: Evidence from Tehran Stock Exchange. Accounting Research, 3(9), 56-73. (In Persian)
Bali, T., Cakici, N. & Whitelaw, R. (2011). Maxing out: Stocks as lotteries and the cross-section of expected returns. Journal of Financial Economics, 99(2), 427-446.
Barber, B. & Odean, T. (2001). Boys will be boys: Gender, overconfidence, and common stock investment. Quarterly Journal of Economics, 116(1), 261-292.
Barberis, N., Shleifer, A. & Vishny, R. W. (1998). A model of investment sentiment. Journal of Financial Economics, 49(3), 307-343.
Byun, S. J., Lim, S. S. & Yun, S. H. (2016). Continuing overreaction and stock return predictability. Journal of Financial and Quantitative Analysis, 51(6), 2015-2046 .
Carhart, M. M. (1997). On persistence in mutual fund performance. The Journal of finance, 52(1), 57-82.
Conrad, J. & Kaul, G. (1993). Long-Term market overreaction or biases in computed return? The Journal of Finance, 48(1), 39-63.
Cremers, M. & Pareek, A. (2014). Short-Term trading and stock return anomalies: Momentum, reversal and share issueance. Review of Finance, 19(4), 1649-1701.
Da, Z., Gurun, U. & Warachka, M. (2014). Frog in the pan: Continuous information and momentum. Review of Financial Studies Forthcoming, 27(7), 2171-2218.
Daniel, K., Hirshleifer, D. & Subrahmanyam, A. (1998). Investor psychology and security market under-and overreactions. Journal of Finance, 53(6), 1839-1885.
De Bondt, W. F. M. & Thaler, R. (1985). Do the stock market overreact? The Journal of Finance, 40(3), 793-805.
Dyl, E., Yuksel, H. & Zaynutdinova, G. (2019). Price reversals and price continuations following large prices movements. Journal of Business Research, 95(C), 1-12.
Eskini, S., Tajmir Riyahi, H. & Imenifar, M. (2013). Testing overreaction and contrarian investment strategy using the holding period return. Strategic Management Thought, 7(1), 229-245. (In Persian)
Fama, E. & French, K. (1993). Common risk factors in the returns on stocks and bonds. Journal of Financial Economics, 33(1), 3-56.
Fama, E. & French, K. (1996). Multifactor explanations of asset pricing anomalies. The Journal of Finance, 51(1), 55-84.
Fama, E. & MacBeth, J. (1973). Risk, return, and equilibrium: Empirical tests. Journal of Political Economy, 81(3), 607-636.
Frank, M. & Sanati, A. (2018). How does the stock market absorb shocks? Journal of Financial Eonomics, 129(1), 136-153.
George, T. J. & Hwang C. Y. (2007). Long-term return reversals: Overreaction or taxes? The Journal of Finance, 62(6), 2865-2896.
Glaser, M. & Weber, M. (2009). Which past returns affect trading volume? Journal of Financial Markets, 12(1), 1-31.
Grinblatt, M. & Han, B. (2005). Prospect theory, mental accounting and momentum. Journal of Financial Economics, 78(2), 311-337.
Grinblatt, M. & Moskowitz, T. (2004). Predicting stock price movements from past returns: The role of consistency and tax-loss selling. Journal of Financial Economics, 71(3), 541-579.
Grinblatt, M. & Keloharju, M. (2009). Sensation seeking, overconfidence and trading activity. The Journal of Finance, 64(2), 549-578.
Heyman, D., Lescrauwaet, M. & Stieperaere, H. (2019). Investor attention and short term return reversals. Finance Research Letters, 29, 1-6.
Hong, H. & Stein, J. C. (1999). A unified theory of under reaction, momentum trading and overreaction in asset markets. The Journal of Finance, 54(6), 2143-2184.
Jegadeesh, N. (1990). Evidence of predictable behavior of security returns. The Journal of Finance, 45(3), 881-898.
Jegadeesh, N. & Titman, S. (1993). Returns to buying winners and selling losers: Implications for stock market efficiency. The Journal of Finance, 48(1), 65-91.
Jegadeesh, N. & Titman, S. (1995). Overreaction, delayed reaction and contrarian profits. The Review of Financial Studies, 8(4), 973-993.
Lee, C. M. C. & Swaminathan, B. (2002). Price momentum and trading volume. The Journal of Finance, 55(5), 2017-2069.
Lo, A. & MacKinlay, A. (1990). When are contrarian profits due to stock market overreaction. The Review of Financial Studies, 3(2), 175-205.
Lobe, S. & Rieks, J. (2011). Short-term market overreaction on the Frankfurt Stock Exchange. The Quarterly Review of Economics and Finance, 51(2), 113-123.
Madadi, S., Barzgar, N. & Mousavi, M. (2014). Overreaction modeling of stock market through intraday OHLC prices. Journal of Empirical Research in Accounting, 4(2), 179-196. (In Persian)
Mehrani, S. & Nonahal Nahr, A. A. (2008). An investigation of implementing contrarian trading strategy in Tehran Stock Exchange (TSE). Accounting and Auditing Review, 15(1), 25-46. (In Persian)
Nikbakht, M. R. & Moradi, M. (2005). The evaluation investors overreaction in the Tehran Stock Exchange (TSE). Empirical Studies in Financial Accounting, 3(9), 1-26. (In Persian)
Odean, T. (1998). Volume, volatility, price, and profit when all traders are above average. The Journal of Finance, 53(6), 1887-1934.
Riahin, M., Madanchi, M. & Setayesh, M. (2016). Investors overreaction to Iran nuclear negotiation. Economic Journal, 16(7), 53-77. (In Persian)
Saeedi, A., Rahnama Roodposhti, F. & Bikzadeh Abbasi, F. (2010). Application of momentum and contrarian strategies in Tehran Stock Exchange. Empirical Studies of Financial Accounting, 8(31), 121-141. (In Persian)
Spyros, S., Kassimatis, K. & Galariotis, E. (2007). Short-term overreaction, underreaction and efficient reaction: Evidence from the London Stock Exchange. Applied Financial Economics, 17(3), 221-235.
Zarowin, P. (1989). Does the stock market overreact to corporate earnings information. The Journal of Finance, 44(5), 1385-1399.
Ziaeei Bidgoli, M. T. & Bahrami, K. (2013). Testing contrarian strategy in portfolio formation: Evidences from Tehran securities exchange. Scientific & Research Journals Management System, 6(1), 103-119. (In Persian(