Financial Market Anomalies And Behavioral Biases: Implications Of Overconfidence Bias
Table 5:
| Variable dépendante | ΔVt | Rt | ||
| Variable indépendante | ΔVt-j | Rt-j | ΔVt-j | Rt-j |
| Khi-deux1 (P-value) | 51,57619(0,0000) | 14,52724(0,0126) | 7,070323(0,2155) | 13,13452(0,0222) |
| Somme des coefficients retardés | - 1,436116 | 1,221817 | - 0,052428 | 0,034843 |
| Khi-deux2(P-value) | 23,94260(0,0000) | 4,571521(0,0325) | 0,332339(0,5643) | 0,041864(0,8379) |
| Ř2 | 0 ,339833 | 0,104760 | ||