Input Stock's Information on a Trading Day When Overeaction Occured:


S&P 500 Daily Return:

Daily Return:


Pecent Change at the Openning:


Highest Pecent Change at the Opening:


Lowest Pecent Change at the Opening:


Number of shares outstanding to Volume Ratio


30-day mean of daily returns before the overeaction


10-day mean of daily returns before the overeaction


5-day mean of daily returns before the overeaction


30-day standard deviation of daily returns before the overeaction


10-day standard deviation of daily returns before the overeaction


5-day standard deviation of daily returns before the overeaction


Model Selections: Deicsion Tree Logistic Model Neural Network