Long-term price overreactions: are markets inefficient?
Author:
Funder
Brunel University
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Link
http://link.springer.com/content/pdf/10.1007/s12197-018-9464-8.pdf
Reference27 articles.
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2. Antoniou A, Galariotis EC, Spyrou SI (2005) Contrarian profits and the overreaction hypothesis: the case of the Athens stock exchange. Eur Financ Manag 11:71–98
3. Atkins AB, Dyl EA (1990) Price reversals, bid-ask spreads, and Market Efficiency. J Financ Quant Anal 25:535–547
4. Baytas A, Cakici N (1999) Do markets overreact: international evidence. J Bank Financ 23:1121–1144
5. Bowman RG, Iverson D (1998) Short-run over-reaction in the New Zealand stock market. Pac Basin Financ J 6:475–491
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