Do markets overreact: International evidence
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
1. Tests of analysts' overreaction/underreaction to earnings information as an explanation for anomalous stock price behavior;Abarbanell;Journal of Finance,1992
2. Nonstationary expected returns: Implications for tests of market efficiency and serial correlations in returns;Ball;Journal of Financial Economics,1989
3. On the contrarian investment strategy;Chan;Journal of Business,1988
4. Chen, C.R., Sauer, D.A., 1997. Is stock market overreaction persistent over time? Journal of Business Finance and Accounting 24 (1), 51–66
5. Chopra, N., Lakonishok, J., Ritter, J.R., 1992. Measuring abnormal performance: Do stocks overreact? Journal of Financial Economics 31, 235–268
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