Overreaction and the cross-section of returns: International evidence-Reference-Cited by-同舟云学术

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Overreaction and the cross-section of returns: International evidence

Published:2017-06 Issue: Volume:42 Page:1-14
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Blackburn Douglas W.,Cakici Nusret

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference26 articles.

1. Overreaction in the Spanish Equity Market;Alonso;J. Bank. Finance,1990

2. Illiquidity and stock returns: cross-section and time-series effects;Amihud;J. Financial Mark.,2002

3. Value and momentum everywhere;Asness;J. Finance,2013

4. A model of investor sentiment;Barberis;J. Financial Econ.,1998

5. Differential information and the small firm effect;Barry;J. Financial Inf.,1984

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