Overreaction in the Spanish equity market

Author:

Alonso Aurora,Rubio Gonzalo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference11 articles.

1. The relationship between earnings yield, market value and the return for NYSE common stocks;Basu;Journal of Financial Economics,1983

2. On the contrarian investment strategy;Chan;Journal of Business,1988

3. Does the stock market overreact?;De Bondt;Journal of Finance,1985

4. Further evidence on investor overreaction and stock market seasonality;De Bondt;Journal of Finance,1987

5. Common factors in the serial correlation of stock returns;Fama,1986

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