Overreaction in the Brazilian stock market

Author:

da Costa Newton C.A.

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference12 articles.

1. Non-stationary expected returns: Implications for tests of market efficiency and serial correlation in returns;Ball;Journal of Financial Economics,1989

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

3. Measuring abnormal performance: Do stocks overreact?;Chopra;Journal of Financial Economics,1992

4. Sazonalidades do Ibovespa;da Costa;Revista de Administração de Empresas,1990

5. O efeito tamanho versus o efeito mês-do-ano no mercado de capitals Brasileiro: Uma análise empínca;da Costa;Revista Brasileira de Mercado de Capitals,1991

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