Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange
Author:
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1354-7798.2005.00276.x/fullpdf
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2. Market Efficiency, Thin Trading and Non-linear Behaviour: Evidence from an Emerging Market
3. J. F. Bacmann, and M. Dubois , 'Contrarian strategies and cross-autocorrelations in stock returns: evidence from France' , Social Science Research Network Electronic Library 1998, and European Financial Management Association, 2000 Meeting.
4. Nonstationary expected returns
5. A model of investor sentiment1We are grateful to the NSF for financial support, and to Oliver Blanchard, Alon Brav, John Campbell (a referee), John Cochrane, Edward Glaeser, J.B. Heaton, Danny Kahneman, David Laibson, Owen Lamont, Drazen Prelec, Jay Ritter (a referee), Ken Singleton, Dick Thaler, an anonymous referee, and the editor, Bill Schwert, for comments.1
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