A NOTE ON THE BEHAVIOR OF SECURITY RETURNS: A TEST OF STOCK MARKET OVERREACTION AND EFFICIENCY
Author:
Affiliation:
1. Southern Illinois University
2. Denton Municipal Utilities, University of North Texas
Publisher
Wiley
Subject
Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1475-6803.1989.tb00517.x/fullpdf
Reference15 articles.
1. “Investment Performance of Common Stocks in Relation to their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis.”;Basu;Journal of Finance,1977
2. “Note on the Behavior of Residual Security Returns for Winner and Loser Portfolios.”;Beaver;Journal of Accounting and Economics,1981
3. Black , F. “Yes Virginia, There is Hope: Tests of the Value Line Ranking Systems.” Financial Analysts Journal 1971 10 14
4. Copeland , T. E. D. Mayers “The Value Line Enigma (1965-1978): A Case Study of Performance Evaluation Issues.” Journal of Financial Economics 1982 289 321
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