Long-Term Market Overreaction or Biases in Computed Returns?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1993.tb04701.x/fullpdf
Reference31 articles.
1. Merger bids, uncertainty and stock-holder returns;Asquith;Journal of Financial Economics,1983
2. Nonstationary expected returns: Implications for tests of market efficiency and serial correlation in returns;Ball;Journal of Financial Economics,1989
3. Post-earnings-announcement drift: Delayed price response or risk premium?;Bernard;Journal of Accounting Research,1989
4. The January anomaly: Effects of low share price, transaction costs, and bid-ask bias;Bhardwaj;Journal of Finance,1992
5. Biases in computed returns: An application to the size effect;Blume;Journal of Financial Economics,1983
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