Does the Stock Market Overreact?
Author:
Publisher
Wiley
Subject
Economics and Econometrics,Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1540-6261.1985.tb05004.x/fullpdf
Reference28 articles.
1. Risk Perception in Psychology and Economics;Arrow;Economic Inquiry,1982
2. Anomalies in Relationships Between Securities' Yields and Yield-Surrogates;Ball;Journal of Financial Economics,1978
3. Investment Performance of Common Stocks in Relation to Their Price-Earnings Ratios: A Test of the Efficient Market Hypothesis;Basu;The Journal of Finance,1977
4. The Relationship Between Earnings' Yield, Market Value and Return for NYSE Common Stocks: Further Evidence;Basu;Journal of Financial Economics,1983
5. Note on the Behavior of Residual Security Returns for Winner and Loser Portfolios;Beaver;Journal of Accounting and Economics,1981
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