RATIONAL INVESTORS' REACTION TO UNCERTAINTY: EVIDENCE FROM THE WORLD'S MAJOR MARKETS
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.1994.tb00334.x/fullpdf
Reference9 articles.
1. K. D. Brown, and W. V. Harlow (1988 ), 'Market Overrcaction: Magnitude and Intensity ',Journal of Portfolio Management(1988 ), pp.6 -13 .
2. K. D. Brown (1989 ), 'How Rational Investors Deal With Uncertainty ',Journal of Applied Corporate Finance(1989 ), pp: 45 -58 .
3. Risk aversion, uncertain information, and market efficiency
4. A NOTE ON THE BEHAVIOR OF SECURITY RETURNS: A TEST OF STOCK MARKET OVERREACTION AND EFFICIENCY
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