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Author:Mai, H. M.
Title:Sur-reaction sur le marche francais des actions au Reglement Mensuel 1977-1990
Journal:Finance
1995 : VOL. 16:1, p. 113-136
Index terms:STOCK MARKETS
STOCK RETURNS
FRANCE
Language:fre
Abstract:Overshooting on the French equity market. Overreaction strategies are based on medium-term negative dependence of stock returns. The new strategies out-perform the classical strategy.
SCIMA record nr: 142595
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