haku: @author Zarowin, P. / yhteensä: 7
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| Tekijä: | Zarowin, P. |
| Otsikko: | Size, seasonality, and stock market overreaction. |
| Lehti: | Journal of Financial and Quantitative Analysis
1990 : MAR, VOL. 25:1, p. 113-125 |
| Asiasana: | STOCK MARKETS |
| Kieli: | eng |
| Tiivistelmä: | A re-examination of evidence on stock market overreaction, with control for size differences between winners and losers. Overreaction hypothesis. Return differences between extreme prior period performers. Differences in risk. Role of size in winner versus phenomenon. Excess return comparison and size control. Investor overreaction in the initial month and January returns. Subperiod analysis. Seven Tables illustrate the study. |
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