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Contrarian Profits and the Overreaction Hypothesis: the Case of the Athens Stock Exchange

✍ Scribed by Antonios Antoniou; Emilios C. Galariotis; Spyros I. Spyrou


Book ID
108589615
Publisher
John Wiley and Sons
Year
2005
Tongue
English
Weight
233 KB
Volume
11
Category
Article
ISSN
1354-7798

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Correlation study of the Athens Stock Ex
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We study the year-after-year properties of three different portfolios traded in the Athens Stock Exchange (ASE) for the time period 1987-2004. We use the minimum spanning tree (MST) technique and the random matrix theory (RMT), which make it possible to examine at the same time the temporal evolutio