✦ LIBER ✦

On the computation of returns in tests of the stock market overreaction hypothesis

✍ Scribed by Gishan Dissanaike

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

The Contrarian/Overreaction Hypothesis:

✍ Johnathan C. Mun; Geraldo M. Vasconcellos; Richard Kish 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 151 KB

Do the prices of stock index futures in

✍ Alexander Kwok-Wah Fung; Kin Lam; Ka-Ming Lam 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 298 KB

Testing for differences in the tails of

✍ Eric Jondeau; Michael Rockinger 📂 Article 📅 2003 🏛 Elsevier Science 🌐 English ⚖ 210 KB

Long-Term Market Overreaction: The Effec

✍ TIM LOUGHRAN; JAY R. RITTER 📂 Article 📅 1996 🏛 John Wiley and Sons 🌐 English ⚖ 823 KB

Contrarian Profits and the Overreaction

✍ Antonios Antoniou; Emilios C. Galariotis; Spyros I. Spyrou 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 233 KB

The firm size effect on stock returns in

✍ Kie Ann Wong 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 354 KB