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Overreaction effects independent of risk and characteristics: evidence from the Japanese stock market

✍ Scribed by Chaoshin Chiao; C. James Hueng

Book ID
113681255
Publisher
Elsevier Science
Year
2005
Tongue
English
Weight
257 KB
Volume
17
Category
Article
ISSN
0922-1425

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✍ Hyung-Suk Choi; Narayanan Jayaraman πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 189 KB

## Abstract The role of option markets is reexamined in the reversal process of stock prices following stock price declines of 10% or more. A matched pair of optionable and nonoptionable firms is randomly selected when their price declines by 10% or more on the same date. The authors examine the 1,