𝔖 Bobbio Scriptorium
✦   LIBER   ✦

THE OVERREACTION HYPOTHESIS AND THE UK STOCKMARKET

✍ Scribed by Andrew Clare; Stephen Thomas


Book ID
111105683
Publisher
John Wiley and Sons
Year
1995
Tongue
English
Weight
627 KB
Volume
22
Category
Article
ISSN
0306-686X

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Macroeconomic shocks and the CAPM: evide
✍ Andrew Clare; Raymond O’Brien; Stephen Thomas; Michael Wickens πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 197 KB

The UK stockmarket is tested for mean variance efficiency (MVE) in the sense that sectoral stock returns satisfy the restrictions implied by CAPM. There are two main innovations in the paper. One is the use of a model for excess returns in which the conditional covariance matrix of returns varies ov

Election outcomes and the stockmarket
✍ Frederick van der Ploeg πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 597 KB