Do Fund Managers Expect Mean Averting Returns?
Year of publication: |
2004
|
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Authors: | Stotz, Olaf ; Lütje, Torben ; Menkhoff, Lukas ; von Nitzsch, Rüdiger |
Publisher: |
Hannover : Universität Hannover, Wirtschaftswissenschaftliche Fakultät |
Subject: | Mean aversion | return expectations | non-fundamental information | loss aversion |
Series: | Diskussionsbeitrag ; 309 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 476319714 [GVK] hdl:10419/22421 [Handle] RePEc:han:dpaper:dp-309 [RePEc] |
Classification: | G14 - Information and Market Efficiency; Event Studies ; G12 - Asset Pricing |
Source: |
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