Market overreaction and underreaction : tests of the directional and magnitude effects
Frank J. Fabozzi, Chun-Yip Fung, Kin Lam and Wing-Keung Wong
| Year of publication: |
2013
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|---|---|
| Authors: | Fabozzi, Frank J. ; Fung, Chun-yip ; Lam, Kin ; Wong, Wing Keung |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 23.2013, 16/18, p. 1469-1482
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| Subject: | overreaction hypothesis | underreaction hypothesis | momentum strategy | contrarian strategy | directional effect | magnitude effect | winner portfolio | loser portfolio | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Anlageverhalten | Behavioural finance | Ankündigungseffekt | Announcement effect |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010259386