Maxing out short-term reversals in weekly stock returns
Chen Chen, Andrew Cohen, Qiqi Liang, Licheng Sun
| Year of publication: |
2025
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|---|---|
| Authors: | Chen, Chen ; Cohen, Andrew ; Liang, Qiqi ; Sun, Licheng |
| Published in: |
Journal of empirical finance. - [Erscheinungsort nicht ermittelbar] : Elsevier Science, ISSN 0927-5398, ZDB-ID 1496810-1. - Vol. 82.2025, Art.-No. 101608, p. 1-21
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| Subject: | Investor overreaction | Lottery-like stocks | Short-term reversals | The MAX effect | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2025.101608 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015432823