Mispricing and the cross-section of stock returns
Year of publication: |
2009
|
---|---|
Authors: | Chen, Carl ; Lung, Peter ; Wang, F. |
Published in: |
Review of Quantitative Finance and Accounting. - Springer. - Vol. 32.2009, 4, p. 317-349
|
Publisher: |
Springer |
Subject: | Model-based mispricing | Investor overreaction | Mispricing strategy | Contrarian strategy | Price–dividend ratio | Stock return predictability | Cross-section of stock returns |
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