Overreaction after controlling for size and book-to-market effects and its mimicking portfolio in Japan
Year of publication: |
2005
|
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Authors: | Chiao, Chaoshin ; Cheng, David C. ; Hung, Welfeng |
Published in: |
Review of quantitative finance and accounting. - New York, NY : Springer, ISSN 0924-865X, ZDB-ID 1087855-5. - Vol. 24.2005, 1, p. 65-91
|
Subject: | Betriebsgröße | Firm size | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Japan |
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