Short-term price overreactions : identification, testing, exploitation
Guglielmo Maria Caporale, Luis Gil-Alana, Alex Plastun
| Year of publication: |
April 2018
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Gil-Alaña, Luis A. ; Plastun, Alex |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 4, p. 913-940
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| Subject: | Efficient market hypothesis | Anomaly | Overreaction hypothesis | Abnormal returns | Contrarian strategy | Trading strategy | Trading robot | t test | Effizienzmarkthypothese | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory | Anlageverhalten | Behavioural finance | Portfolio-Management | Portfolio selection | Roboter | Robot |
| 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/10011972202