Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020
The research investigates the long-run overreaction phenomenon in EURONEXT stock exchange. Data of EURONEXT stock … supported long-run overreaction in EURONEXT stock exchange, this phenomenon was explained by the differences in risk. Jensen … exchange for the period of 2000-2017 were employed for the winner and the loser portfolio formation and systemic risk …