Campbell, Kevin; Limmack, Robin - In: Applied Financial Economics 7 (1997) 5, pp. 537-548
This study tests for long-term reversals in the abnormal returns of UK companies classified as 'winners' and 'losers' over the period from January 1979 to December 1990 using publicly available data from the London Business School (LBS) Risk Measurement Service. In the first part of the study we...
