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Mean reversion in asset returns with varying debt and equity components: Evidence and implications from preferred stock

Chen, Carl R.; Sauer, David A. - In: The Quarterly Review of Economics and Finance 37 (1997) 3, pp. 683-696

Persistent link: https://www.econbiz.de/10005388489

EARNINGS ANNOUNCEMENTS, QUALITY AND QUANTITY OF INFORMATION, AND STOCK PRICE CHANGES

Chen, Carl R.; Lin, James Wuh; Sauer, David A. - In: Journal of Financial Research 20 (1997) 4, pp. 483-502

Persistent link: https://www.econbiz.de/10008518631

Mean Reversion in the United Kingdom Stock Market and its Implications for a Profitable Trading Strategy

Sauer, David A.; Chen, Carl R. - In: Journal of Business Finance & Accounting 23 (1996) 9-10, pp. 1379-1395

Persistent link: https://www.econbiz.de/10010543840

Is Stock Market Overreaction Persistent Over Time?

Chen, Carl R.; Sauer, David A. - In: Journal of Business Finance & Accounting 24 (1997-01) 1, pp. 51-66

This paper examines the stability and persistence of the market overreaction hypothesis as posited by DeBondt and Thaler (1985 and 1987), and reinforced by Chopra, Lakonishok, and Ritter (1992). Using monthly CRSP data for the period 1926 through 1992, we find that returns obtained from a...

Persistent link: https://www.econbiz.de/10005672471