The Death of the Overreaction Anomaly: Multi-factor Explanations for Contrarian Returns


Autoria(s): Clements, Adam; Drew, Michael; Reedman, Evan; Veeraraghavan, Madhu
Contribuinte(s)

Merchant, S

Data(s)

2006

Formato

application/pdf

Identificador

http://eprints.qut.edu.au/25177/

Publicador

Global Conference on Business and Economics

Relação

http://eprints.qut.edu.au/25177/1/25177_clements_2007004275.pdf

Clements, Adam, Drew, Michael, Reedman, Evan, & Veeraraghavan, Madhu (2006) The Death of the Overreaction Anomaly: Multi-factor Explanations for Contrarian Returns. In Merchant, S (Ed.) 5th Global Conference on Business and Economics, 6 - 8 July 2006, United Kingdom, England, Cambridge.

Fonte

QUT Business School; School of Economics & Finance

Palavras-Chave #150201 Finance #Multi-Factor Models, Asset Pricing, Overreaction
Tipo

Conference Paper