The Death of the Overreaction Anomaly: Multi-factor Explanations for Contrarian Returns
Contribuinte(s) |
Merchant, S |
---|---|
Data(s) |
2006
|
Formato |
application/pdf |
Identificador | |
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 |