Long-term price overreactions: are markets inefficient?
Keywords:
Materias Investigacion::Economía y Empresa::Economía
Efficient market hypothesis
Anomaly
Overreaction hypothesis
Abnormal returns
Contrarian strategy
Trading strategy
Trading robot
Inertia anomaly
Publisher:
Springer Science and Business Media LLC
Note:
This article is distributed under the terms of the Creative Commons Attribution 4.0 International License
Citation:
Caporale, G.M. (Guglielmo M.); Gil-Alana, L.A. (Luis A.); Plastun, A. (Alex). "Long-term price overreactions: are markets inefficient?". Journal of Economics and Finance. (43), 2019, 657 - 680
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