مرکز منطقه ای اطلاع رساني علوم و فناوري - Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction

Title of article :

Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction

Author/Authors :

Kiseok Nam، نويسنده , , Chong Soo Pyun، نويسنده , , Stephen L. Avard، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2001

Pages :

From page :

807

To page :

824

Keywords :

Asymmetric volatility model , Stock market overreaction , Contrarian investment , Asymmetric mean reverting

Journal title :

Journal of Banking and Finance

Serial Year :

2001

Journal title :

Journal of Banking and Finance

Record number :

193268

Link To Document :