مرکز منطقه ای اطلاع رساني علوم و فناوري - Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs

Title of article :

Predicting the next step of a random walk: experimental evidence of regime-shifting beliefs

Author/Authors :

Robert Bloomfield، نويسنده , , Jeffrey Hales، نويسنده ,

Issue Information :

روزنامه با شماره پیاپی سال 2002

Pages :

From page :

397

To page :

414

Keywords :

Market inefficiency , Postearnings-announcement drift , Investor sentiment , Underreaction , Overreaction , Regime shifting

Journal title :

Journal of Financial Economics

Serial Year :

2002

Journal title :

Journal of Financial Economics

Record number :

257565

Link To Document :