Evidence that the stock market overreacts and adjusts: An undeniable feature of daily stock market price movements

Journal of Portfolio Management

Volumn 22, Issue 3, 1996, Pages 71-76

  Ferri, Michael G ^a   Min, Chung Ki ^a  

^a GEORGE MASON UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0030102670     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.1996.409553     Document Type: Article

References (12)

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12. Zellner, Arnold, Changsik Hong, and Chung-ki Min. "Forecasting Turning Points in International Output Growth Rates Using Bayesian Exponentially Weighted Autocorrelation, Time-Varying Parameters, and Pooling Techniques." Journal of Econometrics, 1991, pp. 275-304.