Return reversals in the Tokyo Stock Exchange: A test of stock market overreaction

Japan and the World Economy

Volumn 9, Issue 3, 1997, Pages 363-384

  Gunaratne, P S M ^a,b   Yonesawa, Y ^a  

^a UNIVERSITY OF TSUKUBA   (Japan)

^b UNIVERSITY OF COLOMBO   (Sri Lanka)

Author keywords

Abnormal returns; Japan; Overreaction; Return reversals; Tokyo Stock Exchange

Indexed keywords

EID: 0031206145     PISSN: 09221425     EISSN: None     Source Type: Journal    
DOI: 10.1016/s0922-1425(96)00256-3     Document Type: Article

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