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

Journal of Financial Economics

Volumn 65, Issue 3, 2002, Pages 397-414

  Bloomfield, Robert ^a   Hales, Jeffrey ^b  

^a The Samuel Curtis Johnson Graduate School of Management   (United States)

^b UNIVERSITY OF TEXAS AT AUSTIN   (United States)

Author keywords

Investor sentiment; Market inefficieny; Overreaction; Post earnings announcement drift; Regime shifting; Underreaction

Indexed keywords

EID: 0036334810     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-405X(02)00147-2     Document Type: Article

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