Overreaction after controlling for size and book-to-market effects and its mimicking portfolio in Japan

Review of Quantitative Finance and Accounting

Volumn 24, Issue 1, 2005, Pages 65-91

  Chiao, Chaoshin ^a   Cheng, David C ^a   Hung, Welfeng ^a  

^a NATIONAL DONG HWA UNIVERSITY   (Taiwan)

Author keywords

Book to market; Overreaction; Prior return; Size

Indexed keywords

EID: 21244499438     PISSN: 0924865X     EISSN: None     Source Type: Journal    
DOI: 10.1007/s11156-005-5327-4     Document Type: Article

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