Long‐Term Market Overreaction or Biases in Computed Returns?

The Journal of Finance

Volumn 48, Issue 1, 1993, Pages 39-63

  CONRAD, JENNIFER ^a   KAUL, GAUTAM ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 84993918492     PISSN: 00221082     EISSN: 15406261     Source Type: Journal    
DOI: 10.1111/j.1540-6261.1993.tb04701.x     Document Type: Article

References (31)

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5. Biases in computed returns: An application to the size effect
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7. On the contrarian investment strategy
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11. Does the stock market overreact?
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27. Estimating betas with nonsynchronous data
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30. Size, seasonality, and stock market overreaction