Overreaction of Dow stocks
Several studies have found mean reversion in monthly stock returns over long horizons. However, these studies can be challenged for several reasons, including the neglect or possible misspecification of risk premia. The current paper analyzes daily Dow returns over short horizons, which obviates the...
Tallennettuna:
| Päätekijä: | |
|---|---|
| Aineistotyyppi: | Artigo |
| Kieli: | Inglês |
| Julkaistu: |
Taylor & Francis Group
2016-12-01
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| Sarja: | Cogent Economics & Finance |
| Aiheet: | |
| Linkit: | http://dx.doi.org/10.1080/23322039.2016.1251831 |
| Tagit: |
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