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Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction

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  • Nam, Kiseok
  • Pyun, Chong Soo
  • Avard, Stephen L.

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  • Nam, Kiseok & Pyun, Chong Soo & Avard, Stephen L., 2001. "Asymmetric reverting behavior of short-horizon stock returns: An evidence of stock market overreaction," Journal of Banking & Finance, Elsevier, vol. 25(4), pages 807-824, April.
    • Handle: RePEc:eee:jbfina:v:25:y:2001:i:4:p:807-824
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