Overreaction and the cross-section of returns: International evidence
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DOI: 10.1016/j.jempfin.2017.02.001
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More about this item
Keywords
F30; G02; G10; G11; G12; Return predictability; Overreaction; Long-term reversals; Market efficiency; Cross-section of returns; International asset pricing;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- G02 - Financial Economics - - General - - - Behavioral Finance: Underlying Principles
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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