Note on the behavior of residual security returns for winner and loser portfolios
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Jorge V. P鲥z-Rodr z & Beatriz G. L. Valcarcel, 2012.
"Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices,"
Applied Economics, Taylor & Francis Journals, vol. 44(17), pages 2217-2229, June.
- Jorge Pérez-Rodríguez & Beatriz G Valcarcel, 2011. "Do product innovation and news about the R&D process produce large price changes and overreaction? The case of pharmaceutical stock prices," Post-Print hal-00687812, HAL.
- Daske, Stefan, 2002. "Winner-Loser-Effekte am deutschen Aktienmarkt," SFB 373 Discussion Papers 2002,87, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes.
- Wallace N. Davidson III & Dipa Dutia, 1989. "A Note On The Behavior Of Security Returns: A Test Of Stock Market Overreaction And Efficiency," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 12(3), pages 245-252, September.
- Pasaribu, Rowland Bismark Fernando, 2010. "Anomali Overreaction di bursa efek Indonesia: Penelitian Saham LQ-45 [Overreaction Anomaly in Indonesia Stock Exchange: Case Study of LQ-45 Stocks]," MPRA Paper 36998, University Library of Munich, Germany.
- D. E. Allen & Robert Prince, 1995. "The winner/loser hypothesis: some preliminary Australian evidence on the impact of changing risk," Applied Economics Letters, Taylor & Francis Journals, vol. 2(8), pages 280-283.
- Nick Inglis & Bruce Vanstone & Tobias Hahn, 2019. "Modelling momentum winner/loser asymmetry: the sources of winner and loser returns in the ASX200 and S&P500," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 59(S1), pages 657-684, April.
- Baur, Robert Frederick, 1992. "Overreaction in futures markets," ISU General Staff Papers 1992010108000010973, Iowa State University, Department of Economics.
- Victor Bernard & Jacob Thomas & James Wahlen, 1997. "Accounting†Based Stock Price Anomalies: Separating Market Inefficiencies from Risk," Contemporary Accounting Research, John Wiley & Sons, vol. 14(2), pages 89-136, June.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jaecon:v:3:y:1981:i:3:p:233-241. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/jae .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.