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Conservatism bias in the presence of strategic interaction

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  • Guo Ying Luo

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  • Guo Ying Luo, 2012. "Conservatism bias in the presence of strategic interaction," Quantitative Finance, Taylor & Francis Journals, vol. 13(7), pages 989-996, October.
    • Handle: RePEc:taf:quantf:v:13:y:2012:i:7:p:989-996
    DOI: 10.1080/14697688.2012.741261
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    References listed on IDEAS

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    1. repec:bla:jfinan:v:53:y:1998:i:6:p:1839-1885 is not listed on IDEAS
    2. Kyle, Albert S, 1985. "Continuous Auctions and Insider Trading," Econometrica, Econometric Society, vol. 53(6), pages 1315-1335, November.
    3. Narasimhan Jegadeesh & Sheridan Titman, 2001. "Profitability of Momentum Strategies: An Evaluation of Alternative Explanations," Journal of Finance, American Finance Association, vol. 56(2), pages 699-720, April.
    4. Fama, Eugene F., 1998. "Market efficiency, long-term returns, and behavioral finance," Journal of Financial Economics, Elsevier, vol. 49(3), pages 283-306, September.
    5. Harrison Hong & Jeremy C. Stein, 1999. "A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets," Journal of Finance, American Finance Association, vol. 54(6), pages 2143-2184, December.
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