THE OVERREACTION HYPOTHESIS, FIRM SIZE, AND STOCK-MARKET SEASONALITY

被引：10

作者：

PETTENGILL, GN ^{[1
]}

JORDAN, BD ^{[1
]}

机构：

[1] UNIV MISSOURI,FINANCE,COLUMBIA,MO 65211

来源：

JOURNAL OF PORTFOLIO MANAGEMENT | 1990年 / 16卷 / 03期

关键词：

D O I：

10.3905/jpm.1990.409264

中图分类号：

F8 [财政、金融];

学科分类号：

0202 ;

摘要：

引用

页码：60 / 64

页数：5

共 50 条

[1] SIZE, SEASONALITY, AND STOCK-MARKET OVERREACTION
ZAROWIN, P
[J]. JOURNAL OF FINANCIAL AND QUANTITATIVE ANALYSIS, 1990, 25 (01) : 113 - 125
[2] FURTHER EVIDENCE ON INVESTOR OVERREACTION AND STOCK-MARKET SEASONALITY
DEBONDT, WFM
THALER, RH
[J]. JOURNAL OF FINANCE, 1987, 42 (03): : 557 - 581
[3] ON THE COMPUTATION OF RETURNS IN TESTS OF THE STOCK-MARKET OVERREACTION HYPOTHESIS
DISSANAIKE, G
[J]. JOURNAL OF BANKING & FINANCE, 1994, 18 (06) : 1083 - 1094
[4] OVERREACTION IN THE BRAZILIAN STOCK-MARKET
DACOSTA, NCA
[J]. JOURNAL OF BANKING & FINANCE, 1994, 18 (04) : 633 - 642
[5] THE FIRM SIZE EFFECT ON STOCK RETURNS IN A DEVELOPING STOCK-MARKET
WONG, KA
[J]. ECONOMICS LETTERS, 1989, 30 (01) : 61 - 65
[6] STOCK-MARKET SEASONALITY - INTERNATIONAL EVIDENCE
GULTEKIN, MN
GULTEKIN, NB
[J]. JOURNAL OF FINANCIAL ECONOMICS, 1983, 12 (04) : 469 - 481
[7] WHEN ARE CONTRARIAN PROFITS DUE TO STOCK-MARKET OVERREACTION
LO, AW
MACKINLAY, AC
[J]. REVIEW OF FINANCIAL STUDIES, 1990, 3 (02): : 175 - 205
[8] Return seasonality in the Spanish stock market.: The importance of the size of the firm
Garcia Blandon, Josep
[J]. REVISTA ESPANOLA DE FINANCIACION Y CONTABILIDAD-SPANISH JOURNAL OF FINANCE AND ACCOUNTING, 2008, 37 (139): : 527 - 540
[9] THE EFFICIENT MARKET HYPOTHESIS AND INSIDER TRADING ON THE STOCK-MARKET
LAFFONT, JJ
MASKIN, ES
[J]. JOURNAL OF POLITICAL ECONOMY, 1990, 98 (01) : 70 - 93
[10] A NOTE ON THE BEHAVIOR OF SECURITY RETURNS - A TEST OF STOCK-MARKET OVERREACTION AND EFFICIENCY
DAVIDSON, WN
DUTIA, D
[J]. JOURNAL OF FINANCIAL RESEARCH, 1989, 12 (03) : 245 - 252

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