Journal of Banking & Finance · 2004 · 34 citations · 36 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsQuantitative FinanceAsset Return ModelingAsymmetric InformationCapital MarketsInformation AsymmetryRisk-return AnalysisTrading StrategiesAsymmetric Price ResponseAsymmetric Volatility ModelsMean Reversion In ReturnsReturn PersistenceRisk-return Tradeoff Analysis
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Does the Stock Market Overreact?
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