摘要 : This paper offers out-of-sample evidence of subsequent short-term abnormal returns for stocks experiencing a price change of 10% or more in either direction on the German stock market between 1988 and 2007. First, we find signific... 展开
作者 | Sebastian Lobe Johannes Rieks |
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作者单位 | |
期刊名称 | 《The quarterly review of economics and finance》 |
页码/总页数 | p.113-123 / 11 |
语种 | 英语 |
关键词 | Overreaction Price shocks Anomalies |
DOI | 10.1016/j.qref.2010.12.002 |
馆藏号 | F-168 |