Additional information is available for the following registered author(s):

• Yochanan Shachmurove

Download Info

To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

Publisher Info

Paper provided by Penn Economics Department in its series Penn CARESS Working Papers with number eda175263851a1d10f52acc29af07ed0.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length:
Date of creation: 2001
Date of revision:
Handle: RePEc:cla:penntw:eda175263851a1d10f52acc29af07ed0

Contact details of provider:
Web page: http://www.dklevine.com/

For technical questions regarding this item, or to correct its listing, contact: (David K. Levine).

Related research

Keywords:

References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:

1. Keith C. Brown & W. V. Harlow & Seba M. Tinic, 1989. "How Rational Investors Deal With Uncertainty (Or, Reports Of The Death Of Efficient Markets Theory Are Greatly Exaggerated)," Journal of Applied Corporate Finance, Morgan Stanley, vol. 2(3), pages 45-58. [Downloadable!] (restricted)
2. Corsetti, G. & Pesenti, P. & Roubini, N., 1998. "What Caused the Asian Currency and Financial Crisis?," Papers 343, Banca Italia - Servizio di Studi.
   Other versions:
   • Corsetti, Giancarlo & Pesenti, Paolo & Roubini, Nouriel, 1999. "What caused the Asian currency and financial crisis?," Japan and the World Economy, Elsevier, vol. 11(3), pages 305-373, October. [Downloadable!] (restricted)
3. Davidson, Wallace N, III & Dutia, Dipa, 1989. "A Note on the Behavior of Security Returns: A Test of Stock Market Overreaction and Efficiency," Journal of Financial Research, Southern Finance Association and Southwestern Finance Association, vol. 12(3), pages 245-52, Fall.
4. Brown, Keith C. & Harlow, W. V. & Tinic, Seha M., 1988. "Risk aversion, uncertain information, and market efficiency," Journal of Financial Economics, Elsevier, vol. 22(2), pages 355-385, December. [Downloadable!] (restricted)
5. Dissanaike, Gishan, 1996. "Are stock price reversals really asymmetric? A note," Journal of Banking & Finance, Elsevier, vol. 20(1), pages 189-201, January. [Downloadable!] (restricted)
6. Ajayi, Richard A & Mehdian, Seyed M, 1995. "Global Reaction of Security Prices to Major U.S.-Induced Surprises: An Empirical Investigation," Applied Financial Economics, Taylor and Francis Journals, vol. 5(4), pages 203-18, August. [Downloadable!] (restricted)
7. Dissanaike, Gishan, 1994. "On the computation of returns in tests of the stock market overreaction hypothesis," Journal of Banking & Finance, Elsevier, vol. 18(6), pages 1083-1094, December. [Downloadable!] (restricted)
8. De Bondt, Werner F M & Thaler, Richard, 1985. " Does the Stock Market Overreact?," Journal of Finance, American Finance Association, vol. 40(3), pages 793-805, July. [Downloadable!] (restricted)
9. Brown, Keith C. & Harlow, W. V. & Tinic, Seha M., 1993. "The Risk and Required Return of Common Stock following Major Price Innovations," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 28(01), pages 101-116, March. [Downloadable!]
10. Chan, K C, 1988. "On the Contrarian Investment Strategy," Journal of Business, University of Chicago Press, vol. 61(2), pages 147-63, April. [Downloadable!] (restricted)

Statistics

Access and download statistics

Did you know? RePEc data is maintained by each archive holder on its own website. Nothing is held centrally.

This page was last updated on 2009-12-9.