A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets
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DOI: 10.1111/0022-1082.00184
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- Harrison Hong & Jeremy C. Stein, 1997. "A Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets," NBER Working Papers 6324, National Bureau of Economic Research, Inc.
References listed on IDEAS
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