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My bibliography Save this articleOverreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan
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DOI: 10.1007/s11156-005-5327-4
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Citations
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Cited by:
- Yuan Gao & Derek Oler, 2012. "Rumors and pre-announcement trading: why sell target stocks before acquisition announcements?," Review of Quantitative Finance and Accounting, Springer, vol. 39(4), pages 485-508, November.
- Douglas W. Blackburn & Nusret Cakici, 2020. "Tangible and intangible information in emerging markets," Review of Quantitative Finance and Accounting, Springer, vol. 54(4), pages 1509-1527, May.
- J. Ernstberger & H. Haupt & O. Vogler, 2011. "The role of sorting portfolios in asset-pricing models," Applied Financial Economics, Taylor & Francis Journals, vol. 21(18), pages 1381-1396.
- Hisham Farag & Robert Cressy, 2010. "Do unobservable factors explain the disposition effect in emerging stock markets?," Applied Financial Economics, Taylor & Francis Journals, vol. 20(15), pages 1173-1183.
- Robert Cressy & Hisham Farag, 2011. "Do size and unobservable company factors explain stock price reversals?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 35(1), pages 1-21, January.
- Nusret Cakici & Sris Chatterjee & Yi Tang & Lin Tong, 2021. "Alternative profitability measures and cross-section of expected stock returns: international evidence," Review of Quantitative Finance and Accounting, Springer, vol. 56(1), pages 369-391, January.
- Rani Hoitash & Murugappa (Murgie) Krishnan, 2008. "Herding, momentum and investor over-reaction," Review of Quantitative Finance and Accounting, Springer, vol. 30(1), pages 25-47, January.
- Hisham Farag, 2015. "Long-term Overreaction, Regulatory Policies and Stock Market Anomalies: Evidence from Egypt," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 14(2), pages 112-139, August.
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Keywords
size; book-to-market; prior return; overreaction;All these keywords.
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