Long-Term Price Overreactions: Are Markets Inefficient?
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More about this item
KeywordsEfficient Market Hypothesis; anomaly; overreaction hypothesis; abnormal returns; contrarian strategy; trading strategy; trading robot; t-test;
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
- C63 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Computational Techniques
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MST-2015-02-16 (Market Microstructure)
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