Do Fund Managers Expect Mean Averting Returns?
Year of publication: |
2004-12
|
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Authors: | Stotz, Olaf ; L\"utje, Torben ; Menkhoff, Lukas ; von Nitzsch, R\"udiger |
Institutions: | Wirtschaftswissenschaftliche Fakultät, Leibniz Universität Hannover |
Subject: | Mean aversion | return expectations | non-fundamental information | loss aversion |
Extent: | application/pdf |
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Series: | Hannover Economic Papers (HEP). - ISSN 0949-9962. |
Type of publication: | Book / Working Paper |
Notes: | 8 pages |
Classification: | G12 - Asset Pricing ; G14 - Information and Market Efficiency; Event Studies |
Source: |
-
Do Fund Managers Expect Mean Averting Returns?
Stotz, Olaf, (2004)
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