Long-Term Price Overreactions: Are Markets Inefficient?
Year of publication: |
2015
|
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Authors: | Caporale, Guglielma Maria ; Gil-Alana, Luis ; Plastun, Alex |
Institutions: | DIW Berlin (Deutsches Institut für Wirtschaftsforschung) |
Subject: | Efficient Market Hypothesis | anomaly | overreaction hypothesis | abnormal returns | contrarian strategy | trading strategy | trading robot | t-test |
Extent: | application/pdf |
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Series: | Discussion Papers of DIW Berlin. - ISSN 1619-4535. |
Type of publication: | Book / Working Paper |
Notes: | Number 1444 23 pages long |
Classification: | G12 - Asset Pricing ; G17 - Financial Forecasting ; C63 - Computational Techniques |
Source: |
-
Long-term price overreactions : are markets enefficient?
Caporale, Guglielmo Maria, (2015)
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Short-term price overreaction : identification, testing, exploitation
Caporale, Guglielmo Maria, (2014)
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Short-term price overreaction: Identification, testing, exploitation
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The Weekend Effect: An Exploitable Anomaly in the Ukrainian Stock Market?
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Short-Term Price Overreaction: Identification, Testing, Exploitation
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The Weekend Effect: A Trading Robot and Fractional Integration Analysis
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