Mean reversals and stock market overreactions : further evidence from India
Year of publication: |
2023
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Authors: | Saji, T. G. |
Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6455, ZDB-ID 2408741-5. - Vol. 13.2023, 4, p. 467-477
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Subject: | overreactions | winner-loser effects | CAPM beta | excess returns | India | Indien | CAPM | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Ankündigungseffekt | Announcement effect | Mean Reversion | Mean reversion |
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