The magnitude effect in the over-and under-correction in international markets
Year of publication: |
2008
|
---|---|
Authors: | Lam, Kin ; Liu, Taisheng ; Wong, Wing Keung |
Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 20.2008, 3, p. 4833-4862
|
Subject: | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Statistischer Test | Statistical test | Aktienindex | Stock index | Welt | World | 1980-2003 |
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