The magnitude effect in the over-and under-correction in international markets
Kin Lam; Taisheng Liu; Wing-Keung Wong
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 10574451. - Vol. 20.2008, 3, p. 4833-4862
|
Saved in:
Saved in favorites
Similar items by person
-
Lam, Kin, (2010)
-
The magnitude effect in the over-and under-correction in international markets
Lam, Kin, (2008)
-
A new pseudo-Bayesian model with implications for financial anomalies and investors' behavior
Lam, Kin, (2012)
- More ...