Mazouz, Khelifa; Li, Xiafei - In: Applied Financial Economics 17 (2007) 13, pp. 1101-1111
This article tests the overreaction hypothesis using data from the UK stock market. The study covers a period of 30 years (from 1973 to 2002). The results initially seem to be consistent with the overreaction hypothesis and no obvious seasonal pattern can be identified. Our results do not depend...
