This paper examines the stochastic behaviour of the realized betas within the one-factor CAPM for the six companies …

test the profitability of two alternative strategies, one based on the classical overreaction anomaly, the other on a so …-called “inertia anomaly”. Both weekly and monthly data are used. Evidence of anomalies is found predominantly in the case of weekly …

there is an "inertia anomaly", i.e. after an overreaction day prices tend to move in the same direction for some time. A … the "inertia anomaly" produces profits in the case of the FOREX and the commodity markets, but not in the case of the US …

there is an "inertia anomaly", i.e. after an overreaction day prices tend to move in the same direction for some time. A … the "inertia anomaly" produces profits in the case of the FOREX and the commodity markets, but not in the case of the US …