Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020
exchange for the period of 2000-2017 were employed for the winner and the loser portfolio formation and systemic risk … supported long-run overreaction in EURONEXT stock exchange, this phenomenon was explained by the differences in risk. Jensen … alpha was statistically insignificant, systemic risk of loser portfolio was higher than the one of winner portfolio. These …