Aleknevičienė, Vilija; Aleksandravičiūtė, Inga - In: Eurasian economic perspectives : proceedings of the …, (pp. 69-85). 2020
The research investigates the long-run overreaction phenomenon in EURONEXT stock exchange. Data of EURONEXT stock … wherein past long-run loser portfolios outperformed past long-run winner portfolio supporting the overreaction hypothesis with … the exception for the period of financial turmoil. This overreaction was close to symmetric: positive average cumulative …