Abstract. Predictable variation in equity returns might reflect either (1) predictable changes in expected returns or (2) market inefficiency and. Fads, Martingales, and Market Efficiency. Bruce N. Lehmann. The Quarterly Journal of Economics, , vol. , issue 1, Abstract. CiteSeerX – Document Details (Isaac Councill, Lee Giles, Pradeep Teregowda): for helpful coments. They share no responsibiTfty for any remaining errors.
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EconPapers: Fads, Martingales, and Market Efficiency
Daniel, Hirshleifer and Subrahmanyam, Kryzanowski and Zhang, Your Bibliography: The Case of Ukrainian Stock Market. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide.
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Sign in via your Institution Sign in. Analysis of the overreaction effect in the Chinese stock market. The Journal of Finance, Vol. Forthcoming in Journal of Financial Research.
The Overreaction Hypothesis: The Case of Ukrainian Stock Market
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Applied Economics Letters11 7pp. Receive exclusive offers and updates from Oxford Academic. The Journal of Finance40 3pp. On the computation of returns in tests of the stock market overreaction hypothesis. Gervais, Kaniel and Mingelgrin, Your Bibliography: Implications for Stock Market Martingalex.
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