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Testing the profitability of contrarian trading strategies based on the overreaction hypothesis
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Document type | Article de périodique (Journal article) – Article de recherche |
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Access type | Accès libre |
Publication date | 2014 |
Language | Anglais |
Journal information | "Bankers, Markets & Investors" - Vol. 2014, no.133, p. 4-10 (Nov-Dec 2014) |
Peer reviewed | yes |
issn | 2101-9304 |
Publication status | Publié |
Affiliations |
UCL
- SSH/LouRIM - Louvain Research Institute in Management and Organizations UCL - SSH/LIDAM/CORE - Center for operations research and econometrics UCL - SSH/LIDAM/LFIN - Louvain Finance |
Keywords | Return predictability ; high market variation ; overreaction ; behaviorial bias ; SSPA |
Links |
Bibliographic reference | Petitjean, Mikael ; et. al. Testing the profitability of contrarian trading strategies based on the overreaction hypothesis. In: Bankers, Markets & Investors, Vol. 2014, no.133, p. 4-10 (Nov-Dec 2014) |
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Permanent URL | http://hdl.handle.net/2078.1/152863 |