← Back to Browse

When are contrarian profits due to stock market overreaction?

by Andrew W. Lo

First published: 1989

Subjects

Econometric models Stock-exchange Investments Profit Random walks (Mathematics) Portfolio management

Read on Open Library More by Andrew W. Lo

Related Books

Data science from scratch

20154 ed.

Basic econometrics

Damodar N. Gujarati

197813 ed.

Econometric analysis

Greene, William H.

199025 ed.

Time on the cross

Robert William Fogel

197410 ed.

Introductory Econometrics

Jeffrey M. Wooldridge

20152 ed.

Econometric methods

196311 ed.

Econometric models and economic forecasts

Robert S. Pindyck

19764 ed.

Firm-level evidence on international stock market comovement

20031 ed.