When are Contrarian Profits Due to Stock Market Overreaction?
收藏NBER1989-05-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w2977
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资源简介：
The profitability of contrarian investment strategies need not be the result of stock market overreaction. Even if returns on individual securities are temporally independent, portfolio strategies that attempt to exploit return reversals may still earn positive expected profits. This is due to the
提供机构：
美国国家经济研究局
创建时间：
1989-05-01
