A direct test of the cognitive bias theory of share price reversals
- 1 July 1990
- journal article
- Published by Elsevier in Journal of Accounting and Economics
- Vol. 13 (2) , 155-166
- https://doi.org/10.1016/0165-4101(90)90028-3
Abstract
No abstract availableKeywords
This publication has 16 references indexed in Scilit:
- Mean reversion in stock prices: Evidence and ImplicationsPublished by Elsevier ,2002
- Noise Trader Risk in Financial MarketsJournal of Political Economy, 1990
- Size, Seasonality, and Stock Market OverreactionJournal of Financial and Quantitative Analysis, 1990
- Nonstationary expected returnsJournal of Financial Economics, 1989
- Permanent and Temporary Components of Stock PricesJournal of Political Economy, 1988
- On the Contrarian Investment StrategyThe Journal of Business, 1988
- Further Evidence on Investor Overreaction and Stock Market SeasonalityThe Journal of Finance, 1987
- Predicting returns in the stock and bond marketsJournal of Financial Economics, 1986
- Does the Stock Market Overreact?The Journal of Finance, 1985
- Information Content of Analysts' Composite Forecast RevisionsJournal of Accounting Research, 1984