Overreaction and Insider Trading: Evidence from Growth and Value Portfolios
- 1 April 1998
- journal article
- Published by Wiley in The Journal of Finance
- Vol. 53 (2) , 701-716
- https://doi.org/10.1111/0022-1082.275500
Abstract
No abstract availableThis publication has 17 references indexed in Scilit:
- Evidence on the Characteristics of Cross Sectional Variation in Stock ReturnsThe Journal of Finance, 1997
- Multifactor Explanations of Asset Pricing AnomaliesThe Journal of Finance, 1996
- The Conditional CAPM and the Cross‐Section of Expected ReturnsThe Journal of Finance, 1996
- The Errors in the Variables Problem in the Cross‐Section of Expected Stock ReturnsThe Journal of Finance, 1995
- Evaluating the performance of value versus glamour stocks The impact of selection biasJournal of Financial Economics, 1995
- Problems in measuring portfolio performance An application to contrarian investment strategiesJournal of Financial Economics, 1995
- Beta and ReturnThe Journal of Portfolio Management, 1993
- Measuring abnormal performanceJournal of Financial Economics, 1992
- Does the Stock Market Overreact?The Journal of Finance, 1985
- INVESTMENT PERFORMANCE OF COMMON STOCKS IN RELATION TO THEIR PRICE‐EARNINGS RATIOS: A TEST OF THE EFFICIENT MARKET HYPOTHESISThe Journal of Finance, 1977