When are contrarian profits due to stock market overreaction?

Andrew Lo () and MacKinlay, Archie Craig, 1955-.

No 3008-89., Working papers from Massachusetts Institute of Technology (MIT), Sloan School of Management

Abstract: "First draft: November 1988. Latest revision: May 1989."

Keywords: HD28 .M414 no.3008-; 89 (search for similar items in EconPapers)
Date: 1989
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Citations: View citations in EconPapers (1)

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Related works:
Journal Article: When Are Contrarian Profits Due to Stock Market Overreaction? (1990)
Working Paper: When are Contrarian Profits Due to Stock Market Overreaction? (1989)
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