When are contrarian profits due to stock market overreaction?

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DC Field	Value	Language
dc.contributor	Lo, Andrew W. (Andrew Wen-Chuan)	-
dc.contributor	MacKinlay, Archie Craig, 1955-.	-
dc.contributor	Sloan School of Management.	-
dc.date	2003-04-29T05:01:33Z	-
dc.date	2003-04-29T05:01:33Z	-
dc.date	1989	-
dc.date.accessioned	2013-05-31T23:45:13Z	-
dc.date.available	2013-05-31T23:45:13Z	-
dc.date.issued	2013-06-01	-
dc.identifier	no. 3008-89-EFA	-
dc.identifier	http://hdl.handle.net/1721.1/2240	-
dc.identifier.uri	http://koha.mediu.edu.my:8181/jspui/handle/1721	-
dc.description	by Andrew W. Lo and A. Craig MacKinlay.	-
dc.description	"First draft: November 1988. Latest revision: May 1989."	-
dc.description	Includes bibliographical references.	-
dc.description	Research support from the Geewax-Terker Research Fund, the National Science Foundation, the John M. Olin Fellowship at the NBER and the Q Group.	-
dc.format	28, [10] p.	-
dc.format	2563871 bytes	-
dc.format	application/pdf	-
dc.language	eng	-
dc.publisher	Alfred P. Sloan School of Management, Massachusetts Institute of Technology	-
dc.relation	Working paper (Sloan School of Management) ; 3008-89.	-
dc.subject	HD28 .M414 no.3008-, 89	-
dc.title	When are contrarian profits due to stock market overreaction?	-
Appears in Collections:	MIT Items

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