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The Contrarian/Overreaction Hypothesis

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References

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1987Further Evidence On Investor Overreaction and Stock Market Seasonality2,374 cited
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1990Alternative models for conditional stock volatility1,272 cited
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1988On the Contrarian Investment Strategy540 cited
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1994On the computation of returns in tests of the stock market overreaction hypothesis59 cited

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2003Short-term contrarian investing—is it profitable? … Yes and No

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35 cited

2008An inquiry into the economic fundamentals of the Fama and French equity factors32 cited

2003Aspectos comportamentais associados às reações do mercado de capitais26 cited