2   Artículos

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en línea
Marco Bonomo,Ivana Dall'Agnol     Pág. pp. 165 - 215
We test the hypothesis that strategies which are long on portfolios of looser stocks and short on portfolios of winner stocks generate abnormal returns in Brazil. This type of evidence for the US stock market was interpreted by The Bondt and Thaler (1985... ver más
Revista: Revista Brasileira de Finanças    Formato: Electrónico

 
en línea
Liping Zou,Ruishan Chen     Pág. 133 - 143
This study documents that contrarian investment strategies offer superior returns because these strategies exploit investors? expectation errors. There are two sources of expectation errors, naïve extrapolation of past performance and biased analysts? ea... ver más
Revista: International Journal of Economics and Financial Issues    Formato: Electrónico

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