When are contrarian profits due to stock market overreaction?

Author(s)
Lo, Andrew W. (Andrew Wen-Chuan); MacKinlay, Archie Craig, 1955-.; Sloan School of Management.
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Description
"First draft: November 1988. Latest revision: May 1989."
 
Includes bibliographical references.
 
Date issued
1989
URI
http://hdl.handle.net/1721.1/2240
Publisher
Alfred P. Sloan School of Management, Massachusetts Institute of Technology
Other identifiers
no. 3008-89-EFA
Series/Report no.
Working paper (Sloan School of Management) ; 3008-89.
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