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dc.contributorLo, Andrew W. (Andrew Wen-Chuan)en_US
dc.contributorMacKinlay, Archie Craig, 1955-.en_US
dc.contributorSloan School of Management.en_US
dc.date.accessioned2003-04-29T05:01:33Z
dc.date.available2003-04-29T05:01:33Z
dc.date.issued1989en_US
dc.identifier.otherno. 3008-89-EFAen_US
dc.identifier.urihttp://hdl.handle.net/1721.1/2240
dc.description"First draft: November 1988. Latest revision: May 1989."en_US
dc.descriptionIncludes bibliographical references.en_US
dc.description.sponsorshipResearch support from the Geewax-Terker Research Fund, the National Science Foundation, the John M. Olin Fellowship at the NBER and the Q Group.en_US
dc.description.statementofresponsibilityby Andrew W. Lo and A. Craig MacKinlay.en_US
dc.format.extent28, [10] p.en_US
dc.format.extent2563871 bytes
dc.format.mimetypeapplication/pdf
dc.language.isoengen_US
dc.publisherAlfred P. Sloan School of Management, Massachusetts Institute of Technologyen_US
dc.relation.ispartofseriesWorking paper (Sloan School of Management) ; 3008-89.en_US
dc.subject.lccHD28 .M414 no.3008-, 89en_US
dc.titleWhen are contrarian profits due to stock market overreaction?en_US


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