When are contrarian profits due to stock market overreaction?
By: Andrew W. Lo, A. Craig MacKinlay.
Contributors: MacKinlay, A. Craig.
Series: NBER working paper series -- working paper no. 2977; Working paper series (National Bureau of Economic Research) -- working paper no. 2977.
Publisher: National Bureau of Economic Research
Published: 1989
Place of publication: Cambridge, MA
Language: eng
Number of pages: 28
Subjects: Portfolio management -- Econometric models.; Profit -- Econometric models.; Stock-exchange -- Econometric models.; Investments -- Econometric models.; Random walks (Mathematics)
Notes: "May 1989."

Bibliography: p. 27-28.

Binghamton University Libraries' copy bound with: History vs. expectations.