unified theory of underreaction, momentum trading and overreaction in asset markets
By: Harrison Hong, Jeremy C. Stein.
Contributors: Stein, Jeremy C.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper 6324; Working paper series (National Bureau of Economic Research) -- working paper no. 6324.
Publisher: National Bureau of Economic Research
Published: 1997
Place of publication: Cambridge, MA
Language: eng
Number of pages: 48
Subjects: Prices -- Forecasting -- Econometric models.; Stock exchanges -- Econometric models.; Arbitrage -- Econometric models.
Notes: "December 1997."

Includes bibliographical references (p. 45-48).

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