The Long-Run Return Reversal Effect: A Re
由 S Maheshwari 著作 · 2015 · 被引用 8 次 — The long-run reversal effect in stock returns has been a well-established phenomenon in the stock market for more than four decades. Such a long-run reversal ...
Reversing the Trend of Short
For instance, the signal becomes stronger at shorter lookback periods, and short-term stock returns that are driven by news do not exhibit a reversal effect.
Short Term Reversal Effect in Stocks
The short-term reversal anomaly, the phenomenon that stocks with relatively low returns over the past month or week earn positive abnormal returns in the ...
Return Reversal in UK Shares
由 GC Arnold 著作 · 2007 · 被引用 17 次 — that the return reversal effect disappeared if the influence of market capitalization (size effect) is adjusted for. Thus, we have doubt thrown on belief in ...
Industries and Stock Return Reversals
由 A Hameed 著作 · 2015 · 被引用 153 次 — 15 A smaller effect of (Rjt-' - Rmt- 1) on reversals may arise, for example, because industry returns are largely driven by public information rather than order ...
Short-Term Reversals
由 S Cheng 著作 · 2017 · 被引用 85 次 — Three explanations come to mind. First, reversals might be associated with his- torical price performance because past returns influence the behavior of active.
Decomposing Short
由 Z Da 著作 · 2011 · 被引用 39 次 — Our analytical decomposition suggests that the standard short-term reversal strategy is ad- versely affected by the industry momentum effect. As a result, a ...
Cross
由 X Chu 著作 · 2023 · 被引用 1 次 — The reversal effect of stock returns shows that stocks with lower returns in the previous period have higher returns in the future, and stocks that ...
A Closer Look at the Short
由 Z Da 著作 · 2014 · 被引用 227 次 — Stock returns unexplained by “fundamentals,” such as cash flow news, are more likely to reverse in the short run than those linked to fundamental news.
