Stockholder overreaction and mean reversion: Evidence from Tehran Stock Exchange
In this paper, we address the stockholder overreaction and mean reversion in specified major industry groups in Tehran Stock Exchange (TSE). This paper investigates this issue with panel data analysis and with particular attention to the Box-Jenkins Approach for stationary diagnosis with appropriate...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2014-05-01
|
| Series: | Management Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/msl/Vol4/msl_2014_93.pdf |