An application of unit rate estimation on shareholders’ overreaction: Evidence from Tehran Stock Exchange
This paper characterizes the stockholders overreaction thorough return and price mean reverting behavior in specified ten major industry groups in Tehran Stock Exchange (TSE). For investigation of mean reversion presence, we use corporate firms from ten specified industry groups traded on the Tehran...
| 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_94.pdf |