Stock overreaction behaviour in Bursa Malaysia: does the length of the formation period matter?

Stock overreaction behaviour in Bursa Malaysia: does the length of the formation period matter?

This paper investigates whether stock overreaction behaviour in Malaysian stock market is sensitive to the length of the formation period. Using the basic framework of De Bondt and Thaler (1985), this study find that stock overreaction behaviour in this market is sensitive to the length of the forma...

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Bibliographic Details
Main Authors: Ali, Norli, Md Nassir, Annuar, Hassan, Taufiq, Zainal Abidin, Sazali
Format: Article
Language:English
Published: British Academic Journals 2011
Online Access:http://psasir.upm.edu.my/id/eprint/52126/1/Stock%20overreaction%20behaviour%20in%20Bursa%20Malaysia%20does%20the%20length%20of%20the%20formation%20period%20matter.pdf

Internet

http://psasir.upm.edu.my/id/eprint/52126/1/Stock%20overreaction%20behaviour%20in%20Bursa%20Malaysia%20does%20the%20length%20of%20the%20formation%20period%20matter.pdf

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