University of Wisconsin at Madison and Cornell University, respectively. We thank K. C. Chan, Alan Kraus, Josef Lakonishok, Theo Vermaelen and members of the Cornell and Wisconsin finance workshops for helpful comments. Graham Lemke and Charles Lee provided expert computational assistance. All remaining errors are our own. We would like to acknowledge financial support from the Pete Johnson Fund for Research in Finance at the University of Wisconsin-Madison (De Bondt) and from the Behavioral Economics Program of the Alfred P. Sloan Foundation (Thaler).
Further Evidence On Investor Overreaction and Stock Market Seasonality
Article first published online: 30 APR 2012
1987 The American Finance Association
The Journal of Finance
Volume 42, Issue 3, pages 557–581, July 1987
How to Cite
De BONDT, W. F. M. and THALER, R. H. (1987), Further Evidence On Investor Overreaction and Stock Market Seasonality. The Journal of Finance, 42: 557–581. doi: 10.1111/j.1540-6261.1987.tb04569.x
- Issue published online: 30 APR 2012
- Article first published online: 30 APR 2012
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