Loughran is from the University of Iowa. Ritter is from the University of Florida. We would like to thank Jennifer Conrad, David Ikenberry, Gautam Kaul, Josef Lakonishok, Inmoo Lee, David Mayers, Marc Reinganum, René Stulz, Richard Thaler, an anonymous referee, seminar participants at Cornell and Iowa, and especially Louis Chan and Narisimhan Jegadeesh for helpful comments. In addition, we would like to thank Jennifer Conrad and Gautam Kaul for graciously making all of their data available for our inspection.
Long-Term Market Overreaction: The Effect of Low-Priced Stocks
Version of Record online: 30 APR 2012
© 1996 the American Finance Association
The Journal of Finance
Volume 51, Issue 5, pages 1959–1970, December 1996
How to Cite
LOUGHRAN, T. and RITTER, J. R. (1996), Long-Term Market Overreaction: The Effect of Low-Priced Stocks. The Journal of Finance, 51: 1959–1970. doi: 10.1111/j.1540-6261.1996.tb05234.x
- Issue online: 30 APR 2012
- Version of Record online: 30 APR 2012
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