Cornell University, Emory University, and University of Illinois at Urbana-Champaign respectively. The authors thank Eric Fang and Tony Lednor for research support, and the Johnson Graduate School of Management at Cornell University, the Goizueta Business School at Emory University, and the College of Business at the University of Illinois at Urbana-Champaign for funding. We appreciate helpful comments from Elena Asparouhova; Jeffrey Hales; David Hirshleifer; Mark Nelson; participants in workshops at MIT, Stanford Graduate School of Business, Cornell University's Johnson Graduate School of Management, and Harvard Business School; and anonymous reviewers.
Momentum, Reversal, and Uninformed Traders in Laboratory Markets
Version of Record online: 25 NOV 2009
© 2009 the American Finance Association
The Journal of Finance
Volume 64, Issue 6, pages 2535–2558, December 2009
How to Cite
BLOOMFIELD, R. J., TAYLER, W. B. and ZHOU, F. (2009), Momentum, Reversal, and Uninformed Traders in Laboratory Markets. The Journal of Finance, 64: 2535–2558. doi: 10.1111/j.1540-6261.2009.01510.x
- Issue online: 25 NOV 2009
- Version of Record online: 25 NOV 2009
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