FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2091874428> ?p ?o ?g. }

• W2091874428 endingPage "384" @default.
• W2091874428 startingPage "363" @default.
• W2091874428 abstract "Some authors attribute the extreme movements in stock returns to market overreaction. In this paper, we examine this controversial hypothesis in the Tokyo Stock Exchange through portfolios formed on the basis of previous four-year returns. We find that the extreme losers outperform the extreme winners by 11% per annum in terms of risk-adjusted abnormal returns during the subsequent period. It is controversial whether these abnormal returns are due to overreaction by the investor. However, our evidence suggests that this is an independent phenomenon from monthly seasonal stock returns. It has also been a frequent phenomenon with some ups and downs along the way in the market during our sampling period from 1955 to 1990." @default.
• W2091874428 created "2016-06-24" @default.
• W2091874428 creator A5051963429 @default.
• W2091874428 creator A5086339657 @default.
• W2091874428 date "1997-08-01" @default.
• W2091874428 modified "2023-10-05" @default.
• W2091874428 title "Return reversals in the Tokyo Stock Exchange: A test of stock market overreaction" @default.
• W2091874428 cites W1496268815 @default.
• W2091874428 cites W1580611202 @default.
• W2091874428 cites W1904528500 @default.
• W2091874428 cites W1975140694 @default.
• W2091874428 cites W1996342403 @default.
• W2091874428 cites W2002853529 @default.
• W2091874428 cites W2010891591 @default.
• W2091874428 cites W2014220326 @default.
• W2091874428 cites W2017709121 @default.
• W2091874428 cites W2034635749 @default.
• W2091874428 cites W2038621549 @default.
• W2091874428 cites W2069239969 @default.
• W2091874428 cites W2072561038 @default.
• W2091874428 cites W2073048029 @default.
• W2091874428 cites W2076118055 @default.
• W2091874428 cites W2081649978 @default.
• W2091874428 cites W2088088228 @default.
• W2091874428 cites W2142575475 @default.
• W2091874428 cites W2160343233 @default.
• W2091874428 cites W2164889808 @default.
• W2091874428 cites W2281242349 @default.
• W2091874428 cites W3121465794 @default.
• W2091874428 cites W3123779227 @default.
• W2091874428 cites W4238607309 @default.
• W2091874428 cites W4239934782 @default.
• W2091874428 cites W4241507899 @default.
• W2091874428 cites W4241631103 @default.
• W2091874428 cites W4241725939 @default.
• W2091874428 cites W4248968880 @default.
• W2091874428 cites W4249141133 @default.
• W2091874428 cites W4252797302 @default.
• W2091874428 doi "https://doi.org/10.1016/s0922-1425(96)00256-3" @default.
• W2091874428 hasPublicationYear "1997" @default.
• W2091874428 type Work @default.
• W2091874428 sameAs 2091874428 @default.
• W2091874428 citedByCount "26" @default.
• W2091874428 countsByYear W20918744282012 @default.
• W2091874428 countsByYear W20918744282015 @default.
• W2091874428 countsByYear W20918744282017 @default.
• W2091874428 countsByYear W20918744282018 @default.
• W2091874428 countsByYear W20918744282019 @default.
• W2091874428 countsByYear W20918744282020 @default.
• W2091874428 countsByYear W20918744282021 @default.
• W2091874428 countsByYear W20918744282022 @default.
• W2091874428 crossrefType "journal-article" @default.
• W2091874428 hasAuthorship W2091874428A5051963429 @default.
• W2091874428 hasAuthorship W2091874428A5086339657 @default.
• W2091874428 hasConcept C10138342 @default.
• W2091874428 hasConcept C106159729 @default.
• W2091874428 hasConcept C121332964 @default.
• W2091874428 hasConcept C149782125 @default.
• W2091874428 hasConcept C162324750 @default.
• W2091874428 hasConcept C166957645 @default.
• W2091874428 hasConcept C200870193 @default.
• W2091874428 hasConcept C204036174 @default.
• W2091874428 hasConcept C205649164 @default.
• W2091874428 hasConcept C2777601474 @default.
• W2091874428 hasConcept C2779343474 @default.
• W2091874428 hasConcept C2780299701 @default.
• W2091874428 hasConcept C29368100 @default.
• W2091874428 hasConcept C50335755 @default.
• W2091874428 hasConcept C556758197 @default.
• W2091874428 hasConcept C62520636 @default.
• W2091874428 hasConceptScore W2091874428C10138342 @default.
• W2091874428 hasConceptScore W2091874428C106159729 @default.
• W2091874428 hasConceptScore W2091874428C121332964 @default.
• W2091874428 hasConceptScore W2091874428C149782125 @default.
• W2091874428 hasConceptScore W2091874428C162324750 @default.
• W2091874428 hasConceptScore W2091874428C166957645 @default.
• W2091874428 hasConceptScore W2091874428C200870193 @default.
• W2091874428 hasConceptScore W2091874428C204036174 @default.
• W2091874428 hasConceptScore W2091874428C205649164 @default.
• W2091874428 hasConceptScore W2091874428C2777601474 @default.
• W2091874428 hasConceptScore W2091874428C2779343474 @default.
• W2091874428 hasConceptScore W2091874428C2780299701 @default.
• W2091874428 hasConceptScore W2091874428C29368100 @default.
• W2091874428 hasConceptScore W2091874428C50335755 @default.
• W2091874428 hasConceptScore W2091874428C556758197 @default.
• W2091874428 hasConceptScore W2091874428C62520636 @default.
• W2091874428 hasIssue "3" @default.
• W2091874428 hasLocation W20918744281 @default.
• W2091874428 hasOpenAccess W2091874428 @default.
• W2091874428 hasPrimaryLocation W20918744281 @default.
• W2091874428 hasRelatedWork W1608505846 @default.
• W2091874428 hasRelatedWork W1969030014 @default.
• W2091874428 hasRelatedWork W2263606554 @default.
• W2091874428 hasRelatedWork W2377668393 @default.
• W2091874428 hasRelatedWork W2385056804 @default.
• W2091874428 hasRelatedWork W2392234935 @default.
• W2091874428 hasRelatedWork W3139007023 @default.
• W2091874428 hasRelatedWork W3153769834 @default.

• next