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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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
British Academic Journals
2011
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| 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 http://psasir.upm.edu.my/id/eprint/52126/ http://www.ajournal.co.uk/EFArticles2(2).htm |
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