When Are Contrarian Profits Due to Stock Market Overreaction?

Abstract

Journal Article When Are Contrarian Profits Due to Stock Market Overreaction? Get access Andrew W. Lo, Andrew W. Lo Sloan School of Management, M.I.T., 50 Memorial Drive, Cambridge, MA 02139, USA Search for other works by this author on: Oxford Academic Google Scholar A. Craig MacKinlay A. Craig MacKinlay Wharton School, University of Pennsylvania, Pennsylvania, USA Search for other works by this author on: Oxford Academic Google Scholar The Review of Financial Studies, Volume 3, Issue 2, April 1990, Pages 175–205, https://doi.org/10.1093/rfs/3.2.175 Published: 30 April 2015