Open AccessA Unified Theory of Underreaction, Momentum Trading and Overreaction in Asset Markets
Author(s) -
Harrison Hong,
Jeremy C. Stein
Publication year - 1997
Language(s) - English
Resource type - Reports
DOI - 10.3386/w6324
Subject(s) - momentum (technical analysis) , asset (computer security) , economics , capital asset pricing model , financial economics , high frequency trading , algorithmic trading , computer science , computer security