Overreaction after Controlling for Size and Book-to-Market Effects and its Mimicking Portfolio in Japan

Author： Chiao Chaoshin   Cheng David   Hung Welfeng  

Publisher： Springer Publishing Company

ISSN： 0924-865X

Source： Review of Quantitative Finance and Accounting, Vol.24, Iss.1, 2005-02, pp. : 65-91

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