Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction? Article

Milian, Jonathan A. (2015). Unsophisticated Arbitrageurs and Market Efficiency: Overreacting to a History of Underreaction? . JOURNAL OF ACCOUNTING RESEARCH, 53(1), 175-220. 10.1111/1475-679X.12070

cited authors

  • Milian, Jonathan A

publication date

  • March 1, 2015

published in

keywords

  • ACCOUNTING EARNINGS
  • ANOMALIES
  • Arbitrage
  • Business & Economics
  • Business, Finance
  • EARNINGS-ANNOUNCEMENT DRIFT
  • G10
  • G12
  • G14
  • GOOD-NEWS
  • INFORMATION-CONTENT
  • INSTITUTIONAL INVESTORS
  • LIQUIDITY
  • M40
  • M41
  • OPTION
  • SECURITY RETURNS
  • STOCK-PRICE RESPONSE
  • Social Sciences
  • anomalies
  • market efficiency
  • post-earnings announcement drift

Digital Object Identifier (DOI)

publisher

  • WILEY

start page

  • 175

end page

  • 220

volume

  • 53

issue

  • 1