How does information quality affect stock returns?
Article Abstract:
Issues discussed concern the impact of accurate public information concerning economic growth on stock market returns. Findings suggest that economic information of high precision leads to increased risk premiums, and the relationship between imprecise information and market volatility is also addressed.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2000
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Mean reversion across national stock markets and parametric contrarian investment strategies
Article Abstract:
Research presented concerns the role of mean reversion on stock prices. Topics addressed include the relationship between individual stock prices and national stock markets, portfolio management strategies, and using mean reversion to forecast stock prices
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2000
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Trading is hazardous to your wealth: the common stock investment performance of individual investors
Article Abstract:
Issues discussed concern the return performance of common stocks held by individual investors in the United States. Topics addressed include trading overconfidence, trading costs, portfolio management, and investment turnover.
Publication Name: Journal of Finance
Subject: Business
ISSN: 0022-1082
Year: 2000
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