Mispricing and the cross-section of stock returns

Carl Chen (), Peter Lung and F. Wang ()

Review of Quantitative Finance and Accounting, 2009, vol. 32, issue 4, 317-349

Keywords: Model-based mispricing; Investor overreaction; Mispricing strategy; Contrarian strategy; Price–dividend ratio; Stock return predictability; Cross-section of stock returns; G11; G12; G14 (search for similar items in EconPapers)
Date: 2009
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://hdl.handle.net/10.1007/s11156-008-0097-4 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:kap:rqfnac:v:32:y:2009:i:4:p:317-349

Ordering information: This journal article can be ordered from
http://www.springer.com/finance/journal/11156/PS2

DOI: 10.1007/s11156-008-0097-4

Access Statistics for this article

Review of Quantitative Finance and Accounting is currently edited by Cheng-Few Lee

More articles in Review of Quantitative Finance and Accounting from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().