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ABSTRACT Research in experimental psychology suggests that, in violation of Bayes' rule, most people tend to “overreact” to unexpected and dramatic news events. This study of ma...
(1991). Liquidity, Asset Prices and Financial Policy. Financial Analysts Journal: Vol. 47, No. 6, pp. 56-66.
ABSTRACT This paper examines the power of statistical tests commonly used to evaluate the efficiency of speculative markets. It shows that these tests have very low power. Marke...
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